# EDGAR Filing Document

**Accession Number:** 0001493214
**File Stem:** 0001410368-25-042684
**Filing Date:** 2025-12
**Character Count:** 506033
**Document Hash:** a9e782ae92c8ff39c59cba5cdc3a7b20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042684.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-042684

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**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:** 251604107

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7531383652.64

**Total Liabilities:** $1707978227.12

**Net Assets:** $5823405425.52

**Amount of Assets Invested in Other Investment Companies:** $6087895.78

**Delayed Delivery Securities:** $125009715.40

**Cash Not Reported:** $627519912.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3434.08000000 | **1-Year:** -20259.63000000 | **5-Year:** 323496.71000000 | **10-Year:** -23735.79000000 | **30-Year:** 61613.56000000

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

- **3-Month:** -19043.28000000 | **1-Year:** -109972.68000000 | **5-Year:** 274463.30000000 | **10-Year:** -272033.43000000 | **30-Year:** -55450.88000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091471 | 1.51%                | 1.68%                | 2.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15648717.50             | $58036389.89                               |
| Month 2  | $-27973650.63            | $90125534.50                               |
| Month 3  | $34675144.16             | $61072553.41                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Banco BBVA Argentina SA                                    | Banco BBVA Argentina SA                                                                                                      | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |       116700 | NS      | $1933719.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Macro SA                                             | Banco Macro SA                                                                                                               | CUSIP: 05961W105<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |        67600 | NS      | $6115096.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Puerto SA                                          | Central Puerto SA                                                                                                            | CUSIP: 155038201<br>LEI: 2549005JLIWQ6B7VNR38 | Long             | EC               | CORP              | AR        |        75200 | NS      | $1170112.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Chile                                      | Banco Santander Chile                                                                                                        | CUSIP: 000000000<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |     60613000 | NS      | $4379477.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                          | Banco de Credito e Inversiones SA                                                                                            | CUSIP: 000000000<br>LEI: 549300E9E5Y3PKW24142 | Long             | EC               | CORP              | CL        |        84500 | NS      | $4336647.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Chile                                             | Banco de Chile                                                                                                               | CUSIP: 000000000<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |     17180700 | NS      | $2972641.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas CMPC SA                                           | Empresas CMPC SA                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |       800000 | NS      | $1155333.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas Copec SA                                          | Empresas Copec SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |       283000 | NS      | $2021634.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cresud SACIF y A                                           | Cresud SACIF y A                                                                                                             | CUSIP: 226406106<br>LEI: 529900OJF9C0NUFNN613 | Long             | EC               | CORP              | AR        |        29900 | NS      | $369863.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas SA                                           | Enel Americas SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300LKH11TFCJLZK20 | Long             | EC               | CORP              | CL        |      4807000 | NS      | $454460.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $947247.24    | 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      | $432406.90    | 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      | $1904525.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $672034.49    | 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      | $3115054.04   | 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      | $1003223.80   | 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      | $1032970.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $49219.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $149699.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                    | Latam Airlines Group SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |    179820000 | NS      | $4086716.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $25371.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $81030.76     | 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      | $28577.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $20096.76     | 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      | $-88880.95    | -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      | $-3354.11     | -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      | $-878.04      | -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      | $128104.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-584288.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $1208790.76   | 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      | $-1675214.29  | -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      | $2019820.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-110773.34   | -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      | $-1836974.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-394992.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED HKD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |            1 | NC      | $-397381.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED HKD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HK        |            1 | NC      | $-41063.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $186196.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD RON                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-359679.20   | -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      | $65939.47     | 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      | $101037.41    | 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      | $254229.79    | 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      | $369096.03    | 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      | $208117.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD GHS                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-283969.53   | -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      | $297218.70    | 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      | $518371.68    | 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      | $439227.31    | 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      | $536225.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $298225.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $584834.19    | 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      | $601700.53    | 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      | $901889.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $644538.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED RON / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $186686.87    | 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      | $605247.13    | 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      | $298595.84    | 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      | $147540.27    | 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      | $163815.17    | 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      | $103514.58    | 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      | $218939.47    | 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      | $566777.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $290804.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-698.40      | -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      | $-132632.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $-21431.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $-21461.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-26293.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-16653.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-20369.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $513445.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-622893.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-880773.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $6402.34      | 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      | $300831.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-899415.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD RON                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-22367.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |            1 | NC      | $-434709.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |            1 | NC      | $-459272.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |            1 | NC      | $-533169.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $359578.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $213183.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $314350.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-2181761.50  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-616664.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |            1 | NC      | $-83467.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |            1 | NC      | $-90773.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $1191650.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $23274.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $930960.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |            1 | NC      | $-409499.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |            1 | NC      | $274737.33    | 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      | $-274720.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-113010.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |            1 | NC      | $9069.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-278230.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-2326515.92  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $617087.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1475580.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1268913.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2428816.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |            1 | NC      | $100025.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $117756.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $20746.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $1061634.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $43169.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $4664.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-451495.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-291637.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-198342.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-128366.68   | -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      | $755226.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-951336.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-240496.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $77741.52     | 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      | $367843.17    | 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      | $-1192544.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD THB                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2242622.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2358384.71  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-262213.16   | -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      | $-1359841.67  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-356856.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-201092.11   | -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      | $122973.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-174530.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $321499.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-352371.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-264930.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-39806.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-25775.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $59405.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $38446.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $123543.27    | 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      | $215356.99    | 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      | $4545.64      | 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      | $-357356.11   | -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      | $101680.43    | 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      | $877652.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $40310.02     | 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      | $-11246.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $203340.80    | 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      | $257601.11    | 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      | $3242446.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1285279.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2201012.70   | 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      | $-203589.31   | -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      | $571448.42    | 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      | $-243462.88   | -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      | $1134066.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $657512.76    | 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      | $115445.08    | 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      | $211496.31    | 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      | $149281.15    | 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      | $-15934.83    | -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      | $-222714.82   | -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      | $1696224.75   | 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      | $-100542.94   | -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      | $-658658.12   | -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      | $-257601.12   | -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      | $426114.78    | 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      | $1022773.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $918475.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1145029.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2126980.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $632490.96    | 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      | $-291038.95   | -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      | $330454.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $1536.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $-81600.87    | -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      | $-80781.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1160482.05  | -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      | $-23619.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1261462.77  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-21602.53    | -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      | $-12428.74    | -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      | $345440.39    | 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      | $709890.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $339521.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $205206.61    | 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      | $-302800.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $37966.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $37966.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $43230.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $43482.82     | 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      | $-219556.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $50188.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $70520.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $165765.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $140899.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $-71851.30    | -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      | $-482767.08   | -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      | $-153647.17   | -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      | $-301888.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD RUB                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-1066104.26  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-34050.21    | -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      | $-222850.04   | -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      | $-68047.14    | -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      | $-139577.59   | -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      | $-120973.88   | -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      | $-81474.07    | -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      | $-45237.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-148296.37   | -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      | $-108332.62   | -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      | $-196518.31   | -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      | $-169209.83   | -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      | $-94738.76    | -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      | $-174139.42   | -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      | $-73535.96    | -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      | $-172554.20   | -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      | $-80611.10    | -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      | $-39822.05    | -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      | $-38919.83    | -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      | $-37699.98    | -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      | $-66225.61    | -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      | $99889.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-6279.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $121.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $152903.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-37021.35    | -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      | $-27805.51    | -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      | $-38959.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $16257.08     | 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      | $-3131.96     | -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      | $-8834.76     | -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      | $-35906.82    | -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      | $-22648.22    | -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      | $-10458.90    | -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      | $-10375.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-13497.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $496869.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD AUD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $571905.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD AUD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $542404.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $865783.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |            1 | NC      | $-327852.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |            1 | NC      | $-324040.73   | -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      | $-47054.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $13489.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | UY        |            1 | NC      | $25978.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-194010.61   | -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      | $-23275.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $2565.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED NZD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |            1 | NC      | $-2225817.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-393083.93   | -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      | $166185.15    | 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      | $-33583.51    | -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      | $-42895.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $47794.18     | 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      | $-60359.51    | -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      | $466461.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $286105.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |            1 | NC      | $27518.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $1100736.71   | 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      | $-307514.22   | -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      | $-346858.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-253252.91   | -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      | $350033.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-517358.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-556052.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $379386.29    | 0.01%             |  |  |  | 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      | $-238155.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-201874.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD THB                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-45233.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-2791.37     | -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      | $-34541.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $409867.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-409868.06   | -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      | $324537.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD RUB                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-73763.23    | -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      | $149231.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $137309.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-79235.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-40036.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | EG        |            1 | NC      | $57841.14     | 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      | $40288.37     | 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      | $36781.54     | 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      | $12658.44     | 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      | $135971.34    | 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      | $-83475.11    | -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      | $-47800.39    | -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      | $11717.11     | 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      | $-69397.97    | -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      | $-20947.77    | -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      | $-24952.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7994.89      | 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      | $10664.74     | 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      | $51237.94     | 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      | $11775.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $108158.50    | 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      | $256905.64    | 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      | $41203.73     | 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      | $92274.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $87294.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $83010.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $67256.00     | 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      | $124088.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-6884.28     | -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      | $-440409.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED THB / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $250325.86    | 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      | $502316.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED THB / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $263141.67    | 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      | $563059.28    | 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      | $73901.12     | 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      | $48026.90     | 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      | $126888.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |            1 | NC      | $229502.45    | 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      | $464499.67    | 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      | $510699.21    | 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      | $492112.97    | 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      | $450347.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-43625.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $75664.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |            1 | NC      | $356947.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-80505.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $222398.86    | 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      | $171760.23    | 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      | $106406.54    | 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      | $86229.51     | 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      | $99882.40     | 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      | $15709.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | EG        |            1 | NC      | $131396.63    | 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      | $-378266.55   | -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      | $-278265.80   | -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      | $-63132.13    | -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      | $-190216.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $12290.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $17314.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-164684.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-369893.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $26417.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $18672.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $22410.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7742.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $198737.49    | 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      | $227247.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $70055.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $82516.53     | 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      | $-49117.67    | -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      | $54413.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-8.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1257.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $5934.76      | 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      | $372343.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3133.43      | 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      | $395010.32    | 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      | $68942.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $131268.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $22277.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2323.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2111.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1935.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1759.71      | 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      | $276858.46    | 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      | $-467691.05   | -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      | $-462066.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $14398.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $26990.64     | 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      | $968.68       | 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      | $24393.64     | 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      | $345606.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MNT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $29082.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MNT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $31654.53     | 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      | $20348.41     | 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      | $-16772.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $-8680.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $-14393.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $19212.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $10426.09     | 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      | $29074.57     | 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      | $214735.22    | 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      | $1408.80      | 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      | $26066.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $179373.33    | 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      | $-3510.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $13610.02     | 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      | $3401.67      | 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      | $2190.31      | 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      | $1408.80      | 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      | $725.03       | 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      | $3401.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 254900BN8XS34XZDJ223 | N/A              | DFE              |  | MY        |            1 | NC      | $13610.02     | 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      | $-3510.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $53952.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                      | Sociedad Quimica y Minera de Chile SA                                                                                        | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |       114000 | NS      | $5546562.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Falabella SA                                               | Falabella SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |       464800 | NS      | $2926832.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | Eden Re II Ltd                                                                                                               | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     18000000 | PA      | $19139400.00  | 0.33%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ABU DHABI GOVT INT'L                                       | Abu Dhabi Government International Bond                                                                                      | CUSIP: 29135LAW0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      5238000 | PA      | $5240465.79   | 0.09%             | 2035-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Empresa Distribuidora Y Comercializadora Norte             | Empresa Distribuidora Y Comercializadora Norte                                                                               | CUSIP: 29244A102<br>LEI: 254900JU7TV6VS9GRW29 | Long             | EC               | CORP              | AR        |        14900 | NS      | $496319.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                           | CUSIP: 31394W3D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       402299 | PA      | $38968.29     | 0.00%             | 2034-03-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31398NTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       914786 | PA      | $73210.38     | 0.00%             | 2040-10-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |     17440000 | PA      | $17764431.26  | 0.31%             | 2030-02-04      | Fixed         | 7.75%                 | 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      | $2115907.04   | 0.04%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                                | Grupo Financiero Galicia SA                                                                                                  | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |       188100 | NS      | $11122353.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Supervielle SA                                       | Grupo Supervielle SA                                                                                                         | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Long             | EC               | CORP              | AR        |        96700 | NS      | $1201014.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMDA Development SA                                       | LAMDA Development SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800C7PQZVF38FYL54 | Long             | EC               | CORP              | GR        |        39874 | NS      | $340103.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hampidjan HF                                               | Hampidjan HF                                                                                                                 | CUSIP: 000000000<br>LEI: 25490002T5TRM5T6US82 | Long             | EC               | CORP              | IS        |      1332529 | NS      | $1241032.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRSA Inversiones y Representaciones SA                     | IRSA Inversiones y Representaciones SA                                                                                       | CUSIP: 450047303<br>LEI: 549300QJINFBX83IZ837 | Long             | EC               | CORP              | AR        |        23400 | NS      | $362700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                                     | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -64100000 | PA      | $-53988376.92 | -0.93%            | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -34800000 | PA      | $-29507384.58 | -0.51%            | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -21200000 | PA      | $-21384889.02 | -0.37%            | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -49290000 | PA      | $-50933490.27 | -0.87%            | 2053-01-11      | Fixed         | 5.65%                 | No            |                  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        |      -744519 | NS      | $-71972651.73 | -1.24%            |  |  |  | No            |                  1 | 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      | $-88338930.20 | -1.52%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                            | Israel Government International Bond                                                                                         | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      4055000 | PA      | $3975979.77   | 0.07%             | 2054-03-12      | Fixed         | 5.75%                 | 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      | $18161647.73  | 0.31%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     60000000 | PA      | $357173.45    | 0.01%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                | Hellenic Telecommunications Organization SA                                                                                  | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       123839 | NS      | $2325547.47   | 0.04%             |  |  |  | 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        |        39800 | NS      | $436606.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     50811646 | NS      | $50811646.48  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                     | Motor Oil Hellas Corinth Refineries SA                                                                                       | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |        40809 | NS      | $1222945.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                             | Ayala Land Inc                                                                                                               | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      5524300 | NS      | $1866079.82   | 0.03%             |  |  |  | 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      | $2532629.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2400000 | PA      | $2463755.06   | 0.04%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                    | Reliance Industries Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |        70600 | NS      | $1181338.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                     | Samsung Fire & Marine Insurance Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |         7019 | NS      | $2172410.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co Ltd                                               | Coway Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        20211 | NS      | $1263789.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                                  | KT&G Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        33737 | NS      | $3175050.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                                 | Kakao Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |        73598 | NS      | $3354207.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                | Infosys Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       279300 | NS      | $4653721.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                                  | Wipro Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |      1649100 | NS      | $4466070.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Access Holdings PLC                                        | Access Holdings PLC                                                                                                          | CUSIP: 000000000<br>LEI: 0292005048H3P6V8I753 | Long             | EC               | CORP              | NG        |     24607531 | NS      | $419107.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                          | SK Telecom Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |        59240 | NS      | $2168887.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                                     | Hindustan Unilever Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |        38500 | NS      | $1069231.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                            | Apollo Hospitals Enterprise Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |        12300 | NS      | $1064462.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                              | LG Uplus Corp                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       126528 | NS      | $1352533.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dabur India Ltd                                            | Dabur India Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800MJPUA2E1FSFL38 | Long             | EC               | CORP              | IN        |       196900 | NS      | $1080954.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                          | Hero MotoCorp Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |        17300 | NS      | $1079871.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                             | Shinhan Financial Group Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        77516 | NS      | $3981417.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                          | Bharti Airtel Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |        49200 | NS      | $1139284.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                       | Hyundai Mobis Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        25934 | NS      | $5734978.74   | 0.10%             |  |  |  | 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      | $5208423.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                   | Industrial Bank of Korea                                                                                                     | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |       120713 | NS      | $1635897.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                 | NAVER Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        15313 | NS      | $2869903.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                    | Maruti Suzuki India Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |         5900 | NS      | $1074481.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigerian Breweries PLC                                     | Nigerian Breweries PLC                                                                                                       | CUSIP: 000000000<br>LEI: 0292002213B5D1F3B525 | Long             | EC               | CORP              | NG        |      2078768 | NS      | $104018.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kangwon Land Inc                                           | Kangwon Land Inc                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        61870 | NS      | $732487.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                           | TVS Motor Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |        27000 | NS      | $1066358.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel Ltd                                           | Jindal Steel Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |        96900 | NS      | $1163370.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                                      | SM Prime Holdings Inc                                                                                                        | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |      9456900 | NS      | $3599600.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Bank for Africa PLC                                 | United Bank for Africa PLC                                                                                                   | CUSIP: 000000000<br>LEI: 0292002067E3RH4D8768 | Long             | EC               | CORP              | NG        |     58876000 | NS      | $1648387.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                           | Pampa Energia SA                                                                                                             | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Long             | EC               | CORP              | AR        |        29800 | NS      | $2556840.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama Government International Bonds                      | Panama Government International Bonds                                                                                        | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -9454000 | PA      | $-7417702.94  | -0.13%            | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 163447000000 | PA      | $21881041.53  | 0.38%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 200346000000 | PA      | $26713805.38  | 0.46%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OPAP SA                                                    | OPAP SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |       116414 | NS      | $2406768.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                   | JUMBO SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |        86884 | NS      | $2757062.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corp SA                                       | Public Power Corp SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |       158110 | NS      | $2745920.84   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Skagi Hf                                                   | Skagi Hf                                                                                                                     | CUSIP: 000000000<br>LEI: 213800QFQIHO7KG2P786 | Long             | EC               | CORP              | IS        |      9151064 | NS      | $1434501.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     19296000 | PA      | $19858478.40  | 0.34%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SBA IO Trust                                               | SBAIO 2018-3 Trust                                                                                                           | CUSIP: 78415BAA8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     65018897 | PA      | $3779977.61   | 0.06%             | 2044-05-24      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     23387606 | PA      | $23387606.00  | 0.40%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     20202000 | PA      | $24040380.00  | 0.41%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     20880000 | PA      | $21031380.00  | 0.36%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     86975000 | PA      | $89692968.75  | 1.54%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                       | Telecom Argentina SA                                                                                                         | CUSIP: 879273209<br>LEI: 549300MKPIRSJD8SB782 | Long             | EC               | CORP              | AR        |        67000 | NS      | $753750.00    | 0.01%             |  |  |  | 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        |        53300 | NS      | $1659229.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                   | BB SENEGAL BORROW BB REPO                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     21101333 | PA      | $21101333.40  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SENEGAL (REPUBLIC) REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2549680 | PA      | $2549679.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB REPUBLIC AZERBAIJAN REPO                                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     14394715 | PA      | $14394714.60  | 0.25%             |  |  |  | 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   | 0.14%             |  |  |  | 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      | $762908.45    | 0.01%             |  |  |  | Yes           |                  3 | 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      | $17000100.00  | 0.29%             |  |  |  | No            |                  3 | On Loan: No      |
| Unison Trust                                               | Unison Trust 2021-1                                                                                                          | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40909542 | PA      | $39401849.76  | 0.68%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     42175000 | PA      | $42097676.36  | 0.72%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      3388000 | PA      | $3376710.95   | 0.06%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     15000000 | PA      | $14927564.11  | 0.26%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      2700000 | PA      | $2681301.37   | 0.05%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                    | Vale SA                                                                                                                      | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      1477000 | NS      | $17856930.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     36539000 | PA      | $11285070.15  | 0.19%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3536000 | PA      | $1043473.60   | 0.02%             | 2018-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3518000 | PA      | $1126111.80   | 0.02%             | 2034-01-13      | None          | 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        |        57900 | NS      | $2805255.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bonds                     | Lebanon Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2075000 | PA      | $476274.75    | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3194000 | PA      | $739428.25    | 0.01%             | 2037-03-23      | 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      | $13836167.50  | 0.24%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Tanzania                                                   | Tanzania 10 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     60098824 | PA      | $59672121.89  | 1.02%             | 2031-04-28      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Ivory Coast                                                | Ivory Coast EUR 7 Year Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |      2827500 | PA      | $3259118.04   | 0.06%             | 2028-01-06      | Floating      | 7.78%                 | 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      | $10966293.44  | 0.19%             |  |  |  | Yes           |                  3 | 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      | $51145.21     | 0.00%             |  |  |  | Yes           |                  3 | 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      | $29820.23     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BB POLAND (REPUBLIC OF)                                    | BB POLAND (REPUBLIC OF)                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |     16643727 | PA      | $16643727.47  | 0.29%             | 2023-10-12      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | REPO BB POLAND (REPUBLIC OF)                                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      3123750 | PA      | $3600590.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | REPO BB REPUBLIC OF POLAND GOV                                                                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      6007500 | PA      | $6924545.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | REPO BB REPUBLIC OF POLAND GOV                                                                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      1802250 | PA      | $2077363.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |    -48803395 | PA      | $-27927742.49 | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |     -4271871 | PA      | $-2444577.92  | -0.04%            |  |  |  | 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      | $33153345.27  | 0.57%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     15297480 | PA      | $15297480.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      7386650 | PA      | $7386650.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      6840471 | PA      | $6840471.26   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN REPO                                                                                                              | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     10553306 | PA      | $10553306.25  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP ECUADOR GOV REPO                                                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |     -9987500 | PA      | $-9987500.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP ECUADOR GOV REPO                                                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |    -10234000 | PA      | $-10234000.00 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP ECUADOR GOVERNMENT REPO                                                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |    -12628875 | PA      | $-12628875.00 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP ECUADOR GOVERNMENT REPO                                                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |    -12828795 | PA      | $-12828795.00 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      7611095 | PA      | $7611095.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       889700 | PA      | $889700.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      6801486 | PA      | $6801486.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP ROMANIA (REPUBLIC OF) REPO                                                                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -14028750 | PA      | $-14028750.00 | -0.24%            |  |  |  | No            |                  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      | $285452.50    | 0.00%             | 2027-10-20      | Fixed         | 8.50%                 | 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      | $32241945.00  | 0.55%             | 2027-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SENEGAL REPUBLIC REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     12657257 | PA      | $12657256.71  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN(KINGDOM OF) REPO                                                                                                  | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      7593300 | PA      | $7593300.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | NIGERIA OMO BILL                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   4539996000 | PA      | $2972157.32   | 0.05%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEW ZEALAND REPO                                                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |    -92129648 | PA      | $-52721190.52 | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEW ZEALAND GOVERNMENT OF                                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |   -142857840 | PA      | $-81750398.51 | -1.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                      | RRP ANGOLAN GOVERNMENT REPO                                                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -19187500 | PA      | $-19187500.00 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                      | RRP ANGOLAN GOVERNMENT REPO                                                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -16300000 | PA      | $-16300000.00 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                      | RRP ANGOLAN GOVERNMENT REPO                                                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -11777250 | PA      | $-11777250.00 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     31063872 | PA      | $31063872.00  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |    -98706205 | PA      | $-56484625.51 | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                      | RRP ROMANIA(REPUBLIC OF)                                                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -14879710 | PA      | $-14879710.13 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SA                                                     | YPF SA                                                                                                                       | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |       145200 | NS      | $5289636.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                   | RRP ROMANIA(REPUBLICOF)                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | US        |    -16993357 | PA      | $-16993356.53 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     54355523 | PA      | $54355523.03  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| BB INDONESIA(REPUBLIC OF)                                  | BB INDONESIA(REPUBLIC OF)                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |     22554846 | PA      | $22554846.07  | 0.39%             | 2026-08-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOV REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     56705136 | PA      | $56705135.55  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEWZEALAND REPO                                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |   -111874123 | PA      | $-64019966.64 | -1.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEWZEALAND REPO                                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |    -87503551 | PA      | $-50073906.44 | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP ECUADOR GOVERNMENT REPO                                                                                                  | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |     -9684938 | PA      | $-9684937.50  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP KUWAIT GOV REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -18000000 | PA      | $-18000000.00 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP KUWAIT GOV REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -11697660 | PA      | $-11697660.00 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP KUWAIT GOV REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -18800000 | PA      | $-18800000.00 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP KUWAIT GOV REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -11066250 | PA      | $-11066250.00 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | RRP ROMANIA REPO                                                                                                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | US        |    -16501527 | PA      | $-16501527.36 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | RRP ROMANIAN GOV REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | US        |    -16942860 | PA      | $-16942860.45 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | RRP ISRAEL(STATE OF) REPO                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | US        |    -15083280 | PA      | $-15083280.00 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | RRP ISRAEL(STATE OF) REPO                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | US        |    -12794276 | PA      | $-12794276.00 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | RRP ROMANIA REPO                                                                                                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | US        |    -31542720 | PA      | $-31542720.34 | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP ANGOLAN GOV REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |     -9191250 | PA      | $-9191250.00  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP ROMANIA REPO                                                                                                             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -10393130 | PA      | $-10393130.46 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | RRP KUWAIT GOV REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -22781250 | PA      | $-22781250.00 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB CAMEROON REPO                                                                                                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      9836474 | PA      | $9836473.62   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB CAMEROON REPO                                                                                                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4050761 | PA      | $4050761.41   | 0.07%             |  |  |  | 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        |    566192000 | OU      | $-10103135.71 | -0.17%            |  |  |  | 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        |    353235000 | OU      | $8224981.60   | 0.14%             |  |  |  | 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      | $-422334.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV2M23 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XV2M23 CDS USD P F  1.00000 2 CCPSOVEREIGN                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      9464000 | OU      | $318255.77    | 0.01%             |  |  |  | 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      | $106835.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BEV557SG8 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV557SG8 IRS EUR P F   .82450 2 CCPOIS                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2700000 | OU      | $1154866.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BEV559SL3 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV559SL3 IRS EUR P F   .85600 2 CCPOIS                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2702000 | OU      | $1137143.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BEV56T8Q9 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV56T8Q9 IRS EUR P F  1.28850 2 CCPOIS                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       970000 | OU      | $316994.03    | 0.01%             |  |  |  | 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      | $181270.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAVNW3 IRS EUR R F  3.25680 2 CCPVANILLA / Short: SMIBAVNW3 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       600040 | OU      | $35365.51     | 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      | $71489.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAZFX1 IRS EUR R F  3.31230 2 CCPVANILLA / Short: SMIBAZFX1 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1200079 | OU      | $75623.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBB2Z03 IRS EUR R F  3.20380 2 CCPVANILLA / Short: SMIBB2Z03 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1200079 | OU      | $66005.41     | 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      | $89250.82     | 0.00%             |  |  |  | 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      | $-49389.86    | -0.00%            |  |  |  | No            |                  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      | $-85806.78    | -0.00%            |  |  |  | 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      | $-77027.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BMID8HAM9 CDS USD R F  1.00000 BMID8HAN7 CORPORATE / Short: BMID8HAM9 CDS USD P V 03MEVENT BMID8HAP2 CORPORATE         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      1100000 | OU      | $-10049.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BMID8JKP7 CDS USD R F  1.00000 BMID8JKQ5 CORPORATE / Short: BMID8JKP7 CDS USD P V 03MEVENT BMID8JKR3 CORPORATE         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      1100000 | OU      | $-10049.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIDR5JU7 IRS TWD R V 03MCPTW BMIDR5JW3 CCPNDF / Short: BMIDR5JU7 IRS TWD P F  1.89500 BMIDR5JV5 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1467000000 | OU      | $-455757.35   | -0.01%            |  |  |  | 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        |     37104010 | OU      | $334455.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIDYQ199 IRS TWD R V 03MCPTW BMIDYQ1B4 CCPNDF / Short: BMIDYQ199 IRS TWD P F  1.62500 BMIDYQ1A6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    459000000 | OU      | $21214.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     44196210 | OU      | $434492.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEC9FW3 IRS TWD R V 03MCPTW BMIEC9FY9 CCPNDF / Short: BMIEC9FW3 IRS TWD P F  1.90500 BMIEC9FX1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    445100000 | OU      | $-150586.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEC9H50 IRS TWD R V 03MCPTW BMIEC9H76 CCPNDF / Short: BMIEC9H50 IRS TWD P F  1.91250 BMIEC9H68 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    855900000 | OU      | $-298725.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEC9E20 IRS TWD R V 03MCPTW BMIEC9E46 CCPNDF / Short: BMIEC9E20 IRS TWD P F  1.91050 BMIEC9E38 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    934000000 | OU      | $-323319.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F  2.69000 BMIED1R30 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27970000000 | OU      | $342840.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F  2.70000 BMIED1UD4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11154000000 | OU      | $130067.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F  2.79200 BMIED9T23 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10659000000 | OU      | $65813.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F  2.80500 BMIED9UX3 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  28310000000 | OU      | $152851.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIEDNDV5 CDS USD R F  1.00000 BMIEDNDW3 CORPORATE / Short: BMIEDNDV5 CDS USD P V 03MEVENT BMIEDNDX1 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     18400000 | OU      | $-261044.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F  2.79250 BMIEDFPX5 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14157000000 | OU      | $86989.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F  2.68500 BMIEEULN7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13642000000 | OU      | $171283.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F  2.63000 BMIEGHUF1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7569000000 | OU      | $119860.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIENB8H7 CDS USD R F  1.00000 BMIENB8J3 CORPORATE / Short: BMIENB8H7 CDS USD P V 03MEVENT BMIENB8K0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     24841198 | OU      | $-124783.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEPESP9 IRS NZD R V 03MNZDBB BMIEPESR5 CCPVANILLA / Short: BMIEPESP9 IRS NZD P F  4.20500 BMIEPESQ7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6000000 | OU      | $-162501.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEPESK0 IRS NZD R V 03MNZDBB BMIEPESM6 CCPVANILLA / Short: BMIEPESK0 IRS NZD P F  4.20400 BMIEPESL8 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     62650000 | OU      | $-1693816.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEPUHL4 IRS NZD R V 03MNZDBB BMIEPUHN0 CCPVANILLA / Short: BMIEPUHL4 IRS NZD P F  4.25000 BMIEPUHM2 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     88580000 | OU      | $-2587917.32  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B9707Z0K8 CDS USD R V 03MEVENT Z9707Z0W2 CCPCDX / Short: B9707Z0K8 CDS USD P F  5.00000 Z9707Z0Q5 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     10300000 | OU      | $-777636.40   | -0.01%            |  |  |  | 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        |    157269129 | OU      | $1544214.57   | 0.03%             |  |  |  | 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      | $-100147.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEQC254 IRS TWD R V 03MCPTW BMIEQC270 CCPNDF / Short: BMIEQC254 IRS TWD P F  1.77700 BMIEQC262 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    811500000 | OU      | $-122185.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEQCAY2 IRS TWD R V 03MCPTW BMIEQCB05 CCPNDF / Short: BMIEQCAY2 IRS TWD P F  1.78900 BMIEQCAZ9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    439000000 | OU      | $-74019.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEQG2M8 IRS TWD R V 03MCPTW BMIEQG2P1 CCPNDF / Short: BMIEQG2M8 IRS TWD P F  1.79250 BMIEQG2N6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    580100000 | OU      | $-100863.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: SMIERUVT9 CDS USD R F  1.00000 BMIERUVU6 CCPCORPORATE / Short: SMIERUVT9 CDS USD P V 03MEVENT BMIERUVV4 CCPCORPORATE   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      4560000 | OU      | $-453003.81   | -0.01%            |  |  |  | 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      | $-12822.72    | -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      | $-38221.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33571640 | OU      | $61971.63     | 0.00%             |  |  |  | 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      | $117973.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEW2VT5 IRS ZAR R F  8.71200 BMIEW2VU2 CCPVANILLA / Short: SMIEW2VT5 IRS ZAR P V 03MJIBAR BMIEW2VV0 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1024664262 | OU      | $3841591.17   | 0.07%             |  |  |  | No            |                  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      | $5209892.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEYMUF0 IRS TWD R V 03MCPTW BMIEYMUH6 CCPNDF / Short: BMIEYMUF0 IRS TWD P F  1.49250 BMIEYMUG8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1635945000 | OU      | $121968.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEYMUZ6 IRS TWD R V 03MCPTW BMIEYMV10 CCPNDF / Short: BMIEYMUZ6 IRS TWD P F  1.49000 BMIEYMV02 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1317900000 | OU      | $100108.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEYN7M9 IRS TWD R V 03MCPTW BMIEYN7P2 CCPNDF / Short: BMIEYN7M9 IRS TWD P F  1.57500 BMIEYN7N7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    683930000 | OU      | $104730.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEYMWD3 IRS TWD R V 03MCPTW BMIEYMWF8 CCPNDF / Short: BMIEYMWD3 IRS TWD P F  1.55000 BMIEYMWE1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    526405000 | OU      | $100393.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZ0GU0 IRS EUR R F  2.33180 BMIEZ0GV8 CCPVANILLA / Short: SMIEZ0GU0 IRS EUR P V 06MEURIB BMIEZ0GW6 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13769643 | OU      | $-107498.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZH5L5 IRS KRW R F  2.33750 BMIEZH5M3 CCPNDF / Short: SMIEZH5L5 IRS KRW P V 03MKSDA BMIEZH5N1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 122056000000 | OU      | $-366994.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZJER8 IRS KRW R F  2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 112694000000 | OU      | $-349025.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZJHY0 IRS KRW R F  2.34000 BMIEZJHZ7 CCPNDF / Short: SMIEZJHY0 IRS KRW P V 03MKSDA BMIEZJJ02 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 182303000000 | OU      | $-542667.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZHFS9 IRS KRW R F  2.32330 BMIEZHFT7 CCPNDF / Short: SMIEZHFS9 IRS KRW P V 03MKSDA BMIEZHFU4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  86689000000 | OU      | $-275476.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF0FJ70 IRS KRW R V 03MKSDA BMIF0FJ96 CCPNDF / Short: BMIF0FJ70 IRS KRW P F  2.64500 BMIF0FJ88 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19802000000 | OU      | $321583.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0FJ47 IRS KRW R F  2.33250 BMIF0FJ54 CCPNDF / Short: SMIF0FJ47 IRS KRW P V 03MKSDA BMIF0FJ62 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  77402000000 | OU      | $-280673.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF0GQA3 IRS KRW R V 03MKSDA BMIF0GQC9 CCPNDF / Short: BMIF0GQA3 IRS KRW P F  2.64450 BMIF0GQB1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23579000000 | OU      | $383344.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0DWQ8 IRS KRW R F  2.32700 BMIF0DWR6 CCPNDF / Short: SMIF0DWQ8 IRS KRW P V 03MKSDA BMIF0DWS4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 185327000000 | OU      | $-686038.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0FCT9 IRS KRW R F  2.32450 BMIF0FCU6 CCPNDF / Short: SMIF0FCT9 IRS KRW P V 03MKSDA BMIF0FCV4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 109257000000 | OU      | $-408194.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF0GZH8 IRS KRW R V 03MKSDA BMIF0GZK1 CCPNDF / Short: BMIF0GZH8 IRS KRW P F  2.64700 BMIF0GZJ4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40111000000 | OU      | $645858.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF18SE0 IRS ZAR R F  8.75500 BMIF18SF7 CCPVANILLA / Short: SMIF18SE0 IRS ZAR P V 03MJIBAR BMIF18SG5 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    506130000 | OU      | $1933423.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF1T723 IRS ZAR R F  8.64600 BMIF1T731 CCPVANILLA / Short: SMIF1T723 IRS ZAR P V 03MJIBAR BMIF1T749 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    585870000 | OU      | $1978103.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF3FFK2 IRS ZAR R F  8.48000 BMIF3FFL0 CCPVANILLA / Short: SMIF3FFK2 IRS ZAR P V 03MJIBAR BMIF3FFM8 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    463495000 | OU      | $1251753.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF3F3T6 IRS ZAR R F  8.49000 BMIF3F3U3 CCPVANILLA / Short: SMIF3F3T6 IRS ZAR P V 03MJIBAR BMIF3F3V1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    323305000 | OU      | $886304.18    | 0.02%             |  |  |  | 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      | $162834.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF6GDZ6 IRS TWD R V 03MCPTW BMIF6GE10 CCPNDF / Short: BMIF6GDZ6 IRS TWD P F  1.54300 BMIF6GE02 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2953845000 | OU      | $142671.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF6GDF0 IRS TWD R V 03MCPTW BMIF6GDH6 CCPNDF / Short: BMIF6GDF0 IRS TWD P F  1.59750 BMIF6GDG8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1210335000 | OU      | $171020.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF85WN4 IRS TWD R V 03MCPTW BMIF85WQ7 CCPNDF / Short: BMIF85WN4 IRS TWD P F  1.63700 BMIF85WP9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1174800000 | OU      | $92666.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     11463000 | OU      | $-87756.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIF8GX74 CDS USD R F  1.00000 BMIF8GX82 CORPORATE / Short: BMIF8GX74 CDS USD P V 03MEVENT BMIF8GX90 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      9212000 | OU      | $-30194.73    | -0.00%            |  |  |  | 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      | $-4740.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF8YCP8 CDS USD R F  1.00000 BMIF8YCQ6 CORPORATE / Short: BMIF8YCP8 CDS USD P V 03MEVENT BMIF8YCR4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      9000000 | OU      | $-9985.68     | -0.00%            |  |  |  | No            |                  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      | $-165255.08   | -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      | $-32727.95    | -0.00%            |  |  |  | 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      | $-58472.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIFASWD3 IRS COP R V 03MCPIBR BMIFASWF8 CCPNDFOIS / Short: BMIFASWD3 IRS COP P F  8.35250 BMIFASWE1 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  98072500000 | OU      | $430413.57    | 0.01%             |  |  |  | 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      | $140236.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFASWV3 IRS PLN R V 03MWIBOR BMIFASWX9 CCPVANILLA / Short: BMIFASWV3 IRS PLN P F  4.48500 BMIFASWW1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    325964000 | OU      | $-117304.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIFAT4V2 IRS COP R V 03MCPIBR BMIFAT4X8 CCPNDFOIS / Short: BMIFAT4V2 IRS COP P F  8.36700 BMIFAT4W0 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 310869200000 | OU      | $1335601.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIFAT2J1 IRS COP R V 03MCPIBR BMIFAT2L6 CCPNDFOIS / Short: BMIFAT2J1 IRS COP P F  8.33500 BMIFAT2K8 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 116993000000 | OU      | $526495.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIFASL29 TRS USD R V 00MSOFR TRS R V SOFR -85BPS / Short: BMIFASL29 TRS USD P E TRS P E JPEIDIVR                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     14500000 | OU      | $-659131.13   | -0.01%            |  |  |  | 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      | $-148826.03   | -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      | $-35763.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFDFBR0 IRS TWD R V 03MCPTW BMIFDFBT6 CCPNDF / Short: BMIFDFBR0 IRS TWD P F  1.75800 BMIFDFBS8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1900000000 | OU      | $-213461.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFEXHA1 IRS PLN R V 03MWIBOR BMIFEXHC7 CCPVANILLA / Short: BMIFEXHA1 IRS PLN P F  4.36153 BMIFEXHB9 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1790770000 | OU      | $-976413.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFEVRG1 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIFEVRG1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  65676000000 | OU      | $-11279.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFF6VG0 IRS PLN R F  4.70500 BMIFF6VH8 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR BMIFF6VJ4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1398990000 | OU      | $1229808.05   | 0.02%             |  |  |  | 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      | $-1162529.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFGW4K3 CDS USD R F  1.00000 BMIFGW4L1 CORPORATE / Short: BMIFGW4K3 CDS USD P V 03MEVENT BMIFGW4M9 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     19000000 | OU      | $278694.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIFH8EM0 CDS USD R F  1.00000 BMIFH8EN8 CORPORATE / Short: BMIFH8EM0 CDS USD P V 03MEVENT BMIFH8EP3 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      8000000 | OU      | $117345.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: BMIFH4EV9 CDS USD R V 03MEVENT BMIFH4EX5 CCPSOVEREIGN / Short: BMIFH4EV9 CDS USD P F  1.00000 BMIFH4EW7 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     96200000 | OU      | $-2758827.45  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUW501 CDS USD R V 03MEVENT Z92XUW519 CCPSOVEREIGN / Short: B92XUW501 CDS USD P F  1.00000 Z92XUW527 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    377800000 | OU      | $24004459.94  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUV5K9 CDS USD R V 03MEVENT Z92XUV5L7 CCPSOVEREIGN / Short: B92XUV5K9 CDS USD P F  1.00000 Z92XUV5M5 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    169254000 | OU      | $-5699645.38  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUV2X4 CDS USD R V 03MEVENT Z92XUV2Y2 CCPSOVEREIGN / Short: B92XUV2X4 CDS USD P F  1.00000 Z92XUV2Z9 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     67709000 | OU      | $-1201015.47  | -0.02%            |  |  |  | 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      | $629319.23    | 0.01%             |  |  |  | No            |                  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        |     36800000 | OU      | $-2673121.09  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B978T5JT4 CDS USD R V 03MEVENT Z978T5MH6 CCPCDX / Short: B978T5JT4 CDS USD P F  1.00000 Z978T5KR6 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    227435260 | OU      | $-4985958.58  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B978T5JZ0 CDS EUR R V 03MEVENT Z978T5N85 CCPCDX / Short: B978T5JZ0 CDS EUR P F  5.00000 Z978T5KX3 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     96698596 | OU      | $-11508903.58 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFLB5X4 IRS MXN R F  6.93600 BMIFLB5Y2 CCPOIS / Short: SMIFLB5X4 IRS MXN P V 01MTIEF BMIFLB5Z9 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2185000000 | OU      | $-88159.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFLBMY3 IRS MXN R F  6.93360 BMIFLBMZ0 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 01MTIEF BMIFLBN06 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3403200000 | OU      | $-145481.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BMIFLC7S1 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIFLC7S1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | CO        | 180430000000 | OU      | $-343197.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BMIFLL173 TRS COP R V 00MDTF DTF RATE 90D NON COMPOUNDING / Short: BMIFLL173 TRS COP P F   .00000 ACI05MPY0 BOND TRS   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | CO        | 180430000000 | OU      | $222151.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: BMIFLJXF5 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIFLJXF5 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        | 133276000000 | OU      | $-209560.30   | -0.00%            |  |  |  | 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      | $-1067670.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFLVAZ9 IRS TWD R V 03MCPTW BMIFLVB13 CCPNDF / Short: BMIFLVAZ9 IRS TWD P F  1.77250 BMIFLVB05 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1910770000 | OU      | $-220408.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFMJ9D6 IRS ILS R F  3.90650 BMIFMJ9E4 CCPOIS / Short: SMIFMJ9D6 IRS ILS P V 12MSHIR BMIFMJ9F1 CCPOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68913800 | OU      | $193283.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFMT9U6 IRS ILS R F  3.66000 BMIFMT9V4 CCPOIS / Short: SMIFMT9U6 IRS ILS P V 12MSHIR BMIFMT9W2 CCPOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    133570000 | OU      | $107242.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFNLHW9 IRS PLN R V 06MWIBOR BMIFNLHY5 CCPVANILLA / Short: BMIFNLHW9 IRS PLN P F  4.43500 BMIFNLHX7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    117090000 | OU      | $-145260.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFNLKE5 IRS ILS R F  3.80250 BMIFNLKF2 CCPOIS / Short: SMIFNLKE5 IRS ILS P V 12MSHIR BMIFNLKG0 CCPOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     72631000 | OU      | $13697.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFPDH39 TRS COP R F   .00000 ACI05MPY0 BONF TRS / Short: BMIFPDH39 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        | 273669040000 | OU      | $-416395.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFP40T0 IRS ILS R F  3.51500 BMIFP40U7 CCPOIS / Short: SMIFP40T0 IRS ILS P V 12MSHIR BMIFP40V5 CCPOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    136185000 | OU      | $-122165.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFPLV50 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIFPLV50 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        | 102855000000 | OU      | $-104037.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | Long: BMIFQJYW2 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIFQJYW2 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | CO        |  52478000000 | OU      | $-74060.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFQLP98 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIFQLP98 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  84238000000 | OU      | $-75525.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFQRER7 TRS COP R V 00MDTF DTF RATE 90DAY NON COMPOUNDING / Short: BMIFQRER7 TRS COP P F   .00000 ACI05MPY0 BOND TRS | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  75260000000 | OU      | $79503.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2082000 | PA      | $479901.00    | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nam Long Investment Corp                                   | Nam Long Investment Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      3639200 | NS      | $5491184.59   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd                                           | Asian Paints Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |        40900 | NS      | $1157561.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1669000 | PA      | $383244.13    | 0.01%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3206701800 | PA      | $162823584.49 | 2.80%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                               | Mobile World Investment Corp                                                                                                 | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |      3423800 | NS      | $10734801.80  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                        | State Bank of India                                                                                                          | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |       109000 | NS      | $1150762.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                           | Samsung C&T Corp                                                                                                             | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |        46940 | NS      | $7428313.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    131208000 | PA      | $111666405.31 | 1.92%             | 2041-08-01      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                 | Eurobank Ergasias Services and Holdings SA                                                                                   | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |      2009502 | NS      | $7558949.06   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      8035000 | PA      | $1861989.44   | 0.03%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    256000000 | PA      | $883072.86    | 0.02%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     56655000 | PA      | $27936109.34  | 0.48%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  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        |       164700 | NS      | $1096083.21   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cenergy Holdings SA                                        | Cenergy Holdings SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300P50MFNOHG4U221 | Long             | EC               | CORP              | BE        |       154785 | NS      | $2564722.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     90085110 | PA      | $50811701.97  | 0.87%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4011000 | PA      | $932060.14    | 0.02%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000000 | PA      | $605513.33    | 0.01%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     54469752 | PA      | $10757776.02  | 0.18%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TAJIKISTAN INT BOND                                        | Republic of Tajikistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900W1LSYUF3CYVU10 | Long             | DBT              | NUSS              | TJ        |       560667 | PA      | $564568.75    | 0.01%             | 2027-09-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                         | Bahrain Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -8571000 | PA      | $-9237122.18  | -0.16%            | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                                 | HDFC Life Insurance Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |       130200 | NS      | $1072438.24   | 0.02%             |  |  |  | Yes           |                  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        |       109000 | NS      | $1073320.12   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    700000000 | PA      | $3780662.48   | 0.06%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                               | HDFC Asset Management Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |        16700 | NS      | $1011559.61   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| National Bank of Greece SA                                 | National Bank of Greece SA                                                                                                   | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       600246 | NS      | $8822725.63   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan SA                                                   | Titan SA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |        44160 | NS      | $1977273.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   8265100000 | PA      | $2179151.19   | 0.04%             | 2033-02-03      | Fixed         | 14.38%                | 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      | $-11998066.30 | -0.21%            | 2029-03-07      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     18721000 | PA      | $17165027.35  | 0.29%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |       121000 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     79212000 | PA      | $22879345.61  | 0.39%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      4471000 | PA      | $159301.73    | 0.00%             | 2023-07-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2860000000 | PA      | $9130459.58   | 0.16%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                      | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     15279000 | PA      | $12849854.59  | 0.22%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    141946000 | PA      | $37306833.80  | 0.64%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2081000 | PA      | $1561327.43   | 0.03%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    402310000 | PA      | $3894251.61   | 0.07%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      9626000 | PA      | $2218793.00   | 0.04%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                                            | State of Israel                                                                                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     44276000 | PA      | $30513790.10  | 0.52%             | 2060-05-13      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds                     | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     49141877 | PA      | $44952531.99  | 0.77%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds                     | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     16492414 | PA      | $12678543.26  | 0.22%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                        | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     36668222 | PA      | $28738718.99  | 0.49%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      7137000 | PA      | $5471520.39   | 0.09%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 125134700000 | PA      | $35079477.19  | 0.60%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      5381000 | PA      | $5958891.88   | 0.10%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                        | Republic of Armenia International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Short            | DBT              | NUSS              | AM        |     -8028000 | PA      | $-7374899.40  | -0.13%            | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                           | Mexican Udibonos                                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2416024296 | PA      | $118738890.94 | 2.04%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lodha Developers Ltd                                       | Lodha Developers Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900B5QCN52ETNU557 | Long             | EC               | CORP              | IN        |        82800 | NS      | $1118483.45   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3331000 | PA      | $3118806.14   | 0.05%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3335000 | PA      | $2566213.39   | 0.04%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                              | Piraeus Financial Holdings SA                                                                                                | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |       805851 | NS      | $6293865.86   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      6284000 | PA      | $235650.00    | 0.00%             | 2024-06-04      | None          | 0.00%                 | Yes           |                  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      | $924117.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                       | Republic of Cameroon International Bond                                                                                      | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Short            | DBT              | NUSS              | CM        |     -9724000 | PA      | $-9160910.03  | -0.16%            | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4160000 | PA      | $4308261.77   | 0.07%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3537000 | PA      | $2710200.70   | 0.05%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     19891000 | PA      | $21475253.68  | 0.37%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |      5500000 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| One 97 Communications Ltd                                  | One 97 Communications Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZRHU5J6GSTMI23 | Long             | EC               | CORP              | IN        |        75900 | NS      | $1112907.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -10015000 | PA      | $-9752936.59  | -0.17%            | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       691000 | PA      | $709395.55    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |    -16578000 | PA      | $-18867696.30 | -0.32%            | 2032-05-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2030000 | PA      | $2045144.67   | 0.04%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                         | KWG Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      2385000 | PA      | $149360.63    | 0.00%             | 2024-08-30      | None          | 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      | $55695181.39  | 0.96%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4064000 | PA      | $4522595.29   | 0.08%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9532000 | PA      | $599602.17    | 0.01%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     71599694 | PA      | $6018364.57   | 0.10%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8163072 | PA      | $614294.31    | 0.01%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     36165106 | PA      | $2606519.12   | 0.04%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     18023470 | PA      | $1252416.85   | 0.02%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     30486302 | PA      | $2009404.86   | 0.03%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     14025931 | PA      | $895579.81    | 0.02%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     20138122 | PA      | $1273973.13   | 0.02%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     12956000 | PA      | $812786.78    | 0.01%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -6435000 | PA      | $-7189821.19  | -0.12%            | 2035-04-18      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1720950000 | PA      | $4573777.34   | 0.08%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1586875000 | PA      | $4230632.53   | 0.07%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |  14323700000 | PA      | $38500331.53  | 0.66%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4274790000 | PA      | $11410847.49  | 0.20%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    592250000 | PA      | $1559392.64   | 0.03%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   2010910000 | PA      | $22858698.11  | 0.39%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  55618000000 | PA      | $13783973.88  | 0.24%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    185446000 | PA      | $308203.23    | 0.01%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                                  | Hindustan Aeronautics Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |        19900 | NS      | $1048310.69   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 367300000000 | PA      | $31623617.37  | 0.54%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4481526270 | PA      | $96215855.13  | 1.65%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   5127180000 | PA      | $56436036.66  | 0.97%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       770407 | PA      | $118504.00    | 0.00%             | 2026-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       768541 | PA      | $119623.41    | 0.00%             | 2026-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2328064 | PA      | $360849.92    | 0.01%             | 2029-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1544554 | PA      | $239405.87    | 0.00%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2322443 | PA      | $359978.67    | 0.01%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1096229 | PA      | $169740.10    | 0.00%             | 2030-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       904461 | PA      | $122102.24    | 0.00%             | 2032-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                                     | Itau BBA International PLC                                                                                                   | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |  26686800000 | PA      | $3785789.45   | 0.07%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  15393637000 | PA      | $21522839.67  | 0.37%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                            | Athens International Airport SA                                                                                              | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |        18592 | NS      | $214620.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -6258000 | PA      | $-6908370.41  | -0.12%            | 2036-02-12      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    126440000 | PA      | $208208.64    | 0.00%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14815000 | PA      | $16844665.04  | 0.29%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4140000 | PA      | $2393545.98   | 0.04%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                               | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1939780 | PA      | $2021856.14   | 0.03%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                               | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      8700000 | PA      | $9181545.00   | 0.16%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    135850000 | PA      | $80451226.42  | 1.38%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                        | Bank of Georgia JSC                                                                                                          | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |     13954000 | PA      | $14442740.94  | 0.25%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                            | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        | 234440000000 | PA      | $20253960.46  | 0.35%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |   1230400000 | PA      | $15327615.97  | 0.26%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    197200000 | PA      | $2381500.13   | 0.04%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2763000 | PA      | $3103933.52   | 0.05%             | 2037-05-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  60000000000 | PA      | $5144094.75   | 0.09%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                        | Senegal Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Short            | DBT              | NUSS              | SN        |    -15091000 | PA      | $-11901614.94 | -0.20%            | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    288932000 | PA      | $93580629.03  | 1.61%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                   | National Bank of Uzbekistan                                                                                                  | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        | 229510000000 | PA      | $19749538.83  | 0.34%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                     | Republic of Poland Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    541518185 | PA      | $132557309.82 | 2.28%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    805900000 | PA      | $9702907.39   | 0.17%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  10000000000 | PA      | $871213.18    | 0.01%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |   2338600000 | PA      | $28973710.52  | 0.50%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                       | Republic of Cameroon International Bond                                                                                      | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Short            | DBT              | NUSS              | CM        |     -2769000 | PA      | $-2636147.78  | -0.05%            | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 603076100000 | PA      | $159496813.37 | 2.74%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     90000000 | PA      | $51840771.10  | 0.89%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    980209000 | PA      | $21257981.61  | 0.37%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3889000 | PA      | $2693508.26   | 0.05%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     17563756 | PA      | $9017789.28   | 0.15%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     19803000 | PA      | $11163018.03  | 0.19%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     16938404 | PA      | $8686917.74   | 0.15%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     11753000 | PA      | $6553262.89   | 0.11%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9644000 | PA      | $5318445.92   | 0.09%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6156000 | PA      | $6035999.55   | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     17538000 | PA      | $19494501.42  | 0.33%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    378121000 | PA      | $8284704.03   | 0.14%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |     27531000 | PA      | $30038100.05  | 0.52%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GHANA COCOA BOND                                           | Ghana Cocoa Bond                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     14277482 | PA      | $1182031.42   | 0.02%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                                           | Ghana Cocoa Bond                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      4281482 | PA      | $369279.79    | 0.01%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   6921729000 | PA      | $149035358.88 | 2.56%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3998733783 | PA      | $88098797.37  | 1.51%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1713480000 | PA      | $5484324.07   | 0.09%             | 2037-10-29      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4438057000 | PA      | $6832786.79   | 0.12%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     83800000 | PA      | $1078240.63   | 0.02%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1770000000 | PA      | $6086734.66   | 0.10%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    252000000 | PA      | $884233.15    | 0.02%             | 2029-06-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    738000000 | PA      | $2268091.63   | 0.04%             | 2032-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   6703000000 | PA      | $20182535.51  | 0.35%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                     | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2274000 | PA      | $2564419.20   | 0.04%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   7894768000 | PA      | $5460041.64   | 0.09%             | 2025-11-25      | None          | 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      | $9147388.63   | 0.16%             | 2038-06-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     12500000 | PA      | $10924512.88  | 0.19%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      8983000 | PA      | $8320462.70   | 0.14%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      8508000 | PA      | $8040060.00   | 0.14%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |            0 | PA      | $0.00         | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |            0 | PA      | $0.00         | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    351900000 | PA      | $7200559.77   | 0.12%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   1472125000 | PA      | $29827006.96  | 0.51%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  11842151000 | PA      | $8008108.12   | 0.14%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2911000000 | PA      | $10020207.96  | 0.17%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  11921652000 | PA      | $8029423.80   | 0.14%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     93521000 | PA      | $2343926.15   | 0.04%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $610788.49    | 0.01%             | 2043-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $613977.98    | 0.01%             | 2042-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $629128.09    | 0.01%             | 2041-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $636703.14    | 0.01%             | 2039-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $645872.94    | 0.01%             | 2037-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $655441.43    | 0.01%             | 2036-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $633114.96    | 0.01%             | 2040-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242760516 | PA      | $640690.01    | 0.01%             | 2038-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  17761889000 | PA      | $18802530.38  | 0.32%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    315900000 | PA      | $3776871.34   | 0.06%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    345600000 | PA      | $4253143.65   | 0.07%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                              | MBH Bank Nyrt                                                                                                                | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |     12633000 | PA      | $14909901.64  | 0.26%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1175000000 | PA      | $4058020.06   | 0.07%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  59938947000 | PA      | $39917646.57  | 0.69%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  53441668000 | PA      | $35853977.61  | 0.62%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9693000 | PA      | $11733543.95  | 0.20%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14584000 | PA      | $16022575.53  | 0.28%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    732800000 | PA      | $8609460.61   | 0.15%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     28777000 | PA      | $34179301.39  | 0.59%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    237700000 | PA      | $2803295.39   | 0.05%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     70350000 | PA      | $1388993.59   | 0.02%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 510000000000 | PA      | $43924915.86  | 0.75%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     92900000 | PA      | $1108076.94   | 0.02%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    210000000 | PA      | $725531.96    | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   6512693000 | PA      | $8550280.20   | 0.15%             | 2031-05-10      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1320000000 | PA      | $4577485.20   | 0.08%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                                      | Albanian Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    280700000 | PA      | $3314417.95   | 0.06%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                     | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     45190000 | PA      | $53080209.23  | 0.91%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bonds                    | Romanian Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8123000 | PA      | $9780095.61   | 0.17%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  16579012000 | PA      | $10999768.47  | 0.19%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     23022000 | PA      | $27619231.48  | 0.47%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   3190000000 | PA      | $10993967.49  | 0.19%             | 2029-12-15      | Fixed         | 11.00%                | 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      | $18287199.49  | 0.31%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| MBH BANK NYRT                                              | MBH Bank Nyrt                                                                                                                | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      3917000 | PA      | $4830588.37   | 0.08%             | 2035-11-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     83000000 | PA      | $1549290.28   | 0.03%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   6960848000 | PA      | $147038706.05 | 2.52%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5273744000 | PA      | $3628724.05   | 0.06%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  15840101000 | PA      | $11045638.26  | 0.19%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   7597860000 | PA      | $19521840.90  | 0.34%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                                    | Porteast Investment Pvt Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |   1950000000 | PA      | $23777275.86  | 0.41%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                         | TBC Bank Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        | 163450000000 | PA      | $13649095.93  | 0.23%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    387000000 | PA      | $9639814.89   | 0.17%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    327339000 | PA      | $8112974.32   | 0.14%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     93521000 | PA      | $2284883.58   | 0.04%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                                                                       | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  66427600000 | PA      | $5535004.83   | 0.10%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    317603000 | PA      | $7887243.99   | 0.14%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  11841259000 | PA      | $17101402.88  | 0.29%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2368251000 | PA      | $3957625.38   | 0.07%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    505000000 | PA      | $1704894.33   | 0.03%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   3364825000 | PA      | $60745620.93  | 1.04%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   5147839000 | PA      | $8767150.03   | 0.15%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| FED OF BOSNIA&HERZ                                         | Federation of Bosnia & Herzegovina Eurobond                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |      6972000 | PA      | $8383418.18   | 0.14%             | 2030-07-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      1269987 | PA      | $36990.05     | 0.00%             | 2033-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       733328 | PA      | $35749.74     | 0.00%             | 2026-07-21      | 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        |      1269987 | PA      | $30639.71     | 0.00%             | 2034-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      4625570 | PA      | $173458.88    | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       846658 | PA      | $27516.39     | 0.00%             | 2032-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   5107000000 | PA      | $16834720.50  | 0.29%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  14792260000 | PA      | $9767788.66   | 0.17%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  61191090000 | PA      | $46635210.58  | 0.80%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   9868460000 | PA      | $6345130.39   | 0.11%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   7584590000 | PA      | $86059149.53  | 1.48%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   9868459000 | PA      | $6057839.18   | 0.10%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3947384000 | PA      | $2680535.84   | 0.05%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    107576755 | PA      | $65150776.79  | 1.12%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        | 584720000000 | PA      | $48679900.78  | 0.84%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM                                      | Kazakhstan Treasury Bill - MEKKAM                                                                                            | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |  26812766500 | PA      | $46252111.79  | 0.79%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE BANK JSC                                             | State Bank LLC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MN        |      9890000 | PA      | $9889326.69   | 0.17%             | 2028-09-25      | Fixed         | 8.90%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  74366000000 | PA      | $48377753.67  | 0.83%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                           | Kuwait International Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     66740000 | PA      | $66623257.06  | 1.14%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                           | Kuwait International Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     57993000 | PA      | $58304412.55  | 1.00%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   5582000000 | PA      | $2413719.91   | 0.04%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                            | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        | 153630000000 | PA      | $12702864.09  | 0.22%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     31140000 | PA      | $35977819.81  | 0.62%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     22140000 | PA      | $25349265.43  | 0.44%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |  16461000000 | PA      | $7031469.26   | 0.12%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  89218534000 | PA      | $57580069.20  | 0.99%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     71842000 | PA      | $69632253.59  | 1.20%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     26943000 | PA      | $26339887.68  | 0.45%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    880750000 | PA      | $17845044.67  | 0.31%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  34112256000 | PA      | $21775011.12  | 0.37%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Techcom Securities JSC                                     | Techcom Securities JSC                                                                                                       | CUSIP: 000000000<br>LEI: 254900HZTWFQ8DNFXG27 | Long             | EC               | CORP              | VN        |      1522736 | NS      | $2618423.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     27400000 | PA      | $27846585.48  | 0.48%             | 2030-10-23      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  82008622000 | PA      | $50933944.61  | 0.87%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  89392122000 | PA      | $56695158.39  | 0.97%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    944925000 | PA      | $17872723.70  | 0.31%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1165425000 | PA      | $19931735.83  | 0.34%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  96758571000 | PA      | $59424540.18  | 1.02%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     54785000 | PA      | $2479240.27   | 0.04%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     34242000 | PA      | $1616830.68   | 0.03%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     11985000 | PA      | $566592.81    | 0.01%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     67555000 | PA      | $3055697.89   | 0.05%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    227500000 | PA      | $4701912.79   | 0.08%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   2416800000 | PA      | $41184472.90  | 0.71%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |     17500000 | PA      | $17412500.00  | 0.30%             | 2030-11-03      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Commodities Exchange Center                                | GOLD 100 OZ FUTR DEC25                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          257 | NC      | $-5235801.90  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | STOXX EUROPE 600 DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1756 | NC      | $-1604399.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BOBL FUTURE DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -658 | NC      | $-402521.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1854 | NC      | $77582.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI OPTN DEC25P 5350                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          256 | NC      | $88960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUXL 30Y BND DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -13 | NC      | $-67440.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -156 | NC      | $-261010.62   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1853 | NC      | $-2712663.27  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1195 | NC      | $2771490.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI OPTN DEC25P 5400                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          250 | NC      | $93125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -145 | NC      | $-18808.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX BANK DEC25                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -5158 | NC      | $-231988.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -50 | NC      | $28061.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                             | JPN 10Y BOND(OSE) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           -4 | NC      | $29287.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2592 | NC      | $24490.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUN26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         1713 | NC      | $5995500.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI OPTN DEC25P 5450                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          739 | NC      | $293752.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE DEC26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          842 | NC      | $4454180.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUN26P 42                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          794 | NC      | $349360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUN26P 50                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          634 | NC      | $691060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE DEC26P 50                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          436 | NC      | $976640.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE DEC26P 55                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          786 | NC      | $2751000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE DEC26P 58                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          179 | NC      | $805500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencosud SA                                                | Cencosud SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |      1647000 | NS      | $5101438.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenith Bank PLC                                            | Zenith Bank PLC                                                                                                              | CUSIP: 000000000<br>LEI: 029200268F8M5YI5I629 | Long             | EC               | CORP              | NG        |     43000662 | NS      | $1891872.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                                       | UltraTech Cement Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |         7800 | NS      | $1048869.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                              | Tata Consultancy Services Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       138300 | NS      | $4759830.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                                           | GS Holdings Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        26011 | NS      | $874269.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Bank PLC                                          | Fidelity Bank PLC                                                                                                            | CUSIP: 000000000<br>LEI: 029200298A5K5WI0F567 | Long             | EC               | CORP              | NG        |      7594240 | NS      | $100946.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Investments Corp                                        | SM Investments Corp                                                                                                          | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |       336590 | NS      | $4165068.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                                 | Ayala Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |       172120 | NS      | $1367812.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambuja Cements Ltd                                         | Ambuja Cements Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 335800NT6LQHR1428E20 | Long             | EC               | CORP              | IN        |       169700 | NS      | $1079120.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                    | ITC Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       242800 | NS      | $1149300.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                   | Hana Financial Group Inc                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        43853 | NS      | $2627170.53   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                              | Samsung Life Insurance Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |        30452 | NS      | $3290924.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemadept Corp                                              | Gemadept Corp                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1716400 | NS      | $4442690.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KIDO Group Corp                                            | KIDO Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        62877 | NS      | $123344.70    | 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      | $2848515.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Dairy Products JSC                                 | Vietnam Dairy Products JSC                                                                                                   | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |       966596 | NS      | $2116051.35   | 0.04%             |  |  |  | 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      | $3392637.49   | 0.06%             |  |  |  | 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      | $2157681.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Commercial Bank JSC                                   | Asia Commercial Bank JSC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |      2222800 | NS      | $2157272.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT Corp                                                   | FPT Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2237067 | NS      | $8826717.37   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Icelandair Group HF                                        | Icelandair Group HF                                                                                                          | CUSIP: 000000000<br>LEI: 549300UMI5MBLZSXGL15 | Long             | EC               | CORP              | IS        |    138342419 | NS      | $905404.50    | 0.02%             |  |  |  | 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      | $134213.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSI Securities Corp                                        | SSI Securities Corp                                                                                                          | CUSIP: 000000000<br>LEI: 213800IF2RICE613K743 | Long             | EC               | CORP              | VN        |      3865793 | NS      | $5031675.67   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                       | Eurohold Bulgaria AD                                                                                                         | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |     10954272 | NS      | $11454560.99  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Marico Ltd                                                 | Marico Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 3358003SFDQFGJPC5O84 | Long             | EC               | CORP              | IN        |       136700 | NS      | $1108117.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ideal Holdings SA                                          | Ideal Holdings SA                                                                                                            | CUSIP: 000000000<br>LEI: 2138005HALN2BC9VUD41 | Long             | EC               | CORP              | GR        |        88382 | NS      | $598373.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Healthcare Ltd                                      | Fortis Healthcare Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3358001Q5ZJC4M83WH02 | Long             | EC               | CORP              | IN        |        88300 | NS      | $1016983.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DLF Ltd                                                    | DLF Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |       125600 | NS      | $1069206.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     43901000 | PA      | $13594216.87  | 0.23%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    900000000 | PA      | $5622169.36   | 0.10%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corp                                        | CJ CheilJedang Corp                                                                                                          | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |         4157 | NS      | $668535.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vingroup JSC                                               | Vingroup JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | EC               | CORP              | VN        |       876052 | NS      | $6369989.82   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                         | Hoa Phat Group JSC                                                                                                           | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |      5620415 | NS      | $5708751.67   | 0.10%             |  |  |  | No            |                  2 | 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      | $3509802.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinh Hoan Corp                                             | Vinh Hoan Corp                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       695100 | NS      | $1556796.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                     | KB Financial Group Inc                                                                                                       | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        57419 | NS      | $4687318.83   | 0.08%             |  |  |  | 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        |      1735003 | NS      | $2362618.39   | 0.04%             |  |  |  | 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        |       892300 | NS      | $1661286.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                        | Muthoot Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |        29600 | NS      | $1060572.27   | 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        |    125931000 | PA      | $100620536.78 | 1.73%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oberoi Realty Ltd                                          | Oberoi Realty Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800TCKG1XQXN51L44 | Long             | EC               | CORP              | IN        |        57300 | NS      | $1147202.62   | 0.02%             |  |  |  | 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      | $781946.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc                                 | Meritz Financial Group Inc                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        28734 | NS      | $2226713.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Masan Group Corp                                           | Masan Group Corp                                                                                                             | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |      1882640 | NS      | $5695207.42   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Coteccons Construction JSC                                 | Coteccons Construction JSC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1487400 | NS      | $5847077.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                            | BDO Unibank Inc                                                                                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |      1536582 | NS      | $3484878.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eimskipafelag Islands hf                                   | Eimskipafelag Islands hf                                                                                                     | CUSIP: 000000000<br>LEI: 549300IUR8Q7Y44KBL02 | Long             | EC               | CORP              | IS        |       809063 | NS      | $1985376.92   | 0.03%             |  |  |  | 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      | $4336134.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Phu Nhuan Jewelry JSC                                      | Phu Nhuan Jewelry JSC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       660866 | NS      | $2377298.98   | 0.04%             |  |  |  | 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      | $4545565.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagar hf                                                   | Hagar hf                                                                                                                     | CUSIP: 000000000<br>LEI: 635400TICHH43JJTNP54 | Long             | EC               | CORP              | IS        |      6527976 | NS      | $5761076.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimar HF                                                  | Heimar HF                                                                                                                    | CUSIP: 000000000<br>LEI: 9676000V0KP4AUXNSZ66 | Long             | EC               | CORP              | IS        |      9470888 | NS      | $2848990.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| First HoldCo Plc                                           | First HoldCo Plc                                                                                                             | CUSIP: 000000000<br>LEI: 029200370B2O2ZA1C754 | Long             | EC               | CORP              | NG        |     57722000 | NS      | $1272768.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                   | Tanzania 2024 Term Loan A2                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     16200000 | PA      | $16038000.00  | 0.28%             | 2031-02-27      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                                | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |     23476250 | PA      | $27898757.85  | 0.48%             | 2028-11-24      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche C Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      2753737 | PA      | $2781274.60   | 0.05%             | 2027-05-28      | Floating      | 11.40%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche A Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      2357806 | PA      | $2381383.63   | 0.04%             | 2027-05-28      | Floating      | 11.40%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche B Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      2772611 | PA      | $2800337.26   | 0.05%             | 2027-05-28      | Floating      | 11.40%                | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     98000000 | PA      | $98000000.00  | 1.68%             | 2032-04-25      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA TERM LOAN                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     29268000 | PA      | $29067280.06  | 0.50%             | 2030-07-08      | None          | 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        |     14092000 | PA      | $13995357.06  | 0.24%             | 2030-07-08      | Floating      | 9.71%                 | 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      | $5473295.40   | 0.09%             |  |  |  | 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      | $2793342.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                | Vietnam Prosperity JSC Bank                                                                                                  | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |      1777200 | NS      | $1934566.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                                        | Georgia Capital PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |       490372 | NS      | $16687572.22  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2030000 | PA      | $1695188.83   | 0.03%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kvika banki hf                                             | Kvika banki hf                                                                                                               | CUSIP: 000000000<br>LEI: 254900WR3I1Z9NPC7D84 | Long             | EC               | CORP              | IS        |     24176345 | NS      | $3364114.83   | 0.06%             |  |  |  | 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      | $4039295.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IDICO Corp JSC                                             | IDICO Corp JSC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1239555 | NS      | $1791226.81   | 0.03%             |  |  |  | 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      | $4391968.77   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Arion Banki HF                                             | Arion Banki HF                                                                                                               | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |      7000132 | NS      | $9801807.37   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Woori Financial Group Inc                                  | Woori Financial Group Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       112458 | NS      | $2001943.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     84294000 | PA      | $118058.41    | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  13428007000 | PA      | $19330995.27  | 0.33%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                  | Nova Ljubljanska Banka dd                                                                                                    | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       434788 | NS      | $17444306.52  | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                        | Nigeria Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       856000 | PA      | $888459.32    | 0.02%             | 2049-01-21      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Festi hf                                                   | Festi hf                                                                                                                     | CUSIP: 000000000<br>LEI: 5493005OLOCYXGTC7E83 | Long             | EC               | CORP              | IS        |       895742 | NS      | $2252147.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                              | HDFC Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |        97200 | NS      | $1080751.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Optima bank SA                                             | Optima bank SA                                                                                                               | CUSIP: 000000000<br>LEI: 2138008NSD1X1XFUK750 | Long             | EC               | CORP              | GR        |       300354 | NS      | $2781512.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd                                     | Persistent Systems Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |        72100 | NS      | $4798119.16   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Healthcare Institute Ltd                               | Max Healthcare Institute Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358005LALYV4GZOYF67 | Long             | EC               | CORP              | IN        |        82300 | NS      | $1063923.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Islandsbanki HF                                            | Islandsbanki HF                                                                                                              | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | EC               | CORP              | IS        |      6785230 | NS      | $6557314.22   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Amaroq Ltd                                                 | Amaroq Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 213800Q21S5JQ6WKCE70 | Long             | EC               | CORP              | CA        |      1096000 | NS      | $1219531.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     11636000 | PA      | $12423218.45  | 0.21%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                | Bank of Cyprus Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      7032524 | NS      | $64719176.25  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Olgerdin Egill Skallagrims HF                              | Olgerdin Egill Skallagrims HF                                                                                                | CUSIP: 000000000<br>LEI: 5493003YDW5CUGC5PS30 | Long             | EC               | CORP              | IS        |     12186826 | NS      | $1600341.14   | 0.03%             |  |  |  | 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      | $1167552.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alvotech SA                                                | Alvotech SA                                                                                                                  | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |       593154 | NS      | $4482058.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                             | Tata Steel Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |       555700 | NS      | $1143639.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    811189644 | PA      | $41927349.36  | 0.72%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd                                        | Varun Beverages Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 33580058NWEMWBDNMD48 | Long             | EC               | CORP              | IN        |       218000 | NS      | $1151997.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCO GROUP SA                                            | QUALCO GROUP SA                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |       205222 | NS      | $1272902.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oculis Holding AG                                          | Oculis Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 5067005370C2KK324336 | Long             | EC               | CORP              | CH        |        32690 | NS      | $644959.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   2564500000 | PA      | $28400202.57  | 0.49%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                             | ICICI Bank Ltd                                                                                                               | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        69400 | NS      | $1051592.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                              | Alpha Bank SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |      1906446 | NS      | $7473666.67   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NAM LONG INVESTMENT CORP                                   | NAM LONG INVESTMENT CORP                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      3639200 | NS      | $528798.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metlen Energy & Metals PLC                                 | Metlen Energy & Metals PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800ZSR3HVKMMPVG86 | Long             | EC               | CORP              | GB        |        67784 | NS      | $3449728.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reitir fasteignafelag hf                                   | Reitir fasteignafelag hf                                                                                                     | CUSIP: 000000000<br>LEI: 967600GFEYNJK2W4G048 | Long             | EC               |  | IS        |      3221540 | NS      | $3204311.06   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eik fasteignafelag hf                                      | Eik fasteignafelag hf                                                                                                        | CUSIP: 000000000<br>LEI: 2138005WRSDC4DI3BJ43 | Long             | EC               | CORP              | IS        |     11971940 | NS      | $1351805.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Chile SA                                              | Enel Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300YM5CWCAUVOPB53 | Long             | EC               | CORP              | CL        |     20935000 | NS      | $1597922.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siminn HF                                                  | Siminn HF                                                                                                                    | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |      9361518 | NS      | $1034951.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9778000 | PA      | $9810243.42   | 0.17%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                                  | SBI Life Insurance Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |        52700 | NS      | $1159509.37   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JSW Steel Ltd                                              | JSW Steel Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |        83600 | NS      | $1135196.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcos Dorados Holdings Inc                                 | Arcos Dorados Holdings Inc                                                                                                   | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |       113400 | NS      | $813078.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                  | Liberty Latin America Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       883900 | NS      | $6991649.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithium Argentina AG                                       | Lithium Argentina AG                                                                                                         | CUSIP: 000000000<br>LEI: 25490091H0GF6CS01G98 | Long             | EC               | CORP              | CH        |       106400 | NS      | $447944.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecoagro SA                                               | Adecoagro SA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |        26600 | NS      | $214396.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp America Airports SA                                   | Corp America Airports SA                                                                                                     | CUSIP: 000000000<br>LEI: 959800AWF26KMY2SXF71 | Long             | EC               | CORP              | LU        |        26800 | NS      | $593888.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jordan Government International Bonds                      | Jordan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      3628000 | PA      | $3674820.17   | 0.06%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -7727000 | PA      | $-7193882.90  | -0.12%            | 2044-09-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      9345000 | PA      | $2149770.53   | 0.04%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     43675000 | PA      | $10012493.75  | 0.17%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      7871000 | PA      | $1806522.40   | 0.03%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6315000 | PA      | $1449292.50   | 0.02%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2310000 | PA      | $531646.50    | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5922000 | PA      | $1358913.94   | 0.02%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     45244000 | PA      | $10406120.00  | 0.18%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     20764000 | PA      | $4786496.52   | 0.08%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2326000 | PA      | $535706.88    | 0.01%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1502000 | PA      | $344380.44    | 0.01%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     30800000 | PA      | $7076300.00   | 0.12%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1682000 | PA      | $385211.64    | 0.01%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     12055000 | PA      | $2766622.50   | 0.05%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0PTL1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     50900000 | OU      | $168631.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0VS88 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     27200000 | OU      | $90113.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID18J62 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     26300000 | OU      | $87579.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF6CSE6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -5630000 | OU      | $-1435582.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF5XQR4 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -7038000 | OU      | $-1788559.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIF7XQM3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -43000000 | OU      | $-13072.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF7XQP6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     66000000 | OU      | $137082.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIF802A6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |         5606 | NC      | $96308.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIF7RHH7 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     32990000 | OU      | $73006.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIF84RW3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |    -31750000 | OU      | $-10731.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIF7RHL8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    -15120000 | OU      | $-5110.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIF8DBZ3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     80440000 | OU      | $178013.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIF93KS0 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     87800000 | OU      | $207295.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF93KW1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      3570000 | OU      | $8428.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BMIFA84P1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    -64280000 | OU      | $-41332.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFA1NW0 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     33700000 | OU      | $42731.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFA1P73 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -33700000 | OU      | $-63086.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFA1NZ3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -33700000 | OU      | $-6740.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFAELS3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    -27090000 | OU      | $-19504.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFAG382 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -27000000 | OU      | $-54324.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFAG366 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -27000000 | OU      | $-6075.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFAG358 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     27000000 | OU      | $36342.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BMIFANGZ3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -67600000 | OU      | $-138715.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BMIFANGV2 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -67600000 | OU      | $-15615.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BMIFANGR1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |     67600000 | OU      | $92071.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFANN77 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -17100000 | OU      | $-35089.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFANN69 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -17100000 | OU      | $-3950.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFANN51 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     17100000 | OU      | $23290.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFANX01 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     14100000 | OU      | $19204.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFANX84 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -14100000 | OU      | $-3257.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFANXD3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -14100000 | OU      | $-28933.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIFCHAD9 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     22300000 | OU      | $32647.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIFCHAF4 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -22300000 | OU      | $-8295.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIFCHAH0 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -22300000 | OU      | $-53520.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFD1077 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      3110000 | OU      | $4857.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFD1085 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -3110000 | OU      | $-948.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFD10B8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -3110000 | OU      | $-8117.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIFNJ4Z1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     44463000 | OU      | $333739.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIFNJ4N8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     44463000 | OU      | $353703.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFP3T95 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     19340500 | OU      | $124572.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFP3VL5 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -19340500 | OU      | $-300667.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFP3TA2 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     19340500 | OU      | $300667.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIFPCES9 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     44460000 | OU      | $265515.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                    | Bahamas Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      6009000 | PA      | $5792676.00   | 0.10%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  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      |
| 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      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     20230000 | PA      | $5236535.50   | 0.09%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     17350100 | PA      | $4972538.66   | 0.09%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     26100800 | PA      | $7676245.28   | 0.13%             | 2049-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     22287700 | PA      | $6554812.57   | 0.11%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6749600 | PA      | $2024880.00   | 0.03%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bolivia Government International Bonds                     | Bolivia Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      1729000 | PA      | $1452360.00   | 0.02%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  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      | $393585.38    | 0.01%             | 2031-11-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                        | Honduras Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      5387000 | PA      | $5778904.25   | 0.10%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     19822975 | PA      | $19822975.00  | 0.34%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     12434000 | PA      | $14796460.00  | 0.25%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  95743000000 | PA      | $12817344.82  | 0.22%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     18216800 | PA      | $4071454.80   | 0.07%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     45500400 | PA      | $10169339.40  | 0.17%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     36379300 | PA      | $9676893.80   | 0.17%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     30054800 | PA      | $6822439.60   | 0.12%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     29853022 | PA      | $7269210.86   | 0.12%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     37675026 | PA      | $8420368.31   | 0.14%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     64933777 | PA      | $14512699.16  | 0.25%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      8044000 | PA      | $8278482.60   | 0.14%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2553000 | PA      | $753390.30    | 0.01%             | 2018-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     11823000 | PA      | $2794366.05   | 0.05%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     18662500 | PA      | $4275578.75   | 0.07%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela Government International Bonds                   | Venezuela Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1000000 | PA      | $276600.00    | 0.00%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     23044200 | PA      | $5509868.22   | 0.09%             | 2049-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     32776400 | PA      | $8492365.24   | 0.15%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     14173000 | PA      | $3672224.30   | 0.06%             | 2049-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    948189356 | PA      | $48813920.13  | 0.84%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                      | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     21988000 | PA      | $18897035.80  | 0.32%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                     | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2349000 | PA      | $2359624.90   | 0.04%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                    | Ethiopia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     78039000 | PA      | $82721340.00  | 1.42%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Senegal Government International Bonds                     | Senegal Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Short            | DBT              | NUSS              | SN        |    -27887000 | PA      | $-20076195.15 | -0.34%            | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Senegal Government International Bonds                     | Senegal Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Short            | DBT              | NUSS              | SN        |    -20023000 | PA      | $-12909600.39 | -0.22%            | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1400000 | PA      | $1494571.20   | 0.03%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     18800000 | PA      | $19299414.67  | 0.33%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  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      | $-18082830.25 | -0.31%            | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |    -15452000 | PA      | $-14430214.09 | -0.25%            | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |    -14022000 | PA      | $-15773254.97 | -0.27%            | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer