# EDGAR Filing Document

**Accession Number:** 0001493214
**File Stem:** 0001410368-26-064338
**Filing Date:** 2026-6
**Character Count:** 638640
**Document Hash:** 143b2c5c2ed1de14cc3fb18c4573dd07
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064338.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064338

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global Macro Absolute Return Advantage Portfolio
- **CENTRAL INDEX KEY:** 0001493214

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22424
- **FILM NUMBER:** 261113345

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Global Strategies Portfolio
- **DATE OF NAME CHANGE:** 20100602

## Series and Classes Contracts Data

### Global Macro Absolute Return Advantage Portfolio (Series ID: S000029761)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000091471 | Global Macro Absolute Return Advantage Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Global Macro Absolute Return Advantage Portfolio

- **b. Investment Company Act file number:** 811-22424

- **c. CIK number of Registrant:** 0001493214

- **d. LEI of Registrant:** NKY7JRBKJHQQ68KJ6252

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Global Macro Absolute Return Advantage Portfolio

- **b. EDGAR series identifier (if any):** S000029761

- **c. LEI of Series:** NKY7JRBKJHQQ68KJ6252

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9153272344.06

**Total Liabilities:** $1944777402.29

**Net Assets:** $7208494941.77

**Amount of Assets Invested in Other Investment Companies:** $37502684.73

**Delayed Delivery Securities:** $59845175.00

**Cash Not Reported:** $860649976.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -900.80000000 | **1-Year:** 34119.15000000 | **5-Year:** 763835.47000000 | **10-Year:** 729517.05000000 | **30-Year:** 256871.85000000

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

- **3-Month:** -18799.00000000 | **1-Year:** -115067.18000000 | **5-Year:** 554561.42000000 | **10-Year:** -127502.50000000 | **30-Year:** -2872.68000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091471 | 2.23%                | -3.03%               | 2.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $85379958.33             | $-44549468.89                              |
| Month 2  | $5976705.62              | $-292923648.24                             |
| Month 3  | $7625769.19              | $153259914.12                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-80325.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Dairy Products JSC                                 | Vietnam Dairy Products JSC                                                                                                   | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |      3484296 | NS      | $8074895.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $33565.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2720142.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Life India Asset Management Ltd                     | Nippon Life India Asset Management Ltd                                                                                       | CUSIP: 000000000<br>LEI: 335800ZQXV958RZSRU89 | Long             | EC               | CORP              | IN        |       235200 | NS      | $2518352.63    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $1691555.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-37423.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     26098900 | PA      | $9884958.38    | 0.14%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $1319893.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $56278.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $2513006.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                   | Saudi Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -39591000 | PA      | $-38999770.18  | -0.54%            | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     14911180 | PA      | $14911180.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $146330.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      1288402 | PA      | $28989.05      | 0.00%             | 2033-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELDIK BANK OAO                                             | Eldik Bank OAO                                                                                                               | CUSIP: 000000000<br>LEI: 529900MRXI5QEMS86V46 | Long             | DBT              | CORP              | KG        |     14210000 | PA      | $14249386.57   | 0.20%             | 2031-04-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIGCAVE7 IRS MXN R F  7.07500 BMIGCAVF4 CCPOIS / Short: SMIGCAVE7 IRS MXN P V 01MTIEF BMIGCAVG2 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3267000000 | OU      | $-360130.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                       | Qatar Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -6372000 | PA      | $-5807320.18   | -0.08%            | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-41978.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $584674.08     | 0.01%             | 2039-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $25034.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                   | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      2676000 | PA      | $2424091.88    | 0.03%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKPC63 IRS ZAR R V 03MJIBAR BMIGKPC89 CCPVANILLA / Short: BMIGKPC63 IRS ZAR P F  7.85000 BMIGKPC71 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    234576487 | OU      | $345112.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       858935 | PA      | $25768.05      | 0.00%             | 2032-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG2HZW9 IRS MXN R F  7.03500 BMIG2HZX7 CCPOIS / Short: SMIG2HZW9 IRS MXN P V 01MTIEF BMIG2HZY5 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    534200000 | OU      | $-38669.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA 1st Lien Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     27152610 | PA      | $27547816.24   | 0.38%             | 2030-07-08      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     69797251 | PA      | $42256708.93   | 0.59%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF          | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                            | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            | EC               | RF                | US        |     -2120819 | NS      | $-203174460.20 | -2.82%            |  |  |  | No            |                  1 | On Loan: No      |
| KIDO Group Corp                                            | KIDO Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        62877 | NS      | $104479.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-336957.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT DEC26P 50                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          473 | NC      | $373670.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                                     | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -36400000 | PA      | $-35416706.42  | -0.49%            | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LOGAN RE 2027                                              | LOGAN RE 2027                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23000000 | NS      | $24189100.00   | 0.34%             |  |  |  | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     22648000 | PA      | $5801693.54    | 0.08%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-994809.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    567020000 | PA      | $1962998.89    | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFMUS8 IRS ZAR R V 03MJIBAR BMIGFMUU3 CCPVANILLA / Short: BMIGFMUS8 IRS ZAR P F  8.57000 BMIGFMUT6 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1190659000 | OU      | $-1779122.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 510000000000 | PA      | $45909695.37   | 0.64%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $337967.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB GLOBAL SUKUK VENTURES REPO                                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     22721377 | PA      | $22721376.56   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | Long: BMIGMH1J3 TRS COP R F   .00000 ACI0BJ3C2 BOND TRS / Short: BMIGMH1J3 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | CO        |  79413000000 | OU      | $-115502.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $38314.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB BAHRAIN GOV REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      9258287 | PA      | $9258287.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNER RE 2026 EQUITY                                     | PARTNER RE 2026 EQUITY                                                                                                       | CUSIP: 000000000<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EC               | CORP              | US        |           32 | NS      | $33321600.00   | 0.46%             |  |  |  | No            |                  3 | On Loan: No      |
| Nam Long Investment Corp                                   | Nam Long Investment Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      4585392 | NS      | $4836932.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Healthcare Institute Ltd                               | Max Healthcare Institute Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358005LALYV4GZOYF67 | Long             | EC               | CORP              | IN        |       192600 | NS      | $2026444.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan SA                                                   | Titan SA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |        58760 | NS      | $3158488.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU88H3 IRS CNY R F  1.58650 BMIFU88J9 CCPNDF / Short: SMIFU88H3 IRS CNY P V 00MCNRR BMIFU88K6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    256900000 | OU      | $82697.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $291239.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $-565891.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $103573.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-494210.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-62221.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGK1WV9 IRS ZAR R V 03MJIBAR BMIGK1WX5 CCPVANILLA / Short: BMIGK1WV9 IRS ZAR P F  7.91500 BMIGK1WW7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    468754033 | OU      | $564145.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                | Bank of Cyprus Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |       600000 | NS      | $6567660.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp                                             | JBT Marel Corp                                                                                                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |         8125 | NS      | $967677.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kwality Wall's India Ltd                                   | Kwality Wall's India Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3358004HTUS7E8UHI349 | Long             | EC               | CORP              | IN        |        38500 | NS      | $11045.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     12191000 | PA      | $3183139.22    | 0.04%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     56655000 | PA      | $27643796.63   | 0.38%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Eurobank SA                                                | Eurobank SA                                                                                                                  | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |      3793402 | NS      | $16505287.59   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| IDICO Corp JSC                                             | IDICO Corp JSC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1239555 | NS      | $2125500.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-72796.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $30250.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | HU        |            1 | NC      | $142385.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                             | Benin Sukuk SA                                                                                                               | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |      3798000 | PA      | $3606107.99    | 0.05%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |  16461000000 | PA      | $7519355.64    | 0.10%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-44097.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-30254.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1393344.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MT LOGAN RE DIVERSIFED OPTI                                | MT LOGAN RE DIVERSIFED OPTI                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         8600 | NS      | $12943177.16   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG4GQC3 IRS CNY R F  1.61700 BMIG4GQD1 CCPNDF / Short: SMIG4GQC3 IRS CNY P V 00MCNRR BMIG4GQE9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    575000000 | OU      | $288213.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-182133.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                                     | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -40454000 | PA      | $-40202714.72  | -0.56%            | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                          | Hero MotoCorp Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |        35200 | NS      | $1902098.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $27877.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                              | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |     28407000 | PA      | $32810085.00   | 0.46%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |            1 | NC      | $10751070.43   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    709847000 | PA      | $1169173.48    | 0.02%             | 2037-01-28      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-53209.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1005582.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     84294000 | PA      | $145860.47     | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX8S21 IRS MXN R F  7.27000 BMIFX8S39 CCPOIS / Short: SMIFX8S21 IRS MXN P V 01MTIEF BMIFX8S47 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2330000000 | OU      | $421503.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $50096.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-2272028.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $705777.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $-57886.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGGPPN7 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     63180000 | OU      | $128887.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     12184000 | PA      | $3137245.85    | 0.04%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $4896.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd                                        | Varun Beverages Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 33580058NWEMWBDNMD48 | Long             | EC               | CORP              | IN        |       411600 | NS      | $2241983.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-156073.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $39717.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     11557000 | OU      | $-8025.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-125969.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $64610.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $117492.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      1288402 | PA      | $26850.30      | 0.00%             | 2034-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                        | Richter Gedeon Nyrt                                                                                                          | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |       198287 | NS      | $8363692.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1130558.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                    | Hungary Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |     -5651000 | PA      | $-3528861.18   | -0.05%            | 2050-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $129562.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $521308.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                                | GOLD 100 OZ FUTR JUN26                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          295 | NC      | $1657504.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pampa Energia SA                                           | Pampa Energia SA                                                                                                             | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Long             | EC               | CORP              | AR        |        50094 | NS      | $4151289.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                   | BB ABU DHABI GOVERNMENT REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5065110 | PA      | $5065110.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-89098.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $159169.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -49290000 | PA      | $-48333462.98  | -0.67%            | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGHDHE2 IRS PLN R F  4.18000 BMIGHDHF9 CCPVANILLA / Short: SMIGHDHE2 IRS PLN P V 06MWIBOR BMIGHDHG7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    160840000 | OU      | $-776733.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOVERNMENT REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     38144165 | PA      | $38144165.15   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  22851680000 | PA      | $16556109.35   | 0.23%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -21200000 | PA      | $-20318341.40  | -0.28%            | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17389000 | PA      | $803461.10     | 0.01%             | 2038-07-24      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB REPUBLIC AZERBAIJAN REPO                                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     19147448 | PA      | $19147448.25   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGHD307 IRS HUF R F  6.49560 BMIGHD315 CCPVANILLA / Short: SMIGHD307 IRS HUF P V 06MBUBOR BMIGHD323 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16949866867 | OU      | $3261126.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |            1 | NC      | $1350109.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $19029.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX9V82 IRS MXN R F  7.30000 BMIFX9V90 CCPOIS / Short: SMIFX9V82 IRS MXN P V 01MTIEF BMIFX9VA7 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2104700000 | OU      | $436362.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAY0L5 IRS KRW R F  3.38090 BMIGAY0M3 CCPNDF / Short: SMIGAY0L5 IRS KRW P V 03MKSDA BMIGAY0N1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  43792000000 | OU      | $-532714.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $1271326.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $111137.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Short            | DBT              | NUSS              | AE        |    -16110000 | PA      | $-10757176.05  | -0.15%            | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Amaroq Ltd                                                 | Amaroq Ltd                                                                                                                   | CUSIP: 02311U103<br>LEI: 213800Q21S5JQ6WKCE70 | Long             | EC               | CORP              | CA        |      2275400 | NS      | $3018132.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF            | iShares Broad USD High Yield Corporate Bond ETF                                                                              | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Short            | EC               | RF                | US        |     -2350690 | NS      | $-87516188.70  | -1.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $1078210.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $156000.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $20269.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $1125393.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1941163.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  12905236000 | PA      | $8982705.68    | 0.12%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG49136 IRS HUF R F  6.39730 BMIG49151 CCPVANILLA / Short: SMIG49136 IRS HUF P V 06MBUBOR BMIG49169 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15009187658 | OU      | $2462585.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFUAE73 IRS CNY R F  1.58500 BMIFUAE81 CCPNDF / Short: SMIFUAE73 IRS CNY P V 00MCNRR BMIFUAE99 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    551300000 | OU      | $171916.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFPQ6F5 IRS CNY R F  1.58050 BMIFPQ6G3 CCPNDF / Short: SMIFPQ6F5 IRS CNY P V 00MCNRR BMIFPQ6H1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    647000000 | OU      | $182237.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJYRS2 IRS TWD R V 03MCPTW BMIGJYRU7 CCPNDF / Short: BMIGJYRS2 IRS TWD P F  2.16500 BMIGJYRT0 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1358000000 | OU      | $212191.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG22KA6 IRS MXN R F  7.11500 BMIG22KB4 CCPOIS / Short: SMIG22KA6 IRS MXN P V 01MTIEF BMIG22KC2 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3492000000 | OU      | $15946.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-10454.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                     | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |    -11925000 | PA      | $-12106041.77  | -0.17%            | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Georgia Capital PLC                                        | Georgia Capital PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |       490372 | NS      | $26125107.14   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJV9R0 IRS TWD R V 03MCPTW BMIGJV9T6 CCPNDF / Short: BMIGJV9R0 IRS TWD P F  2.12500 BMIGJV9S8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3456000000 | OU      | $736848.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     14962000 | PA      | $8762345.68    | 0.12%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $294259.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                      | Magyar Telekom Telecommunications PLC                                                                                        | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |      1136907 | NS      | $9005768.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     67555000 | PA      | $3871017.80    | 0.05%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-8842.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Icelandair Group HF                                        | Icelandair Group HF                                                                                                          | CUSIP: 000000000<br>LEI: 549300UMI5MBLZSXGL15 | Long             | EC               | CORP              | IS        |    237092219 | NS      | $1490593.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI GOVT INT REPO                                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     22391187 | PA      | $22391187.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-174690.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transnational Corp of Nigeria PLC                          | Transnational Corp of Nigeria PLC                                                                                            | CUSIP: 000000000<br>LEI: 029200663B7M4CD1H644 | Long             | EC               | CORP              | NG        |      3836054 | NS      | $124555.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $23404.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  33110415000 | PA      | $23361466.96   | 0.32%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG618B6 IRS HUF R F  6.28100 BMIG618C4 CCPVANILLA / Short: SMIG618B6 IRS HUF P V 06MBUBOR BMIG618D2 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11221453465 | OU      | $1530558.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                          | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      3674000 | PA      | $3504068.06    | 0.05%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| BB EGYPT ARAB REPUBLIC OF BO                               | BB EGYPT ARAB REPUBLIC OF BO                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |      1245000 | PA      | $1245000.00    | 0.02%             | 2027-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     15458000 | PA      | $15458000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-473736.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $735018.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $293494.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-123082.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGB9X17 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     32000000 | OU      | $252096.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4253000 | PA      | $2413577.50    | 0.03%             | 2018-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                                | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |     20122500 | PA      | $24195376.58   | 0.34%             | 2028-11-24      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                                      | SM Prime Holdings Inc                                                                                                        | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |      9456900 | NS      | $2926430.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel Ltd                                           | Jindal Steel Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |       183100 | NS      | $2369345.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $30607.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                            | BDO Unibank Inc                                                                                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |      1536582 | NS      | $2873337.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     12617500 | PA      | $5472840.63    | 0.08%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     11463000 | OU      | $-90384.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7302000 | PA      | $584692.28     | 0.01%             | 2039-04-30      | Fixed         | 26.50%                | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      5799000 | PA      | $4529696.38    | 0.06%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  15438704000 | PA      | $10402335.49   | 0.14%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Short            | DBT              | NUSS              | AE        |    -39333000 | PA      | $-38239638.18  | -0.53%            | 2054-04-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-222915.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-615997.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $75397.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                                     | Hindustan Unilever Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |        78400 | NS      | $1863781.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-852938.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-247023.21    | -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      | $-21874.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-40926.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $25416.16      | 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      | $2455.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31398NTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       821604 | PA      | $56278.21      | 0.00%             | 2040-10-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| NIGERIA OMO BILL                                           | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  34682922000 | PA      | $23689826.57   | 0.33%             | 2026-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      4762024 | PA      | $178575.90     | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                              | EDEN RE II LTD UNSECURED 144A                                                                                                | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        21948 | NS      | $35934.84      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3590.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $7880.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |    -20673000 | PA      | $-20648361.71  | -0.29%            | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $554047.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIF8GX74 CDS USD R F  1.00000 BMIF8GX82 CORPORATE / Short: BMIF8GX74 CDS USD P V 03MEVENT BMIF8GX90 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      9212000 | OU      | $-30148.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEK TERNA SA                                               | GEK TERNA SA                                                                                                                 | CUSIP: 000000000<br>LEI: 2138003TO2MTRHWVP686 | Long             | EC               | CORP              | GR        |       157200 | NS      | $7554506.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IRSA Inversiones y Representaciones SA                     | IRSA Inversiones y Representaciones SA                                                                                       | CUSIP: 450047303<br>LEI: 549300QJINFBX83IZ837 | Long             | EC               | CORP              | AR        |        39106 | NS      | $546310.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-588202.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGHDZ44 IRS ZAR R F  7.72000 BMIGHDZ51 CCPVANILLA / Short: SMIGHDZ44 IRS ZAR P V 03MJIBAR BMIGHDZ69 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1038076000 | OU      | $-2083050.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $564741.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5922000 | PA      | $1501375.05    | 0.02%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN CASH/BB REPO                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     12387810 | PA      | $12387810.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $9140.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $-1682114.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    402310000 | PA      | $3883381.14    | 0.05%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  12486696000 | PA      | $19393688.77   | 0.27%             | 2033-04-04      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                                      | Albanian Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    790730000 | PA      | $9482891.42    | 0.13%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-17615.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT(ARABREPUBLICOF)REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4014629 | PA      | $4014629.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB EGYPT GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1796599 | PA      | $1796598.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bera HF                                                    | Bera HF                                                                                                                      | CUSIP: 000000000<br>LEI: 5493003YDW5CUGC5PS30 | Long             | EC               | CORP              | IS        |     12186826 | NS      | $1524776.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $212904.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-542.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        | 119461925000 | PA      | $86200995.89   | 1.20%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB BAHRAIN(KINGDOM OF) REPO                                                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |      7456556 | PA      | $7456556.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY (GOVERNMENT)                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |     26053516 | PA      | $26053515.81   | 0.36%             | 2027-02-19      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $723120.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-11857.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $139634.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |  11461293000 | PA      | $31759364.30   | 0.44%             | 2030-04-29      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $69995.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masan Group Corp                                           | Masan Group Corp                                                                                                             | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |      1882640 | NS      | $5492892.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT DEC26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1204 | NC      | $2347800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-104176.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERRE ILS FUND SAC LTD.                                | PARTNERRE ILS FUND SAC LTD.                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     13000000 | NS      | $18297500.00   | 0.25%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $43949.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    126440000 | PA      | $256752.36     | 0.00%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-252230.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJQBA5 IRS ZAR R V 03MJIBAR BMIGJQBC1 CCPVANILLA / Short: BMIGJQBA5 IRS ZAR P F  7.86500 BMIGJQBB3 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    210300336 | OU      | $296405.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                            | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        | 153630000000 | PA      | $13303289.19   | 0.18%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0VS88 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     27200000 | OU      | $25323.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-427957.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      4148794 | PA      | $22984.32      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  44065000000 | PA      | $7294037.93    | 0.10%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     19196000 | PA      | $1159614.65    | 0.02%             | 2032-05-27      | Fixed         | 18.49%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    345600000 | PA      | $4523623.59    | 0.06%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $-40625.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                      | Argentina Bonar Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1094000 | PA      | $668762.20     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGMCW76 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     76000000 | OU      | $195092.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     29641600 | PA      | $16925353.60   | 0.23%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -40000000 | PA      | $-39093606.40  | -0.54%            | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-527680.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     19469000 | PA      | $11121666.25   | 0.15%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKG2D9 IRS TWD R V 03MCPTW BMIGKG2F4 CCPNDF / Short: BMIGKG2D9 IRS TWD P F  2.14700 BMIGKG2E7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1357000000 | OU      | $246816.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2243480 | PA      | $2243479.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $309870.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                                  | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |       890714 | NS      | $18993.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                         | BRENT CRUDE FUTR SEP26                                                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          476 | NC      | $3013916.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Access Holdings PLC                                        | Access Holdings PLC                                                                                                          | CUSIP: 000000000<br>LEI: 0292005048H3P6V8I753 | Long             | EC               | CORP              | NG        |     10884219 | NS      | $214359.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $71746.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Binh Minh Plastics JSC                                     | Binh Minh Plastics JSC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       334600 | NS      | $1842394.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $140434.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      1690000 | PA      | $1685481.36    | 0.02%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 211050000000 | PA      | $19247106.04   | 0.27%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-69977.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                | Infosys Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       486887 | NS      | $6129476.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    208496000 | PA      | $11521933.75   | 0.16%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $604237.00     | 0.01%             | 2036-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-347414.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $622318.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4499000 | PA      | $1178459.06    | 0.02%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Empresa Distribuidora Y Comercializadora Norte             | Empresa Distribuidora Y Comercializadora Norte                                                                               | CUSIP: 29244A102<br>LEI: 254900JU7TV6VS9GRW29 | Long             | EC               | CORP              | AR        |        24051 | NS      | $602477.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG5HNK5 IRS HUF R F  6.35463 BMIG5HNL3 CCPVANILLA / Short: SMIG5HNK5 IRS HUF P V 06MBUBOR BMIG5HNM1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  31904580000 | OU      | $4910675.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $4728.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $-81088.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Poland Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      1802250 | PA      | $2115210.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1617078.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   6512693000 | PA      | $10701650.64   | 0.15%             | 2031-05-10      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |    -14022000 | PA      | $-15273865.51  | -0.21%            | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                   | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      5868000 | PA      | $5315609.54    | 0.07%             | 2029-09-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-38264.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     48444000 | PA      | $2323577.85    | 0.03%             | 2033-06-26      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN REPO                                                                                                              | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      8880638 | PA      | $8880637.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimar HF                                                  | Heimar HF                                                                                                                    | CUSIP: 000000000<br>LEI: 9676000V0KP4AUXNSZ66 | Long             | EC               | CORP              | IS        |      9470888 | NS      | $2658894.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Festi hf                                                   | Festi hf                                                                                                                     | CUSIP: 000000000<br>LEI: 5493005OLOCYXGTC7E83 | Long             | EC               | CORP              | IS        |      1655642 | NS      | $4475075.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                            | Apollo Hospitals Enterprise Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |        28500 | NS      | $2300541.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -9502000 | PA      | $-5950760.15   | -0.08%            | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG4R6L1 IRS HUF R F  6.37100 BMIG4R6M9 CCPVANILLA / Short: SMIG4R6L1 IRS HUF P V 06MBUBOR BMIG4R6N7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2122380000 | OU      | $334939.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $44711.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BEV54UYY2 IRS USD R V 12MSOFR 1 CCPOIS / Short: BEV54UYY2 IRS USD P F  1.59500 2 CCPOIS                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4270000 | OU      | $75794.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Optima bank SA                                             | Optima bank SA                                                                                                               | CUSIP: 000000000<br>LEI: 2138008NSD1X1XFUK750 | Long             | EC               | CORP              | GR        |       300354 | NS      | $3142321.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-47958.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                               | Mobile World Investment Corp                                                                                                 | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |      3423800 | NS      | $10950922.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-76416.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     95188000 | PA      | $55037790.64   | 0.76%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-1276576.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-285560.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -35633000 | PA      | $-34248290.93  | -0.48%            | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   7464330000 | PA      | $5124620.45    | 0.07%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                            | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        | 234440000000 | PA      | $20669350.48   | 0.29%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                                | MOL Hungarian Oil & Gas PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |      1365465 | NS      | $18237417.23   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIEQ3866 CDS USD R V 03MEVENT BMIEQ3882 SOVEREIGN / Short: BMIEQ3866 CDS USD P F  1.00000 BMIEQ3874 SOVEREIGN         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     57200000 | OU      | $-64416.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-33363.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                   | Generacion Mediterranea SA / Central Termica Roca SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       690000 | PA      | $520950.00     | 0.01%             | 2031-11-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-29344.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED ZMW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $231470.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UG        |            1 | NC      | $-58918.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    256000000 | PA      | $827844.14     | 0.01%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                                        | Georgia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |     10867000 | PA      | $10560807.06   | 0.15%             | 2031-01-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                         | KWG Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      2385000 | PA      | $131175.00     | 0.00%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV2CB4 CDS USD R V 03MEVENT Z92XV2CC2 CCPSOVEREIGN / Short: B92XV2CB4 CDS USD P F  1.00000 Z92XV2CD0 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    155254000 | OU      | $-4560955.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   5379480000 | PA      | $11077527.61   | 0.15%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Lodha Developers Ltd                                       | Lodha Developers Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900B5QCN52ETNU557 | Long             | EC               | CORP              | IN        |       211000 | NS      | $2011169.91    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD VND                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1129.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |        50000 | OU      | $249.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     13133000 | PA      | $13923116.87   | 0.19%             | 2033-03-31      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $185772.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-29025.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGEKNC6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -39000000 | OU      | $-102336.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-410973.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKM2P9 IRS ZAR R V 03MJIBAR BMIGKM2R5 CCPVANILLA / Short: BMIGKM2P9 IRS ZAR P F  7.84000 BMIGKM2Q7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    468754032 | OU      | $708943.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $2297653.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: BMIGBCBH9 CDS EUR R V 03MEVENT BMIGBCBK2 CORPORATE / Short: BMIGBCBH9 CDS EUR P F   .25000 BMIGBCBJ5 CORPORATE         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |     12024000 | OU      | $64478.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                              | Tata Consultancy Services Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       258300 | NS      | $6778384.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-97438.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $587004.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $55578.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                                     | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -64100000 | PA      | $-50796484.73  | -0.70%            | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kaldalon hf                                                | Kaldalon hf                                                                                                                  | CUSIP: 000000000<br>LEI: 254900A1SVOQEMA2WP49 | Long             | EC               | CORP              | IS        |      1524500 | NS      | $324407.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecoagro SA                                               | Adecoagro SA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |        41135 | NS      | $579592.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-989560.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-246821.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -35633000 | PA      | $-31157681.56  | -0.43%            | 2049-04-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-98887.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |   1176683000 | PA      | $63450481.24   | 0.88%             | 2041-02-16      | Fixed         | 17.59%                | No            |                  2 | On Loan: No      |
| Alvotech SA                                                | Alvotech SA                                                                                                                  | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |       593154 | NS      | $2010158.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 846963750000 | PA      | $71877923.17   | 1.00%             | 2029-04-13      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-744543.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $401739.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigerian Breweries PLC                                     | Nigerian Breweries PLC                                                                                                       | CUSIP: 000000000<br>LEI: 0292002213B5D1F3B525 | Long             | EC               | CORP              | NG        |      2078768 | NS      | $119029.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-431324.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     34242000 | PA      | $1995858.99    | 0.03%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    505000000 | PA      | $1603590.75    | 0.02%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-916724.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-12360.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-18688.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     36784232 | PA      | $18925487.36   | 0.26%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eimskipafelag Islands hf                                   | Eimskipafelag Islands hf                                                                                                     | CUSIP: 000000000<br>LEI: 549300IUR8Q7Y44KBL02 | Long             | EC               | CORP              | IS        |       809063 | NS      | $1624698.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $-11444.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      8044000 | PA      | $8379837.00    | 0.12%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     17245984 | PA      | $17245984.36   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Oberoi Realty Ltd                                          | Oberoi Realty Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800TCKG1XQXN51L44 | Long             | EC               | CORP              | IN        |       133200 | NS      | $2355605.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2101000 | PA      | $1073526.71    | 0.01%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN (REPUBLIC OF)                                   | UZBEKISTAN (REPUBLIC OF)                                                                                                     | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 846963750000 | PA      | $71877923.17   | 1.00%             | 2029-04-13      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $176011.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-833783.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGHMPA1 IRS HUF R F  6.40850 BMIGHMPB9 CCPVANILLA / Short: SMIGHMPA1 IRS HUF P V 06MBUBOR BMIGHMPC7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8593000000 | OU      | $1474726.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      8640574 | PA      | $8640574.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-8122.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $220211.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     34242000 | PA      | $2010907.23    | 0.03%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                    | Reliance Industries Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       141700 | NS      | $2149077.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | Long: BMIG58XF5 TRS UZS R F   .00000 ACI38DMT5 BOND TRS / Short: BMIG58XF5 TRS USD P V 00MSOFR SOFRRATE + 0BPS               | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DIR              |  | UZ        |  30696743452 | OU      | $2714787.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $19546.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $63998.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $514035.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | UY        |            1 | NC      | $-168814.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID18J62 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     26300000 | OU      | $24695.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    210000000 | PA      | $683990.22     | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-57278.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE CORE NAT CAT FUND                                 | SWISS RE CORE NAT CAT FUND                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     26351916 | NS      | $35416974.84   | 0.49%             |  |  |  | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJRFD3 IRS ZAR R V 03MJIBAR BMIGJRFF8 CCPVANILLA / Short: BMIGJRFD3 IRS ZAR P F  7.91500 BMIGJRFE1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    234576486 | OU      | $282312.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   2243370000 | PA      | $22333566.59   | 0.31%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-386952.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $17271.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6969800 | PA      | $3988468.05    | 0.06%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $500232.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | Long             | RA               | CORP              | US        |      7522819 | PA      | $7522818.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |            1 | NC      | $140847.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $799173.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $31920.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN REII LTD 0.000 17MAR2028                              | EDEN REII LTD 0.000 17MAR2028                                                                                                | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |       136842 | NS      | $360209.49     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP SURINAME REPUBLIC REPO                                                                                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |    -37882438 | PA      | $-37882437.50  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IL        |            1 | NC      | $1839562.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIBLN0H7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BMIBLN0H7 IRS EUR P F  2.59620 2 CCPOIS                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2800000 | OU      | $-2267.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                       | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      2696900 | PA      | $20226.75      | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-39167.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG8TJN5 IRS MXN R F  6.83500 BMIG8TJP0 CCPOIS / Short: SMIG8TJN5 IRS MXN P V 01MTIEF BMIG8TJQ8 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    317000000 | OU      | $-101969.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $58317.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  11158600000 | PA      | $2915840.06    | 0.04%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB ABU DHABI GOVERNMENT REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3930316 | PA      | $3930316.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIGBCJK4 IRS MXN R F  7.06000 BMIGBCJL2 CCPOIS / Short: SMIGBCJK4 IRS MXN P V 01MTIEF BMIGBCJM0 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3880000000 | OU      | $-469971.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFL1XX5 IRS ZAR R F  8.02500 BMIFL1XY3 CCPVANILLA / Short: SMIFL1XX5 IRS ZAR P V 03MJIBAR BMIFL1XZ0 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1018000000 | OU      | $-450223.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $119545.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1717704.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3074 | NC      | $2768216.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  55618000000 | PA      | $14288344.84   | 0.20%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   6185000000 | PA      | $19176457.57   | 0.27%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $95598.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-41182.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                    | Ethiopia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     78039000 | PA      | $80556538.14   | 1.12%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGJA5Y5 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    108000000 | OU      | $164268.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $31677.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  10572185000 | PA      | $7282957.89    | 0.10%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOV REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     35128800 | PA      | $35128800.00   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |  10279700000 | PA      | $104169512.63  | 1.45%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33571640 | OU      | $315776.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     77060000 | PA      | $83741102.00   | 1.16%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -2768000 | PA      | $-2520163.30   | -0.03%            | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9568.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-69218.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-195303.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6QHV7 IRS KRW R F  3.43750 BMIG6QHW5 CCPNDF / Short: SMIG6QHV7 IRS KRW P V 03MKSDA BMIG6QHX3 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  84989000000 | OU      | $-883955.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $1467534.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-64986.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-340770.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $182118.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-384509.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                              | OTP Bank Nyrt                                                                                                                | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       397693 | NS      | $53342125.49   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-8142.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $1308430.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     11985000 | PA      | $703382.10     | 0.01%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU8792 IRS CNY R F  1.58800 BMIFU87A9 CCPNDF / Short: SMIFU8792 IRS CNY P V 00MCNRR BMIFU87B7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    775000000 | OU      | $257269.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $5903476.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFF6V13 IRS PLN R V 03MWIBOR BMIFF6V39 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 BMIFF6V21 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1398990000 | OU      | $1157231.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $172805.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $20473.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -7918000 | PA      | $-7888642.91   | -0.11%            | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  17761889000 | PA      | $23984951.61   | 0.33%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $532594.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-61572.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $190263.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eik fasteignafelag hf                                      | Eik fasteignafelag hf                                                                                                        | CUSIP: 000000000<br>LEI: 2138005WRSDC4DI3BJ43 | Long             | EC               | CORP              | IS        |     11971940 | NS      | $1372989.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UAH                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-40659.11     | -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      | $37321.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUL26C 150                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         1473 | NC      | $2121120.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinh Bac City Development Holding Corp                     | Kinh Bac City Development Holding Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2639200 | NS      | $3398449.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $16194.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2126771.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |            1 | NC      | $-20018.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     40855537 | PA      | $40855536.54   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD CZK                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-207525.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $282304.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $1043349.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                                 | HDFC Life Insurance Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |       264900 | NS      | $1645408.72    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-98173.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2860000000 | PA      | $8608519.44    | 0.12%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  13343333000 | PA      | $9154144.26    | 0.13%             | 2026-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-108896.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |            1 | NC      | $-51519.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     83800000 | PA      | $1155261.98    | 0.02%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-51916.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2957976 | PA      | $2957976.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     12367398 | OU      | $48356.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-37735.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-23680.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-587937.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | REPO BB REPUBLIC OF POLAND GOV                                                                                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3432099 | PA      | $3432098.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-42069.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $-376450.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFNLHW9 IRS PLN R V 06MWIBOR BMIFNLHY5 CCPVANILLA / Short: BMIFNLHW9 IRS PLN P F  4.43500 BMIFNLHX7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    117090000 | OU      | $785079.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unison Trust                                               | Unison Trust 2021-1                                                                                                          | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40799273 | PA      | $38761075.55   | 0.54%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                           | IFSC NIFTY 50 FUT MAY26                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        -1467 | NC      | $-795521.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      4273000 | OU      | $-2967.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7268606 | PA      | $391532.71     | 0.01%             | 2031-02-16      | Fixed         | 14.98%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $66602.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $188063.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2411000 | PA      | $2726679.59    | 0.04%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4499000 | PA      | $1186621.73    | 0.02%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     10667000 | PA      | $2720085.00    | 0.04%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1947173.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $73642.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |            1 | NC      | $29684911.73   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFM523 IRS ZAR R V 03MJIBAR BMIGFM549 CCPVANILLA / Short: BMIGFM523 IRS ZAR P F  8.54000 BMIGFM531 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    592977000 | OU      | $-812778.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                       | Telecom Argentina SA                                                                                                         | CUSIP: 879273209<br>LEI: 549300MKPIRSJD8SB782 | Long             | EC               | CORP              | AR        |        96982 | NS      | $1157965.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     14732070 | OU      | $61874.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $129953.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                   | Tanzania 2024 Term Loan A2                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     14727273 | PA      | $14635227.28   | 0.20%             | 2031-02-27      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $154715.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJYTU5 IRS TWD R V 03MCPTW BMIGJYTW1 CCPNDF / Short: BMIGJYTU5 IRS TWD P F  2.16000 BMIGJYTV3 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    755000000 | OU      | $123346.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW Steel Ltd                                              | JSW Steel Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |       167800 | NS      | $2246447.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $186006.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $91907.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAY0P6 IRS KRW R F  3.38500 BMIGAY0Q4 CCPNDF / Short: SMIGAY0P6 IRS KRW P V 03MKSDA BMIGAY0R2 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  41788000000 | OU      | $-502997.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     68482000 | PA      | $3887357.24    | 0.05%             | 2041-01-26      | Fixed         | 18.79%                | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN REPO                                                                                                              | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     11847030 | PA      | $11847030.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| United Bank for Africa PLC                                 | United Bank for Africa PLC                                                                                                   | CUSIP: 000000000<br>LEI: 0292002067E3RH4D8768 | Long             | EC               | CORP              | NG        |     50208108 | NS      | $1559248.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT SEP26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          926 | NC      | $777840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marico Ltd                                                 | Marico Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 3358003SFDQFGJPC5O84 | Long             | EC               | CORP              | IN        |       259200 | NS      | $2121853.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                 | National Bank of Greece SA                                                                                                   | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       878146 | NS      | $13917019.14   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DRC INTERNATIONAL BOND                                     | DRC International Bond                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |     29979000 | PA      | $30665934.91   | 0.43%             | 2037-04-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |     17500000 | PA      | $17952935.00   | 0.25%             | 2030-11-03      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGEKND4 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     39000000 | OU      | $404703.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $102651.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           12 | NC      | $-2640.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-5624.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIG49EG3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    383294000 | OU      | $681527.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-8748.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-356933.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $189756.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIG6AWP8 CDS USD R F  1.00000 BMIG6AWQ6 CORPORATE / Short: BMIG6AWP8 CDS USD P V 03MEVENT BMIG6AWR4 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      2604000 | OU      | $-218279.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-992235.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-351902.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                    | ITC Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       606100 | NS      | $2018034.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-37813.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-178648.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                        | OMXS30 IND FUTURE MAY26                                                                                                      | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         2481 | NC      | $-1323177.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-26883.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP SURINAME REPUBLIC REPO                                                                                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |     -8527489 | PA      | $-8527488.89   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    738000000 | PA      | $2135765.42    | 0.03%             | 2032-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF8YCP8 CDS USD R F  1.00000 BMIF8YCQ6 CORPORATE / Short: BMIF8YCP8 CDS USD P V 03MEVENT BMIF8YCR4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      9000000 | OU      | $-6249.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $46987.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2637455.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $-228747.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-703888.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | Long: BMIG7STV9 TRS UZS R F   .00000 BOND TRS / Short: BMIG7STV9 TRS USD P V 00MSOFR SOFRRATE+0BPS                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DIR              |  | UZ        |  66270635786 | OU      | $5704951.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -8771000 | PA      | $-8062488.71   | -0.11%            | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $57042.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $126003.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1501.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-166041.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $107747.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | UY        |            1 | NC      | $-6238.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM                                      | Kazakhstan Treasury Bill - MEKKAM                                                                                            | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |  27316790900 | PA      | $58723254.78   | 0.81%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche B Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      1897049 | PA      | $1916019.64    | 0.03%             | 2027-05-28      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |  29921394000 | PA      | $82866955.12   | 1.15%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Guaranty Trust Holding Co PLC                              | Guaranty Trust Holding Co PLC                                                                                                | CUSIP: 000000000<br>LEI: 0292004488G9K8Y1I649 | Long             | EC               | CORP              | NG        |     14809316 | NS      | $1454379.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                              | HDFC Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       210400 | NS      | $1720876.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGL9CU5 IRS HUF R V 06MBUBOR BMIGL9CY7 CCPVANILLA / Short: BMIGL9CU5 IRS HUF P F  5.79670 BMIGL9CW1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17093889086 | OU      | $-438760.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB BAHRAIN(KINGDOM OF) REPO                                                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |     11880130 | PA      | $11880130.28   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $61781.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $26838.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJRUY0 IRS ZAR R V 03MJIBAR BMIGJRV03 CCPVANILLA / Short: BMIGJRUY0 IRS ZAR P F  7.91500 BMIGJRUZ7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    234576486 | OU      | $282312.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  51582638000 | PA      | $36963600.97   | 0.51%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-42069.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche C Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      2092840 | PA      | $2113768.69    | 0.03%             | 2027-05-28      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $21640.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $126711.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-6274.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -5839000 | PA      | $-4650419.00   | -0.06%            | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     16549200 | PA      | $16469694.83   | 0.23%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB SAUDI INTERNATIONAL REPO                                                                                                  | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     18708436 | PA      | $18708436.25   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-3279.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $-14312.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1573892.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJVJ08 IRS TWD R V 03MCPTW BMIGJVJ24 CCPNDF / Short: BMIGJVJ08 IRS TWD P F  2.13150 BMIGJVJ16 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2639000000 | OU      | $538236.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6D3E9 IRS KRW R F  3.45200 BMIG6D3F6 CCPNDF / Short: SMIG6D3E9 IRS KRW P V 03MKSDA BMIG6D3G4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  84990000000 | OU      | $-845562.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $49163.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCO GROUP SA                                            | QUALCO GROUP SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800VCK5R9CA1YO339 | Long             | EC               | CORP              | GR        |       205222 | NS      | $1334046.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED RON / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $181232.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-999.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-877856.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      3814000 | PA      | $2081013.75    | 0.03%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-8317.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGMBFS1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     99000000 | OU      | $254133.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $4370.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     50759000 | PA      | $12947351.93   | 0.18%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-195303.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB QATAR (STATE OF) REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      6155352 | PA      | $6155352.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $47799.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-1086860.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $20584.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithium Argentina AG                                       | Lithium Argentina AG                                                                                                         | CUSIP: 000000000<br>LEI: 25490091H0GF6CS01G98 | Long             | EC               | CORP              | CH        |       175345 | NS      | $1783258.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $51905.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                          | Gabon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      2538000 | PA      | $2400382.38    | 0.03%             | 2029-02-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      7665000 | PA      | $1941640.31    | 0.03%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEWMY43 IRS ZAR R F  8.72200 BMIEWMY50 CCPVANILLA / Short: SMIEWMY43 IRS ZAR P V 03MJIBAR BMIEWMY68 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1374945738 | OU      | $3432283.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG9JLA1 IRS MXN R F  6.75500 BMIG9JLB9 CCPOIS / Short: SMIG9JLA1 IRS MXN P V 01MTIEF BMIG9JLC7 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    121000000 | OU      | $-49307.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMID0RX99 CDS USD R V 03MEVENT / Short: BMID0RX99 CDS USD P F  1.00000                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | US        |     31920959 | OU      | $174929.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SUKUK VENTURES                                      | Global Sukuk Ventures                                                                                                        | CUSIP: 000000000<br>LEI: 529900O7Y19DFQY7AW02 | Short            | DBT              | NUSS              | QA        |    -21505000 | PA      | $-21025289.47  | -0.29%            | 2035-11-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UAE International Government Bonds                         | UAE International Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | DBT              | NUSS              | AE        |    -19667000 | PA      | $-20074387.35  | -0.28%            | 2034-07-02      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                         | TBC Bank Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        | 163450000000 | PA      | $13760492.06   | 0.19%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $588010.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | WTI CRUDE FUTURE AUG26                                                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -476 | NC      | $-3382170.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1320000000 | PA      | $4274654.00    | 0.06%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      8656000 | PA      | $2197978.70    | 0.03%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-212890.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIG7JCZ8 TRS USD R V 00MSOFR TRS RV SOFRRATE-85BPS / Short: BMIG7JCZ8 TRS USD P E TRS PE JPEIDIVR                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     14500000 | OU      | $63794.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $688584.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJQGH5 IRS HUF R V 06MBUBOR BMIGJQGK8 CCPVANILLA / Short: BMIGJQGH5 IRS HUF P F  5.96800 BMIGJQGJ1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17497681742 | OU      | $-1164178.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                                      | Long: BMIGHZ4A5 TRS COP R F   .00000 ACI383KH5 BOND TRS / Short: BMIGHZ4A5 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  79413000000 | OU      | $-190713.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -74 | NC      | $96874.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIG9K0L7 CDS USD R F  1.00000 BMIG9K0M5 CORPORATE / Short: BMIG9K0L7 CDS USD P V 03MEVENT BMIG9K0N3 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     14150000 | OU      | $-65551.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $4787140.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                | Khang Dien House Trading and Investment JSC                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2691603 | NS      | $2598822.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    156822336 | PA      | $8464905.42    | 0.12%             | 2028-02-16      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3378.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUXPP2 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XUXPP2 CDS USD P F  1.00000 2 CCPSOVEREIGN                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    246158000 | OU      | $-3757338.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B978T5JP2 CDS USD R V 03MEVENT Z978T5M29 CCPCDX / Short: B978T5JP2 CDS USD P F  1.00000 Z978T5KM7 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    130974000 | OU      | $1198256.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   6469350000 | PA      | $14799054.25   | 0.21%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      5051000 | PA      | $5215739.98    | 0.07%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                   | Venezuela Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       846000 | PA      | $399735.00     | 0.01%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1903227.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-1721175.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $90746.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $21532.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGH39T0 IRS PLN R F  4.24330 BMIGH39U7 CCPVANILLA / Short: SMIGH39T0 IRS PLN P V 06MWIBOR BMIGH39V5 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    308382000 | OU      | $-1252618.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $27184.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOV REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     20073532 | PA      | $20073532.50   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $107751.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-413635.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cresud SACIF y A                                           | Cresud SACIF y A                                                                                                             | CUSIP: 226406106<br>LEI: 529900OJF9C0NUFNN613 | Long             | EC               | CORP              | AR        |        47244 | NS      | $531495.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-712064.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-248378.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    197200000 | PA      | $2447843.77    | 0.03%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                               | HDFC Asset Management Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |        78400 | NS      | $2249540.70    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                    | Hungary Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |    -19900000 | PA      | $-23950975.65  | -0.33%            | 2034-06-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $399883.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     73535369 | PA      | $26288894.42   | 0.36%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Bank of India                                        | State Bank of India                                                                                                          | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |       183800 | NS      | $2078960.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      3465752 | PA      | $108304.75     | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | RRP MONGOLIA GOV REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | US        |    -17478360 | PA      | $-17478360.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SEK                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1253.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche A Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      1613235 | PA      | $1629367.80    | 0.02%             | 2027-05-28      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $1350.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF9ER00 CDS USD R F  1.00000 BMIF9ER18 CORPORATE / Short: BMIF9ER00 CDS USD P V 03MEVENT BMIF9ER26 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      4275000 | OU      | $-33707.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKNNT6 IRS HUF R V 06MBUBOR BMIGKNNX7 CCPVANILLA / Short: BMIGKNNT6 IRS HUF P F  5.66590 BMIGKNNV1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10319145643 | OU      | $57130.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |            1 | NC      | $5049176.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1713480000 | PA      | $5881389.11    | 0.08%             | 2037-10-29      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-238249.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIGMA9F8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     82000000 | OU      | $210494.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $6238.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinhomes JSC                                               | Vinhomes JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 2549007LS0F7J946DA02 | Long             | EC               | CORP              | VN        |      1727300 | NS      | $9613938.93    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $1561339.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEOKAM                                   | Kazakhstan Government Bond - MEOKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  20410570000 | PA      | $45854657.46   | 0.64%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   2801920000 | PA      | $30562632.37   | 0.42%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-64316.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB BAHRAIN(KINGDOM OF) REPO                                                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |     13345324 | PA      | $13345323.75   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-269401.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     14979000 | PA      | $7111280.25    | 0.10%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Arcos Dorados Holdings Inc                                 | Arcos Dorados Holdings Inc                                                                                                   | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |       186975 | NS      | $1667817.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-421442.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-347775.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $1266288.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        | 584720000000 | PA      | $51274089.75   | 0.71%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                                  | Hindustan Aeronautics Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |        19900 | NS      | $913666.58     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMID0L973 CDS USD R F  1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     16821000 | OU      | $-92180.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |    -10306000 | PA      | $-9659161.33   | -0.13%            | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFNZ6 IRS CNY R F  1.62550 BMIFYFP01 CCPNDF / Short: SMIFYFNZ6 IRS CNY P V 00MCNRR BMIFYFP19 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    294618000 | OU      | $165298.90     | 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      | $-114100.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $391289.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Athens International Airport SA                            | Athens International Airport SA                                                                                              | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |       106192 | NS      | $1210855.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |            1 | NC      | $-1015.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                            | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |     88687596 | PA      | $88687596.37   | 1.23%             | 2032-04-26      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $-16031.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                                    | Porteast Investment Pvt Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |   1950000000 | PA      | $24740251.02   | 0.34%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    732800000 | PA      | $9196984.61    | 0.13%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    805900000 | PA      | $10000616.41   | 0.14%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                     | Motor Oil Hellas Corinth Refineries SA                                                                                       | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |       105909 | NS      | $4727280.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     91475103 | PA      | $51699931.80   | 0.72%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-189107.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-125747.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2647852.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-36114.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |     38998670 | PA      | $38998669.91   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13831000 | PA      | $3503132.97    | 0.05%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-29208.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B97JNT7P5 CDS USD R V 03MEVENT Z97JNT7Z3 CCPCDX / Short: B97JNT7P5 CDS USD P F  5.00000 Z97JNT7U4 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    202625000 | OU      | $-14373873.04  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     24452740 | PA      | $14538969.79   | 0.20%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     45111000 | PA      | $11574497.38   | 0.16%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $95759.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $594826.71     | 0.01%             | 2037-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG8YVS9 IRS MXN R F  6.83200 BMIG8YVT7 CCPOIS / Short: SMIG8YVS9 IRS MXN P V 01MTIEF BMIG8YVU4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    294000000 | OU      | $-95937.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $48703.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | RRP NEW ZEALAND GOVERNMENT OF                                                                                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Short            | RA               | CORP              | NZ        |   -135106651 | PA      | $-79814274.94  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |     17453473 | PA      | $17453473.33   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Oculis Holding AG                                          | Oculis Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 5067005370C2KK324336 | Long             | EC               | CORP              | CH        |       109990 | NS      | $2960707.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                     | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |    -39286000 | PA      | $-39370771.33  | -0.55%            | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    237700000 | PA      | $3090537.69    | 0.04%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |    -10844000 | PA      | $-12119280.66  | -0.17%            | 2029-03-07      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $107702.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arion Banki HF                                             | Arion Banki HF                                                                                                               | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |      7000132 | NS      | $10957299.45   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     34242000 | PA      | $1904718.17    | 0.03%             | 2028-11-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $174767.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJSAP9 IRS HUF R V 06MBUBOR BMIGJSAR5 CCPVANILLA / Short: BMIGJSAP9 IRS HUF P F  5.97000 BMIGJSAQ7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2826548589 | OU      | $-189407.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT JUN26P 42                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          341 | NC      | $3410.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $232698.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $103632.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1470037.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACON RE COMMITTED                                        | BEACON RE COMMITTED                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11813778 | NS      | $11890567.56   | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1025496.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     20404512 | PA      | $20404512.50   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                                      | Long: BMIGH43E7 TRS COP R F   .00000 ACI383KH5 BOND TRS / Short: BMIGH43E7 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  31007000000 | OU      | $-39047.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Budimex SA                                                 | Budimex SA                                                                                                                   | CUSIP: 000000000<br>LEI: 25940093SDJZW2C1V355 | Long             | EC               | CORP              | PL        |        16687 | NS      | $3033749.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | VENEZUELA SA REPO                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |     -6840000 | PA      | $-6840000.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          180 | NC      | $-84208.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Transportadora de Gas del Sur SA                           | Transportadora de Gas del Sur SA                                                                                             | CUSIP: 893870204<br>LEI: 5299002TRC7IFQYSW596 | Long             | EC               | CORP              | AR        |        85491 | NS      | $2608330.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | REPO BB REPUBLIC OF POLAND GOV                                                                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      6082500 | PA      | $7138724.22    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     16885231 | PA      | $16885231.13   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-501097.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-499655.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Islandsbanki HF                                            | Islandsbanki HF                                                                                                              | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | EC               | CORP              | IS        |     11449130 | NS      | $13397425.93   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $118542.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $9573.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUVE45 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XUVE45 CDS USD P F  1.00000 2 CCPSOVEREIGN                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    785793000 | OU      | $14932424.38   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGH4398 IRS HUF R F  6.66400 BMIGH43A5 CCPVANILLA / Short: SMIGH4398 IRS HUF P V 06MBUBOR BMIGH43B3 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9960231000 | OU      | $2316471.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     92900000 | PA      | $1148586.46    | 0.02%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX BANK JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -7762 | NC      | $-10202538.29  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | BMIGG0XR4 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -35000000 | OU      | $-131250.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-264867.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                     | Mozambique International Bond                                                                                                | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |      2122000 | PA      | $1744016.46    | 0.02%             | 2031-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                | Bank of Cyprus Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      4307124 | NS      | $46675600.18   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $7017.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3858000 | PA      | $979642.65     | 0.01%             | 2024-12-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Coteccons Construction JSC                                 | Coteccons Construction JSC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1639858 | NS      | $5429231.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |            1 | NC      | $2235382.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     12103000 | PA      | $6387358.25    | 0.09%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                    | Maruti Suzuki India Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |        12700 | NS      | $1791725.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0PTL1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     50900000 | OU      | $47387.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $24605.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1696630.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Short            | RA               | CORP              | NZ        |    -93605229 | PA      | $-55297303.40  | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-675226.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2388000000 | PA      | $7696841.65    | 0.11%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $33227.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGDQFJ8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |    -38000000 | OU      | $-164692.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-386951.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1240109.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD RON                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-355714.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $123.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG8MX20 IRS MXN R F  6.82500 BMIG8MX38 CCPOIS / Short: SMIG8MX20 IRS MXN P V 01MTIEF BMIG8MX46 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    277000000 | OU      | $-90377.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $157366.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $31094.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2368251000 | PA      | $4875391.87    | 0.07%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-481571.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $71732.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                             | Bank of the Philippine Islands                                                                                               | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |      1414230 | NS      | $2059030.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-937554.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                      | Emaar Properties PJSC                                                                                                        | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      6560680 | NS      | $21125378.88   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  15393637000 | PA      | $26748661.29   | 0.37%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     55574000 | PA      | $14174148.70   | 0.20%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $12734.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9553000 | PA      | $7335465.84    | 0.10%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $46007.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED CZK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $274861.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  13820559000 | PA      | $28188542.92   | 0.39%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $137365.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                     | Hungary Government International Bonds                                                                                       | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |     -2400000 | PA      | $-2820956.54   | -0.04%            | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-104516.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGL6802 IRS ZAR R V 03MJIBAR BMIGL6828 CCPVANILLA / Short: BMIGL6802 IRS ZAR P F  8.07000 BMIGL6810 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    410650075 | OU      | $232061.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGH3KN0 IRS PLN R F  4.25000 BMIGH3KQ3 CCPVANILLA / Short: SMIGH3KN0 IRS PLN P V 06MWIBOR BMIGH3KR1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     98568000 | OU      | $-392365.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $688174.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $1218521.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                     | Lebanon Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6022000 | PA      | $1530800.23    | 0.02%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                          | Kernel Holding SA                                                                                                            | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |      5284000 | PA      | $5125316.83    | 0.07%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $50910.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA IO Trust                                               | SBAIO 2018-3 Trust                                                                                                           | CUSIP: 78415BAA8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     57641124 | PA      | $3351629.60    | 0.05%             | 2044-05-24      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BOBL FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -97 | NC      | $-50337.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-17726.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIFBP3C2 CDS USD R F  1.00000 BMIFBP3D0 CORPORATE / Short: BMIFBP3C2 CDS USD P V 03MEVENT BMIFBP3E8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     19440000 | OU      | $-153282.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $47056.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XWEAA1 CDS USD R V 03MEVENT Z92XWEAB9 CCPSOVEREIGN / Short: B92XWEAA1 CDS USD P F  1.00000 Z92XWEAC7 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    213000000 | OU      | $-1526008.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-20261.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $-15629.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $-690559.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-7071.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1365000 | PA      | $1449376.01    | 0.02%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-39568.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB SAUDI GOVT INT REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      6461360 | PA      | $6461360.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-9158.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-117929.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-58021.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-540501.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    380658000 | PA      | $20594061.11   | 0.29%             | 2036-02-16      | Fixed         | 16.60%                | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                          | Bharti Airtel Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |        98800 | NS      | $1975004.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                                       | Province of Santa Fe                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     27879000 | PA      | $27391117.50   | 0.38%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |            1 | NC      | $2579787.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG4H5C4 IRS HUF R F  6.39400 BMIG4H5D2 CCPVANILLA / Short: SMIG4H5C4 IRS HUF P V 06MBUBOR BMIG4H5E0 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7990812342 | OU      | $1304791.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp America Airports SA                                   | Corp America Airports SA                                                                                                     | CUSIP: 000000000<br>LEI: 959800AWF26KMY2SXF71 | Long             | EC               | CORP              | LU        |        43774 | NS      | $1092161.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REP SRPSKA INTL BOND                                       | Republic of Srpska International Government Bond                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |     11980000 | PA      | $14266179.31   | 0.20%             | 2031-04-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-200144.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO GAR PROV DEL CHUBUT                                   | Provincia del Chubut Argentina                                                                                               | CUSIP: 17127LAB1<br>LEI: 529900V5CYYSD8ADKQ03 | Long             | DBT              | NUSS              | AR        |     45743000 | PA      | $47229647.50   | 0.66%             | 2036-04-29      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-41521.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vista Energy SAB de CV                                     | Vista Energy SAB de CV                                                                                                       | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |       100102 | NS      | $7439580.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-74442.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-1086458.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 367300000000 | PA      | $31928294.63   | 0.44%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 296573300000 | PA      | $79957088.02   | 1.11%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| SSI Securities Corp                                        | SSI Securities Corp                                                                                                          | CUSIP: 000000000<br>LEI: 213800IF2RICE613K743 | Long             | EC               | CORP              | VN        |      4638951 | NS      | $4895457.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $1656243.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFM2K6 IRS ZAR R V 03MJIBAR BMIGFM2M2 CCPVANILLA / Short: BMIGFM2K6 IRS ZAR P F  8.56000 BMIGFM2L4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    488904000 | OU      | $-710399.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $262756.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sjova-Almennar Tryggingar hf                               | Sjova-Almennar Tryggingar hf                                                                                                 | CUSIP: 000000000<br>LEI: 213800R3IXBON2LBEI63 | Long             | EC               | CORP              | IS        |       959500 | NS      | $312314.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $26684.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-3627.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $818353.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $520327.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-1351074.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKWWX7 IRS HUF R V 06MBUBOR BMIGKWWZ2 CCPVANILLA / Short: BMIGKWWX7 IRS HUF P F  5.65250 BMIGKWWY5 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5653097178 | OU      | $49368.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP SURINAME REPUBLIC REPO                                                                                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |     -9642400 | PA      | $-9642400.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $55609.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-11772.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $118414.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGJKBG5 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     78500000 | OU      | $125364.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-24933.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-1092641.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-175185.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-2656.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                                  | Wipro Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |      3534600 | NS      | $7531403.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-3718086.53   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: BMIG9TUN1 CDS USD R V 03MEVENT BMIG9TUQ4 SOVEREIGN / Short: BMIG9TUN1 CDS USD P F  1.00000 BMIG9TUP6 SOVEREIGN         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |    148492000 | OU      | $-2266571.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Techcom Securities JSC                                     | Techcom Securities JSC                                                                                                       | CUSIP: 000000000<br>LEI: 254900HZTWFQ8DNFXG27 | Long             | EC               | CORP              | VN        |      2597536 | NS      | $5006960.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000000 | PA      | $568584.88     | 0.01%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Military Commercial Joint Stock Bank                       | Military Commercial Joint Stock Bank                                                                                         | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |      5066912 | NS      | $5021871.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-11325241.54  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | VENEZUELA REPO                                                                                                               | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | VE        |    -10158750 | PA      | $-10158750.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-400772.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-799882.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | STOXX EUROPE 600 JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -5207 | NC      | $-6521773.41   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $163274.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -34800000 | PA      | $-27851645.12  | -0.39%            | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BMIGJTJN3 TRS COP R F   .00000 ACI2Z7LJ3 BOND TRS / Short: BMIGJTJN3 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        | 160717090000 | OU      | $-990454.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1355252.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     19196000 | PA      | $962606.57     | 0.01%             | 2031-09-20      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-200130.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | Long: BMIERU1J4 CDS USD R F  1.00000 BMIERU1K1 CORPORATE / Short: BMIERU1J4 CDS USD P V 03MEVENT BMIERU1L9 CORPORATE         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |      1652980 | OU      | $-35547.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                   | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     23172000 | PA      | $23791006.38   | 0.33%             | 2029-07-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-8992.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Puerto SA                                          | Central Puerto SA                                                                                                            | CUSIP: 155038201<br>LEI: 2549005JLIWQ6B7VNR38 | Long             | EC               | CORP              | AR        |       116862 | NS      | $1648922.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldar Properties PJSC                                      | Aldar Properties PJSC                                                                                                        | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |      6708220 | NS      | $14108083.76   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMDA Development SA                                       | LAMDA Development SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800C7PQZVF38FYL54 | Long             | EC               | CORP              | GR        |       107574 | NS      | $766304.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |            1 | NC      | $829264.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-618215.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $35304.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $408598.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-250367.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6NG94 IRS KRW R F  3.40865 BMIG6NGA1 CCPNDF / Short: SMIG6NG94 IRS KRW P V 03MKSDA BMIG6NGB9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70823000000 | OU      | $-800292.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $122228.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG3QK87 IRS HUF R F  6.49600 BMIG3QK95 CCPVANILLA / Short: SMIG3QK87 IRS HUF P V 06MBUBOR BMIG3QKA2 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4284567426 | OU      | $803612.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-34735.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENiQ ENERGY Holdings S.A.                              | HELLENiQ ENERGY Holdings S.A.                                                                                                | CUSIP: 000000000<br>LEI: 213800YUBJMZYR1SNG35 | Long             | EC               | CORP              | GR        |       124300 | NS      | $1434865.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     12875210 | PA      | $12875210.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $589442.29     | 0.01%             | 2038-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $161171.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                | Hellenic Telecommunications Organization SA                                                                                  | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       280039 | NS      | $5987185.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     14127259 | PA      | $14127259.02   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $4305501.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA (REPUBLIC OF)                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |     41941200 | PA      | $41941200.00   | 0.58%             | 2027-02-05      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1586875000 | PA      | $4630858.42    | 0.06%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $294025.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI ARABIA REPO                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     12951076 | PA      | $12951076.43   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5459000 | PA      | $1390657.81    | 0.02%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG2AVW8 IRS MXN R F  7.07750 BMIG2AVX6 CCPOIS / Short: SMIG2AVW8 IRS MXN P V 01MTIEF BMIG2AVY4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3470000000 | OU      | $-109392.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $786491.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $2537869.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    356175000 | PA      | $7898402.67    | 0.11%             | 2029-07-04      | Floating      | 40.92%                | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIG6RDB3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     28400000 | OU      | $201782.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-100733.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      6802928 | PA      | $6802927.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP SURINAME REPUBLIC REPO                                                                                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |    -22180278 | PA      | $-22180277.78  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-20391.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |            1 | NC      | $213694.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGMCYZ2 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     48000000 | OU      | $123216.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1720950000 | PA      | $5010406.01    | 0.07%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     15424000 | PA      | $3911912.00    | 0.05%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $26624.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Technological & Commercial Joint Stock Bank        | Vietnam Technological & Commercial Joint Stock Bank                                                                          | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      3295200 | NS      | $4233824.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $173860.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF6CSE6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -5630000 | OU      | $-531179.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACON RE UNCOMMITTED                                      | BEACON RE UNCOMMITTED                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14186222 | NS      | $14186222.00   | 0.20%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MNT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $87270.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $2464576.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagar hf                                                   | Hagar hf                                                                                                                     | CUSIP: 000000000<br>LEI: 635400TICHH43JJTNP54 | Long             | EC               | CORP              | IS        |      6527976 | NS      | $6402789.73    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  60000000000 | PA      | $5328308.10    | 0.07%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGJKBH3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     14520000 | OU      | $23188.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | Long: BMIG5TCJ4 TRS UZS R F   .00000 ACI38DMT5 BOND TRS / Short: BMIG5TCJ4 TRS USD P V 00MSOFR SOFRRATE + 0BPS               | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DIR              |  | UZ        |  42660223119 | OU      | $3737469.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MNT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $83311.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $98563.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-176665.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $90149.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4140000 | PA      | $2348443.52    | 0.03%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMID2FBE6 CDS USD R F  1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     15099959 | OU      | $-82748.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-690865.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $219023.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-744100.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SA                                                     | YPF SA                                                                                                                       | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |       256948 | NS      | $11603771.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    380338000 | PA      | $789999.48     | 0.01%             | 2032-03-06      | Fixed         | 14.60%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED ZMW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZM        |            1 | NC      | $487287.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $178819.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                      | PRIMARY ALUMNM OP DEC26C 3700                                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1617 | NC      | $5359142.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-4287.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $52882.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $89578.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $50348.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $136140.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-7172.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $781804.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $807634.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN (REPUBLIC OF)                                   | UZBEKISTAN (REPUBLIC OF)                                                                                                     | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | ABS-MBS          | CORP              | UZ        | 564642500000 | PA      | $47918615.45   | 0.66%             | 2029-04-13      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-78020.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $279715.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UAH                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-15969.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $235840.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-364429.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $73260.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     10810479 | PA      | $10810478.70   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | Long: BMIGGWFG8 TRS COP R F   .00000 ACI2C9W52 BOND TRS / Short: BMIGGWFG8 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | CO        |  82249000000 | OU      | $-248567.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-88283.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV2A18 CDS USD R V 03MEVENT Z92XV2A26 CCPSOVEREIGN / Short: B92XV2A18 CDS USD P F  1.00000 Z92XV2A34 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     67709000 | OU      | $-1499566.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIG48252 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |    280991000 | OU      | $1179311.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                            | Piraeus Bank SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |      1327751 | NS      | $12569882.48   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG5SVW6 IRS HUF R F  6.33100 BMIG5SVX4 CCPVANILLA / Short: SMIG5SVW6 IRS HUF P V 06MBUBOR BMIG5SVY2 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5278858961 | OU      | $782824.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Bank PLC                                          | Fidelity Bank PLC                                                                                                            | CUSIP: 000000000<br>LEI: 029200298A5K5WI0F567 | Long             | EC               | CORP              | NG        |      5100327 | NS      | $73936.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $70629.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     26329000 | PA      | $15584398.39   | 0.22%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1601955.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB SAUDI ARABIA REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     13180935 | PA      | $13180935.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIGBCLX3 IRS MXN R F  7.03500 BMIGBCLY1 CCPOIS / Short: SMIGBCLX3 IRS MXN P V 01MTIEF BMIGBCLZ8 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3920919000 | OU      | $-584709.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $560851.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $175674.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2326000 | PA      | $618210.10     | 0.01%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX 50 PR                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         2227 | NC      | $219624.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Thuong Tin Commercial JSB                           | Saigon Thuong Tin Commercial JSB                                                                                             | CUSIP: 000000000<br>LEI: 549300Y3VZJ8PV4GR334 | Long             | EC               | CORP              | VN        |      1609900 | NS      | $4131962.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $19892.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina SA                                    | Banco BBVA Argentina SA                                                                                                      | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |       181186 | NS      | $2583712.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $580452.17     | 0.01%             | 2040-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-7642648.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupa Kety SA                                              | Grupa Kety SA                                                                                                                | CUSIP: 000000000<br>LEI: 2594007JKYYF3WGI0129 | Long             | EC               | CORP              | PL        |         8283 | NS      | $2529813.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenith Bank PLC                                            | Zenith Bank PLC                                                                                                              | CUSIP: 000000000<br>LEI: 029200268F8M5YI5I629 | Long             | EC               | CORP              | NG        |     43000662 | NS      | $4087025.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |            1 | NC      | $-93300.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $5675.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     19296000 | PA      | $20101608.00   | 0.28%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-4209.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT JUN26P 50                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          294 | NC      | $2940.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     30383010 | PA      | $30383010.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $267079.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIG0YX89 CDS USD R V 03MEVENT BMIG0YXA4 SOVEREIGN / Short: BMIG0YX89 CDS USD P F  5.00000 BMIG0YX97 SOVEREIGN         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      2149000 | OU      | $-54426.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIG6Z1A0 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      1600000 | OU      | $11414.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $1324259.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    400000000 | PA      | $2071758.30    | 0.03%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      3352757 | PA      | $863334.93     | 0.01%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     36630000 | PA      | $36353061.82   | 0.50%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJVHX8 IRS TWD R V 03MCPTW BMIGJVHZ3 CCPNDF / Short: BMIGJVHX8 IRS TWD P F  2.11950 BMIGJVHY6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1583000000 | OU      | $349904.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-217711.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                | Vietnam Prosperity JSC Bank                                                                                                  | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |      1777200 | NS      | $1786999.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie B                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    151499000 | PA      | $134366539.26  | 1.86%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    101376000 | PA      | $5633151.32    | 0.08%             | 2033-01-26      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    170000000 | PA      | $96572353.19   | 1.34%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $570470.88     | 0.01%             | 2043-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| First HoldCo Plc                                           | First HoldCo Plc                                                                                                             | CUSIP: 000000000<br>LEI: 029200370B2O2ZA1C754 | Long             | EC               | CORP              | NG        |     45834102 | NS      | $2145676.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VP Bank Securities Ltd Co                                  | VP Bank Securities Ltd Co                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2455448 | NS      | $2565271.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI OPTN JUN26P 6100                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          955 | NC      | $635075.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KENYA                                          | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      5259000 | PA      | $5023765.30    | 0.07%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B9796YTF3 CDS USD R V 03MEVENT Z9796YTR7 CCPCDX / Short: B9796YTF3 CDS USD P F  5.00000 Z9796YTL0 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    433338840 | OU      | $-31443833.24  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-403719.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  20590000000 | PA      | $3372322.24    | 0.05%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-269341.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Investments Corp                                        | SM Investments Corp                                                                                                          | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |       336590 | NS      | $3319023.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     33078200 | PA      | $16001579.25   | 0.22%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 162706900000 | PA      | $45627875.95   | 0.63%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY (GOVERNMENT)                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |     12578848 | PA      | $12578847.75   | 0.17%             | 2027-03-26      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-519422.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-7460.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIFBP1V2 CDS USD R F  1.00000 BMIFBP1W0 CORPORATE / Short: BMIFBP1V2 CDS USD P V 03MEVENT BMIFBP1X8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     10911000 | OU      | $-35709.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |    -15452000 | PA      | $-14155420.52  | -0.20%            | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nigeria OMO Bill                                           | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3894537000 | PA      | $2727463.94    | 0.04%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $55065.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     21487100 | PA      | $10824126.63   | 0.15%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                                   | Europe Asia Investment Finance BV                                                                                            | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        | 165770905000 | PA      | $13918334.92   | 0.19%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Ideal Holdings SA                                          | Ideal Holdings SA                                                                                                            | CUSIP: 000000000<br>LEI: 2138005HALN2BC9VUD41 | Long             | EC               | CORP              | GR        |        88382 | NS      | $606025.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-160635.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $775112.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-128957.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $179899.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinh Hoan Corp                                             | Vinh Hoan Corp                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       695100 | NS      | $1614594.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3536000 | PA      | $2006680.00    | 0.03%             | 2018-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                                  | Liberty Latin America Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      2166900 | NS      | $18006939.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        | 134599485000 | PA      | $94641019.29   | 1.31%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                           | CUSIP: 31394W3D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       351792 | PA      | $30231.12      | 0.00%             | 2034-03-15      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BMIG1TUK5 CDS USD R V 03MEVENT BMIG1TUM1 SOVEREIGN / Short: BMIG1TUK5 CDS USD P F  5.00000 BMIG1TUL3 SOVEREIGN         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      3833000 | OU      | $-97075.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     77842000 | PA      | $4348707.83    | 0.06%             | 2035-12-22      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| Duc Giang Chemicals JSC                                    | Duc Giang Chemicals JSC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       320200 | NS      | $652000.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KE        |            1 | NC      | $-172104.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $169031.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                                 | Ayala Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |       172120 | NS      | $1308702.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2743302.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIFA9JN8 CDS USD R F  1.00000 BMIFA9JN8_FEE CORPORATE / Short: BMIFA9JN8 CDS USD P V 03MEVENT BMIFA9JN8_PRO CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |      8173000 | OU      | $-61122.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-236796.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1530000 | PA      | $803250.00     | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGK0YU1 IRS HUF R V 06MBUBOR BMIGK0YW7 CCPVANILLA / Short: BMIGK0YU1 IRS HUF P F  5.97500 BMIGK0YV9 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3746298527 | OU      | $-255508.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KZ        |            1 | NC      | $1576982.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     51806254 | PA      | $51806254.50   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F  4.30978 BMIEUBRD7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    131200078 | OU      | $1115464.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $278489.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $114611.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                      | Argentina Bonar Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    236908000 | PA      | $144821860.40  | 2.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-288419.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     13469000 | PA      | $13031257.50   | 0.18%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -50 | NC      | $97019.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $1424184.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $16563.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1035615.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     27400000 | PA      | $28635970.71   | 0.40%             | 2030-10-23      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-68095.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBBV3W4 IRS EUR R F  3.00880 2 CCPVANILLA / Short: SMIBBV3W4 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2719424 | OU      | $17772.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skagi Hf                                                   | Skagi Hf                                                                                                                     | CUSIP: 000000000<br>LEI: 213800QFQIHO7KG2P786 | Long             | EC               | CORP              | IS        |      9151064 | NS      | $1403413.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Joint Stock Commercial Bank for Industry and Trade | Vietnam Joint Stock Commercial Bank for Industry and Trade                                                                   | CUSIP: 000000000<br>LEI: 213800LHW17DHRGTI512 | Long             | EC               | CORP              | VN        |      1290592 | NS      | $1717026.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     19911825 | PA      | $19911825.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     69850000 | PA      | $3936315.68    | 0.05%             | 2032-12-22      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds                 | Republic of Azerbaijan International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Short            | DBT              | NUSS              | AZ        |    -19297000 | PA      | $-18140801.14  | -0.25%            | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-132660.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asia Commercial Bank JSC                                   | Asia Commercial Bank JSC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |      7657100 | NS      | $6848796.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG3ZJ97 IRS HUF R F  6.44920 BMIG3ZJA4 CCPVANILLA / Short: SMIG3ZJ97 IRS HUF P V 06MBUBOR BMIG3ZJB2 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18168115500 | OU      | $3205263.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6DEV9 IRS KRW R F  3.44200 BMIG6DEW7 CCPNDF / Short: SMIG6DEV9 IRS KRW P V 03MKSDA BMIG6DEX5 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  77034000000 | OU      | $-790413.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $873905.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX9KX9 IRS MXN R F  7.30000 BMIFX9KY7 CCPOIS / Short: SMIFX9KX9 IRS MXN P V 01MTIEF BMIFX9KZ4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2671000000 | OU      | $539719.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $1489877.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-531468.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-174929.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |      5621000 | PA      | $0.00          | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gemadept Corp                                              | Gemadept Corp                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2640400 | NS      | $7559291.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-248378.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |            1 | NC      | $209386.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4596.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      3609000 | PA      | $3756066.75    | 0.05%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | REPUBLIC OF VENEZUELA REPO                                                                                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | VE        |     -3353000 | PA      | $-3353000.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGF3SJ3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     35000000 | OU      | $374570.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |            1 | NC      | $57153.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   3696146000 | PA      | $68466453.10   | 0.95%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |            1 | NC      | $7678250.11    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAXEZ1 IRS KRW R F  3.37500 BMIGAXF07 CCPNDF / Short: SMIGAXEZ1 IRS KRW P V 03MKSDA BMIGAXF15 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  83680000000 | OU      | $-1033328.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-57839.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-336957.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CrediaBank SA                                              | CrediaBank SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | EC               | CORP              | GR        |      4386055 | NS      | $6222463.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFF6VG0 IRS PLN R F  4.70500 BMIFF6VH8 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR BMIFF6VJ4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1398990000 | OU      | $-674794.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2587000 | PA      | $170924.02     | 0.00%             | 2040-02-17      | Fixed         | 22.80%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $354516.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-44247.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    730577249 | NS      | $730577249.44  | 10.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BMIGFMBA8 TRS COP R F   .00000 ACI383KH5 BOND TRS / Short: BMIGFMBA8 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | CO        |  94540000000 | OU      | $-206229.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $398971.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   1572500000 | PA      | $403241.64     | 0.01%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      5911000 | PA      | $6443946.64    | 0.09%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    252000000 | PA      | $829450.68     | 0.01%             | 2029-06-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     29427113 | PA      | $13389336.42   | 0.19%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $201486.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $277219.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIG64SF9 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     54000000 | OU      | $379836.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $101686.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-2775143.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $-1425607.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $326404.91     | 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      | $12667.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $575695.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  15354395000 | PA      | $10724244.40   | 0.15%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-49409.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $40252.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $129882.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     92335000 | PA      | $5158150.57    | 0.07%             | 2032-11-24      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                       | Qatar Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |    -20310000 | PA      | $-19342720.61  | -0.27%            | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UAH                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-101980.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-9796136.80   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $922238.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $51316.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-86419.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |            1 | NC      | $44788.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |            1 | NC      | $1664900.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     54785000 | PA      | $3044184.31    | 0.04%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIG9AZS6 CDS EUR R V 03MEVENT BMIG9AZU1 CORPORATE / Short: BMIG9AZS6 CDS EUR P F  1.00000 BMIG9AZT4 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      8016000 | OU      | $42985.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD KWD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $303825.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XX79X7 CDS USD R V 03MEVENT Z92XX79Y5 CCPSOVEREIGN / Short: B92XX79X7 CDS USD P F  1.00000 Z92XX79Z2 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    193736000 | OU      | $148525.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB UNITED ARAB EMIRATES REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     21084007 | PA      | $21084007.35   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     30817000 | PA      | $2150918.65    | 0.03%             | 2034-11-25      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $415722.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BEV4JRXD3 CDS USD R V 03MEVENT 1 SOVEREIGN / Short: BEV4JRXD3 CDS USD P F  1.00000 2 SOVEREIGN                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     25486000 | OU      | $-376767.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $173821.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $158552.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                        | Republic of Armenia International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Short            | DBT              | NUSS              | AM        |     -8028000 | PA      | $-7392699.64   | -0.10%            | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    174734516 | PA      | $9479811.58    | 0.13%             | 2033-02-16      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $123954.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-31844.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $148040.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  93489986000 | PA      | $64847492.12   | 0.90%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                      | Bank for Foreign Trade of Vietnam JSC                                                                                        | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |      1915167 | NS      | $4359586.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambuja Cements Ltd                                         | Ambuja Cements Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 335800NT6LQHR1428E20 | Long             | EC               | CORP              | IN        |       368600 | NS      | $1733592.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG9AZV9 IRS MXN R F  6.79100 BMIG9AZW7 CCPOIS / Short: SMIG9AZV9 IRS MXN P V 01MTIEF BMIG9AZX5 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    194000000 | OU      | $-71802.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1245710.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-1784.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     53370000 | PA      | $53001875.09   | 0.74%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAVNT0 IRS EUR R F  3.17080 2 CCPVANILLA / Short: SMIBAVNT0 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1800119 | OU      | $22302.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Healthcare Ltd                                      | Fortis Healthcare Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3358001Q5ZJC4M83WH02 | Long             | EC               | CORP              | IN        |       225100 | NS      | $2201610.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-1153924.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                      | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     11814000 | PA      | $11308838.44   | 0.16%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Short            | DBT              | NUSS              | AE        |    -33826000 | PA      | $-21683039.35  | -0.30%            | 2051-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | Eden Re II Ltd                                                                                                               | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |       418605 | PA      | $2619586.04    | 0.04%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      8186500 | PA      | $4185348.13    | 0.06%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    135850000 | PA      | $79354984.92   | 1.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                       | Sonangol Finance Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |     11545000 | PA      | $11823778.04   | 0.16%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFASWV3 IRS PLN R V 03MWIBOR BMIFASWX9 CCPVANILLA / Short: BMIFASWV3 IRS PLN P F  4.48500 BMIFASWW1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    325964000 | OU      | $433344.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-213837.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Short            | RA               | CORP              | NZ        |     -3974584 | PA      | $-2347986.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-439832.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B97J5BG17 CDS USD R V 03MEVENT Z97J5BJ14 CCPCDX / Short: B97J5BG17 CDS USD P F  1.00000 Z97J5BH16 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    786620000 | OU      | $21716886.97   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $823686.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEW ZEALAND REPO                                                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |   -166417437 | PA      | $-98311126.36  | -1.36%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                   | National Bank of Uzbekistan                                                                                                  | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        | 229510000000 | PA      | $20109806.32   | 0.28%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $3259079.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     34858022 | PA      | $16513987.92   | 0.23%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB QATAR GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     21298843 | PA      | $21298843.13   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                                      | Long: BMIGGWCA4 TRS COP R F   .00000 ACI2Z7LJ3 BOND TRS / Short: BMIGGWCA4 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  51309400000 | OU      | $-17161.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    315900000 | PA      | $3973088.35    | 0.06%             | 2030-01-22      | Fixed         | 3.90%                 | 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%             | 2037-09-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-90163.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $155946.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2400000 | PA      | $2471727.19    | 0.03%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    102723000 | PA      | $5889589.57    | 0.08%             | 2040-11-24      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-308923.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     15119000 | PA      | $6671258.75    | 0.09%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-3673075.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | Long: BMIG8M224 TRS UZS R F   .00000 ACI38KYX7 BOND TRS / Short: BMIG8M224 TRS USD P V 00MSOFR SOFRRATE+0BPS                 | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DIR              |  | UZ        |  84300216462 | OU      | $7226271.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-8979.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |   2338600000 | PA      | $30400702.83   | 0.42%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-10519.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIGE00M3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -37000000 | OU      | $-143893.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   3190000000 | PA      | $10306378.40   | 0.14%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $29227.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-32051.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-628910.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEWZEALAND REPO                                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |    -86708065 | PA      | $-51222802.39  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| DLF Ltd                                                    | DLF Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |       321100 | NS      | $1998729.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6RBX7 IRS KRW R F  3.47450 BMIG6RBY5 CCPNDF / Short: SMIG6RBX7 IRS KRW P V 03MKSDA BMIG6RBZ2 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  57891600000 | OU      | $-535368.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-267000.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     52700000 | PA      | $52631917.93   | 0.73%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $1561061.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |            1 | NC      | $-2321557.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $674373.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED RUB / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $404766.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI INT BOND REPO                                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      8322214 | PA      | $8322213.90    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $111418.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                             | JPN 10Y BOND(OSE) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           -4 | NC      | $65366.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $818345.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED RUB / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RU        |            1 | NC      | $45426.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $338390.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    109572000 | PA      | $6128467.51    | 0.09%             | 2035-11-24      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-159273.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-361226.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $164385.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     18800000 | PA      | $19361863.00   | 0.27%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $4567.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFARFN2 IRS PLN R F  4.58500 BMIFARFP7 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR BMIFARFQ5 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    325964000 | OU      | $-315811.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vingroup JSC                                               | Vingroup JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | EC               | CORP              | VN        |      1752104 | NS      | $14343728.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     13127055 | PA      | $13127055.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      8000000 | PA      | $8196981.84    | 0.11%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |     15163928 | PA      | $15163927.50   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-262021.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE BANK JSC                                             | State Bank JSC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MN        |      9890000 | PA      | $9872362.57    | 0.14%             | 2028-09-25      | Fixed         | 8.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $1171590.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $218831.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4274790000 | PA      | $11939574.88   | 0.17%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-54843.33     | -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      | $-29456.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $3677.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1373262.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     18624000 | PA      | $4769397.81    | 0.07%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-896400.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      7871000 | PA      | $2004129.76    | 0.03%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     21586000 | OU      | $-170203.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-569636.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGH4DK2 IRS PLN R F  4.17000 BMIGH4DL0 CCPVANILLA / Short: SMIGH4DK2 IRS PLN P V 06MWIBOR BMIGH4DM8 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     87510000 | OU      | $-433214.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4889.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-17052.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                     | Egypt Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     27153000 | PA      | $29369625.11   | 0.41%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $120396.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                         | Bahrain Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -10673000 | PA      | $-10882851.46  | -0.15%            | 2037-07-07      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGDQFN9 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     38000000 | OU      | $382546.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1137020.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                                | Grupo Financiero Galicia SA                                                                                                  | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |       327222 | NS      | $13527357.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $1019301.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGHMZB8 IRS ZAR R F  7.85370 BMIGHMZC6 CCPVANILLA / Short: SMIGHMZB8 IRS ZAR P V 03MJIBAR BMIGHMZD4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2177749684 | OU      | $-3170748.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | BMIGF1M12 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | DE        |    377000000 | OU      | $88493.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-147708.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     20880000 | PA      | $21730860.00   | 0.30%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                              | Alpha Bank SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |      2004346 | NS      | $8043900.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: BMIG8XYQ2 CDS USD R V 03MEVENT BMIG8XYS8 SOVEREIGN / Short: BMIG8XYQ2 CDS USD P F  1.00000 BMIG8XYR0 SOVEREIGN         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |    118500000 | OU      | $-1808775.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-88506.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $83743.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-20572.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-3275790.53   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $203846.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN CASH/BB REPO                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      7351523 | PA      | $7351522.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $7745.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |    -27773000 | PA      | $-26951466.61  | -0.37%            | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIGGW9B6 IRS MXN R V 01MTIEF BMIGGW9D2 CCPOIS / Short: BMIGGW9B6 IRS MXN P F  7.53920 BMIGGW9C4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9163810000 | OU      | $-3086848.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $20492.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-259380.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIGE00N1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     37000000 | OU      | $379472.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                             | Tata Steel Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |      1047400 | NS      | $2342150.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -3989000 | PA      | $-3693589.30   | -0.05%            | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $23494.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       929075 | PA      | $31356.28      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-980636.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFN5Q8 IRS PLN R V 06MWIBOR BMIGFN5T2 CCPVANILLA / Short: BMIGFN5Q8 IRS PLN P F  4.69680 BMIGFN5S4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    652583941 | OU      | $-936838.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIFLTBZ3 CDS USD R F  1.00000 BMIFLTC09 CORPORATE / Short: BMIFLTBZ3 CDS USD P V 03MEVENT BMIFLTC17 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      6100000 | OU      | $-687224.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |            1 | NC      | $-4168.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $135364.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB ABU DHABI (EMIRATE OF)                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |     11988861 | PA      | $11988860.63   | 0.17%             | 2027-03-05      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV1XH0 CDS USD R V 03MEVENT Z92XV1XJ6 CCPSOVEREIGN / Short: B92XV1XH0 CDS USD P F  1.00000 Z92XV1XK3 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    560280000 | OU      | $-18503448.70  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |            1 | NC      | $608234.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $36784.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-41084.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-377523.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1400000 | PA      | $1490421.77    | 0.02%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-150036.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd                                           | Asian Paints Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |        72600 | NS      | $1883856.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siminn HF                                                  | Siminn HF                                                                                                                    | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |     15606618 | NS      | $1538979.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-191188.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGF1M04 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    241000000 | OU      | $57135.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      7225738 | PA      | $7225737.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1770000000 | PA      | $5719626.31    | 0.08%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $61010.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-245626.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF5XQR4 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -7038000 | OU      | $-659418.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Metlen Energy & Metals PLC                                 | Metlen Energy & Metals PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800ZSR3HVKMMPVG86 | Long             | EC               | CORP              | GB        |       241684 | NS      | $10214121.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1339985.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-2672.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $832368.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-75649.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $66351.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-190731.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |            1 | NC      | $-210308.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $1998941.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                                     | FPT DIGITAL RETAIL JSC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       717000 | NS      | $4049686.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $75405.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $576713.51     | 0.01%             | 2041-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Short            | RA               | CORP              | NZ        |    -46850855 | PA      | $-27677149.77  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6RCM0 IRS KRW R F  3.47160 BMIG6RCN8 CCPNDF / Short: SMIG6RCM0 IRS KRW P V 03MKSDA BMIG6RCP3 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35412400000 | OU      | $-330685.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-1972187.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     19700000 | PA      | $10800525.00   | 0.15%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA TERM LOAN                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     50137390 | PA      | $50137390.00   | 0.70%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-20271.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     18890291 | PA      | $7459775.92    | 0.10%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                       | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      5542315 | PA      | $41567.36      | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                         | Hoa Phat Group JSC                                                                                                           | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |      5620415 | NS      | $5927479.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     68483000 | PA      | $3825809.82    | 0.05%             | 2031-01-26      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| Cenergy Holdings SA                                        | Cenergy Holdings SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300P50MFNOHG4U221 | Long             | EC               | CORP              | BE        |       154785 | NS      | $4356709.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $834704.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $5496879.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT Corp                                                   | FPT Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2237067 | NS      | $6427456.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     53411000 | PA      | $13517255.88   | 0.19%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tanzania                                                   | Tanzania 10 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     44841198 | PA      | $44616991.52   | 0.62%             | 2031-04-28      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                                  | SBI Life Insurance Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |        94300 | NS      | $1811097.88    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                       | Eurohold Bulgaria AD                                                                                                         | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |     10954272 | NS      | $14036355.44   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIGB9X09 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     50700000 | OU      | $399414.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp                      | Phat Dat Real Estate Development Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       914112 | NS      | $573807.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-8317.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                                       | UltraTech Cement Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |        15800 | NS      | $1938637.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $1001788.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank for Investment and Development of Vietnam JSC         | Bank for Investment and Development of Vietnam JSC                                                                           | CUSIP: 000000000<br>LEI: 254900FSO240QVE6NR86 | Long             | EC               | CORP              | VN        |      3339500 | NS      | $5092876.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 60937LAL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       509000 | PA      | $513705.36     | 0.01%             | 2032-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1526 | NC      | $-7630611.58   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  96758571000 | PA      | $68510957.13   | 0.95%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                   | Generacion Mediterranea SA / Central Termica Roca SA                                                                         | CUSIP: 36875KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      3709426 | PA      | $2800616.63    | 0.04%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  16770819000 | PA      | $35577131.47   | 0.49%             | 2032-02-05      | Fixed         | 15.18%                | No            |                  2 | On Loan: No      |
| ICICI Prudential Life Insurance Co Ltd                     | ICICI Prudential Life Insurance Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 2138006W2MGOSH69C607 | Long             | EC               | CORP              | IN        |       294800 | NS      | $1600132.37    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                              | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |       251500 | PA      | $290482.50     | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     78755000 | PA      | $4457375.62    | 0.06%             | 2030-11-24      | Fixed         | 16.49%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $2907713.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFLBMY3 IRS MXN R F  6.93360 BMIFLBMZ0 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 01MTIEF BMIFLBN06 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3403200000 | OU      | $-421588.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      9709424 | PA      | $9709423.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $171783.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   9820019000 | PA      | $7644689.32    | 0.11%             | 2031-02-21      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3558449000 | PA      | $6106224.29    | 0.08%             | 2033-08-23      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIGCK405 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     23700000 | OU      | $189244.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-14983.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZA        |            1 | NC      | $-4051869.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd                                     | Persistent Systems Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |       132800 | NS      | $6785200.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       860033 | PA      | $6450.25       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $6813689.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-184641.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $225223.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro SA                                             | Banco Macro SA                                                                                                               | CUSIP: 05961W105<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |       115766 | NS      | $8335152.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2540395.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-14644.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  20900243000 | PA      | $41893998.33   | 0.58%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     58978000 | PA      | $15039390.00   | 0.21%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $97362.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      8164105 | PA      | $8164104.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | VENEZUELA REPO                                                                                                               | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | VE        |     -6370000 | PA      | $-6370000.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $350111.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP ANGOLAN GOV REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |     -9604500 | PA      | $-9604500.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                  | Nova Ljubljanska Banka dd                                                                                                    | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       646588 | NS      | $33911247.79   | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-522239.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT JUN26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          755 | NC      | $22650.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $200403.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp                                             | JBT Marel Corp                                                                                                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |        10075 | NS      | $1189857.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  10000000000 | PA      | $904868.85     | 0.01%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $22298.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    177500000 | PA      | $9647187.83    | 0.13%             | 2029-02-16      | Fixed         | 14.90%                | No            |                  2 | On Loan: No      |
| Grupo Supervielle SA                                       | Grupo Supervielle SA                                                                                                         | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Long             | EC               | CORP              | AR        |       158151 | NS      | $1301582.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zambia Government International Bonds                      | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      4040000 | PA      | $2768628.40    | 0.04%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEWZEALAND REPO                                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |   -111361743 | PA      | $-65786966.58  | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2056 | NC      | $-1387057.24   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1175000000 | PA      | $3797966.11    | 0.05%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGBX564 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     33000000 | OU      | $261525.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     26660900 | PA      | $12257348.78   | 0.17%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    109234654 | PA      | $65925283.97   | 0.91%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                             | ICICI Bank Ltd                                                                                                               | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       140900 | NS      | $1890643.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      8060000 | PA      | $2114621.60    | 0.03%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $44677.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKD8D0 IRS HUF R V 06MBUBOR BMIGKD8F5 CCPVANILLA / Short: BMIGKD8D0 IRS HUF P F  5.72500 BMIGKD8E8 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4688481390 | OU      | $-40146.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFN414 IRS CZK R V 06MPRIBO BMIGFN430 CCPVANILLA / Short: BMIGFN414 IRS CZK P F  4.62230 BMIGFN422 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1534364831 | OU      | $-522097.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-93411.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-52565.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                                                                       | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  66427600000 | PA      | $5744085.32    | 0.08%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  30466032000 | PA      | $25170101.56   | 0.35%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 147849000000 | PA      | $24215370.09   | 0.34%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     29612644 | PA      | $11771025.99   | 0.16%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     10512404 | PA      | $5376044.46    | 0.07%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $668406.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      1698000 | PA      | $1691047.86    | 0.02%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                          | Gabon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      2067000 | PA      | $1747661.52    | 0.02%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     18119000 | PA      | $10395776.25   | 0.14%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                               | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1281651 | PA      | $1339508.78    | 0.02%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |  15725240000 | PA      | $45283530.26   | 0.63%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                       | Abu Dhabi Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Short            | DBT              | NUSS              | AE        |     -7867000 | PA      | $-7588146.24   | -0.11%            | 2036-03-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $328959.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGCANV8 IRS HUF R F  6.65000 BMIGCANW6 CCPVANILLA / Short: SMIGCANV8 IRS HUF P V 06MBUBOR BMIGCANX4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5666941152 | OU      | $571497.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $62052.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $308409.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     14048370 | PA      | $9370965.21    | 0.13%             | 2038-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $907898.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Term Loan                                                                           | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |      9312404 | PA      | $9446865.43    | 0.13%             | 2032-05-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA (REPUBLIC OF)                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |     43377206 | PA      | $43377206.04   | 0.60%             | 2027-02-05      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $69.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $24944.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFR09 IRS CNY R F  1.62530 BMIFYFR17 CCPNDF / Short: SMIFYFR09 IRS CNY P V 00MCNRR BMIFYFR25 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    587722000 | OU      | $328922.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |   1230400000 | PA      | $15990506.55   | 0.22%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFNAN9 IRS PLN R V 06MWIBOR BMIGFNAQ2 CCPVANILLA / Short: BMIGFNAN9 IRS PLN P F  4.90595 BMIGFNAP4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    284905334 | OU      | $-738617.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-1115434.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIG6DJ51 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     56000000 | OU      | $397880.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: S92XV4TT3 CDS USD R F  1.00000 Z92XV4TV8 CCPSOVEREIGN / Short: S92XV4TT3 CDS USD P V 03MEVENT Z92XV4TU0 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     78923000 | OU      | $1166743.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2674234.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $209011.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                             | Ayala Land Inc                                                                                                               | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      5524300 | NS      | $1359247.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BMIGJTCP5 TRS COP R F   .00000 ACI2C9W52 BOND TRS / Short: BMIGJTCP5 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        | 189078930000 | OU      | $-1203436.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $358323.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     18301000 | PA      | $19546675.50   | 0.27%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10775.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $150018.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                   | Development Bank of Kazakhstan JSC                                                                                           | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |  10204000000 | PA      | $21355180.79   | 0.30%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    774760000 | PA      | $1841975.61    | 0.03%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $4633061.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-829046.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-17293.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $3148.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIGMCTR6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     71000000 | OU      | $182257.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $-268733.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1665512.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-49534.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $109511.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Refrigeration Electrical Engineering Corp                  | Refrigeration Electrical Engineering Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1136530 | NS      | $2603508.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kvika banki hf                                             | Kvika banki hf                                                                                                               | CUSIP: 000000000<br>LEI: 254900WR3I1Z9NPC7D84 | Long             | EC               | CORP              | IS        |     24176345 | NS      | $3058473.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAAR05 IRS EUR R F  3.02580 2 CCPVANILLA / Short: SMIBAAR05 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5444100 | OU      | $34874.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAXXK3 IRS KRW R F  3.37400 BMIGAXXL1 CCPNDF / Short: SMIGAXXK3 IRS KRW P V 03MKSDA BMIGAXXM9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55718000000 | OU      | $-689773.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKG397 IRS TWD R V 03MCPTW BMIGKG3B2 CCPNDF / Short: BMIGKG397 IRS TWD P F  2.14000 BMIGKG3A4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2451000000 | OU      | $470226.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-593365.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $2530229.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  15551379000 | PA      | $27568227.99   | 0.38%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   6960848000 | PA      | $129241193.74  | 1.79%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $4142.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $43824.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT DEC26P 58                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          253 | NC      | $412390.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $1253578.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  10474688000 | PA      | $10190004.90   | 0.14%             | 2035-01-29      | Fixed         | 22.60%                | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA(REPUBLIC OF)                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |     22215480 | PA      | $22215480.00   | 0.31%             | 2027-01-27      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   9261420000 | PA      | $22151872.67   | 0.31%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dabur India Ltd                                            | Dabur India Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800MJPUA2E1FSFL38 | Long             | EC               | CORP              | IN        |       372500 | NS      | $1738104.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |            1 | NC      | $772465.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIGGW8Z4 IRS MXN R V 01MTIEF BMIGGW918 CCPOIS / Short: BMIGGW8Z4 IRS MXN P F  7.53000 BMIGGW900 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3306000000 | OU      | $-1081819.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Beer Alcohol Beverage Corp                          | Saigon Beer Alcohol Beverage Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1603300 | NS      | $2891266.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2581535.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-1281467.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc              | International Container Terminal Services Inc                                                                                | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |       577470 | NS      | $6692680.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-1481314.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3999273.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGLHWW1 IRS HUF R V 06MBUBOR BMIGLHWY7 CCPVANILLA / Short: BMIGLHWW1 IRS HUF P F  5.85040 BMIGLHWX9 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22780840815 | OU      | $-876572.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY(REPUBLIC OF)REPO                                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3695646 | PA      | $3695645.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $1107.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU84K0 IRS CNY R F  1.58950 BMIFU84L8 CCPNDF / Short: SMIFU84K0 IRS CNY P V 00MCNRR BMIFU84M6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    432000000 | OU      | $147756.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                           | TVS Motor Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |        54400 | NS      | $2014534.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast                                                | Ivory Coast EUR 7 Year Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |      2262000 | PA      | $2654795.59    | 0.04%             | 2028-01-06      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIGDNAF8 IRS MXN R F  7.56300 BMIGDNAG6 CCPOIS / Short: SMIGDNAF8 IRS MXN P V 01MTIEF BMIGDNAH4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3723100000 | OU      | $868023.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED RUB / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $24701.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIG4L3F0 CDS EUR R V 03MEVENT BMIG4L3H6 CORPORATE / Short: BMIG4L3F0 CDS EUR P F   .25000 BMIG4L3G8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |    153715000 | OU      | $824292.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-5633.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-111319.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $1231354.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6GKV5 IRS KRW R F  3.44450 BMIG6GKW3 CCPNDF / Short: SMIG6GKV5 IRS KRW P V 03MKSDA BMIG6GKX1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35413000000 | OU      | $-360598.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI ARABIA REPO                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     15773320 | PA      | $15773320.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $1202322.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   6703000000 | PA      | $18979922.76   | 0.26%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |            1 | NC      | $30083.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGF3T11 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -35000000 | OU      | $-97545.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     25625800 | PA      | $25574939.96   | 0.35%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-383238.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-245121.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| One 97 Communications Ltd                                  | One 97 Communications Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZRHU5J6GSTMI23 | Long             | EC               | CORP              | IN        |       165800 | NS      | $1926850.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9877.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-331971.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFLK1 IRS CNY R F  1.62650 BMIFYFLL9 CCPNDF / Short: SMIFYFLK1 IRS CNY P V 00MCNRR BMIFYFLM7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    235054000 | OU      | $133534.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -15730000 | PA      | $-14362558.07  | -0.20%            | 2050-01-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-829509.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PetroVietnam Gas JSC                                       | PetroVietnam Gas JSC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1609000 | NS      | $4607225.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKAHU8 IRS TWD R V 03MCPTW BMIGKAHW4 CCPNDF / Short: BMIGKAHU8 IRS TWD P F  2.13350 BMIGKAHV6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    754000000 | OU      | $151632.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     47258000 | PA      | $29047486.97   | 0.40%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BB EGYPT ARAB REPUBLIC OF BO                               | BB EGYPT ARAB REPUBLIC OF BO                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |     10902434 | PA      | $10902433.50   | 0.15%             | 2027-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4438057000 | PA      | $8382465.86    | 0.12%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  37417178000 | PA      | $26589567.06   | 0.37%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-392324.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYHUR2 IRS CNY R F  1.61950 BMIFYHUS0 CCPNDF / Short: SMIFYHUR2 IRS CNY P V 00MCNRR BMIFYHUT8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    480343600 | OU      | $249216.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   5582000000 | PA      | $2467858.64    | 0.03%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     25639000 | PA      | $14101450.00   | 0.20%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKWW33 IRS ZAR R V 03MJIBAR BMIGKWW58 CCPVANILLA / Short: BMIGKWW33 IRS ZAR P F  7.97250 BMIGKWW41 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    937508065 | OU      | $906266.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2677371.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB REPUBLIC ARMENIA REPO                                                                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      7961336 | PA      | $7961336.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $347914.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1141350.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2022 1 C                             | EDEN RE II LTD SERIES 2022 1 C                                                                                               | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        18431 | NS      | $64203.83      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      4537536 | PA      | $743021.52     | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $228953.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Endex Derivatives                                      | DUTCH TTF OPT FSM SEP26C 85                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          793 | NC      | $1508410.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-35765.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reitir fasteignafelag hf                                   | Reitir fasteignafelag hf                                                                                                     | CUSIP: 000000000<br>LEI: 967600GFEYNJK2W4G048 | Long             | EC               |  | IS        |      3221540 | NS      | $2982764.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT(ARABREPUBLICOF)REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     12172101 | PA      | $12172100.85   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Phu Nhuan Jewelry JSC                                      | Phu Nhuan Jewelry JSC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       991299 | NS      | $2549187.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-28235.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                   | JUMBO SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |       183084 | NS      | $4997214.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD CZK                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-220629.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XX4HP2 CDS USD R V 03MEVENT Z92XX4HQ0 CCPSOVEREIGN / Short: B92XX4HP2 CDS USD P F  1.00000 Z92XX4HR8 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     17100000 | OU      | $2346599.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-102481.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XXG4Z7 CDS USD R V 03MEVENT Z92XXG503 CCPSOVEREIGN / Short: B92XXG4Z7 CDS USD P F  1.00000 Z92XXG511 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    164500000 | OU      | $427421.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                        | Muthoot Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |        49900 | NS      | $1808165.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-464674.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $367443.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $162502.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     10820120 | PA      | $10820120.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-187804.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        | 109636543000 | PA      | $71081809.28   | 0.99%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT DEC26P 55                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          976 | NC      | $1220000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  11841259000 | PA      | $21030904.36   | 0.29%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | BMIGG0X86 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     35000000 | OU      | $422590.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGLYKG2 IRS HUF R V 06MBUBOR BMIGLYKJ6 CCPVANILLA / Short: BMIGLYKG2 IRS HUF P F  5.82000 BMIGLYKH0 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12777856123 | OU      | $-399001.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIG48L44 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DIR              |  | US        |    242415000 | NC      | $2213006.54    | 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      | $-349505.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                                   | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |      2345326 | NS      | $16317.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loma Negra Cia Industrial Argentina SA                     | Loma Negra Cia Industrial Argentina SA                                                                                       | CUSIP: 54150E104<br>LEI: 529900VKOQQJ8U9DDK92 | Long             | EC               | CORP              | AR        |        63544 | NS      | $701525.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFLB5X4 IRS MXN R F  6.93600 BMIFLB5Y2 CCPOIS / Short: SMIFLB5X4 IRS MXN P V 01MTIEF BMIFLB5Z9 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2185000000 | OU      | $-266012.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYPB61 IRS CNY R F  1.60450 BMIFYPB79 CCPNDF / Short: SMIFYPB61 IRS CNY P V 00MCNRR BMIFYPB87 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    177062400 | OU      | $73173.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  47578457000 | PA      | $36447123.63   | 0.51%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     28145000 | PA      | $7378475.75    | 0.10%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT(ARABREPUBLICOF)REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     17549606 | PA      | $17549605.50   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $2681.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2740139.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $158784.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD SEK                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-412349.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $573403.00     | 0.01%             | 2042-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                          | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      6334000 | PA      | $5985673.70    | 0.08%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  63799015000 | PA      | $41254923.18   | 0.57%             | 2027-01-19      | 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        |    547440796 | PA      | $138605449.00  | 1.92%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $467046.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-20810.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-2652826.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-444091.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1502000 | PA      | $381605.63     | 0.01%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Public Power Corp SA                                       | Public Power Corp SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |       450710 | NS      | $9569750.86    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hampidjan HF                                               | Hampidjan HF                                                                                                                 | CUSIP: 000000000<br>LEI: 25490002T5TRM5T6US82 | Long             | EC               | CORP              | IS        |      1332529 | NS      | $971678.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Global Macro Absolute Return Advantage Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer