# EDGAR Filing Document

**Accession Number:** 0001394395
**File Stem:** 0001410368-25-042693
**Filing Date:** 2025-12
**Character Count:** 417066
**Document Hash:** 02e72e4f7bbfbaab09489d0ef741b880
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042693.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-042693

**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:** Emerging Markets Local Income Portfolio
- **CENTRAL INDEX KEY:** 0001394395

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22048
- **FILM NUMBER:** 251604123

**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:** Emerging Markets Income Portfolio
- **DATE OF NAME CHANGE:** 20070326

## Series and Classes Contracts Data

### Emerging Markets Local Income Portfolio (Series ID: S000017994)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000049877 | Emerging Markets Local Income 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:** Emerging Markets Local Income Portfolio

- **b. Investment Company Act file number:** 811-22048

- **c. CIK number of Registrant:** 0001394395

- **d. LEI of Registrant:** TJHVIYYZOASBZ463H550

- **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:** Emerging Markets Local Income Portfolio

- **b. EDGAR series identifier (if any):** S000017994

- **c. LEI of Series:** TJHVIYYZOASBZ463H550

**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:** $1459924106.09

**Total Liabilities:** $38897547.82

**Net Assets:** $1421026558.27

**Delayed Delivery Securities:** $13253723.10

**Cash Not Reported:** $71051514.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -110.73000000 | **1-Year:** -748.05000000 | **5-Year:** -624.35000000 | **10-Year:** -948.29000000 | **30-Year:** -63.31000000

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

- **3-Month:** -2638.79000000 | **1-Year:** -15325.72000000 | **5-Year:** -23789.39000000 | **10-Year:** -36372.37000000 | **30-Year:** -8654.53000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049877 | 2.85%                | 1.89%                | 1.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1458493.80              | $19308220.55                               |
| Month 2  | $-1751149.52             | $19750991.30                               |
| Month 3  | $4272195.92              | $6334482.64                                |

**Designated Index Information**

- **Index Name:** JPMorgan GBI-EM Global Diversified Index

- **Index Identifier:** JPMGBIEGDV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Standard Chartered Bank                  | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $449416.15    | 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      | $205153.11    | 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      | $112713.57    | 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      | $96170.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    112750000 | PA      | $1943511.67   | 0.14%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $83257.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-115382.94   | -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      | $379347.05    | 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      | $-345006.25   | -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      | $-74184.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-69994.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $31919.68     | 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      | $7912.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $12986.81     | 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      | $46032.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $26103.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $73204.55     | 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      | $76603.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-44048.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $74053.09     | 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      | $113406.58    | 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      | $74182.26     | 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      | $73611.14     | 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      | $107564.85    | 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      | $79572.68     | 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      | $36329.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $37118.26     | 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      | $20606.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $23794.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $14596.99     | 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      | $31014.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-669786.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-567197.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $32808.01     | 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      | $10908.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $207756.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-208520.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $1596349.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $265685.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-77418.23    | -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      | $-109469.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $19449.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-111786.64   | -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      | $64276.73     | 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      | $56192.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-414716.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-76644.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $15296.31     | 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      | $26343.64     | 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      | $38108.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |            1 | NC      | $-3032.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |            1 | NC      | $-116454.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-117608.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-98520.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |            1 | NC      | $-96438.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-3078.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-8421.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |            1 | NC      | $88987.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-14807.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |            1 | NC      | $2342.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |            1 | NC      | $675929.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $28210.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-186847.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $57760.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-13328.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $13430.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $5414.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-49981.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $228166.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $110308.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |            1 | NC      | $-135294.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $19574.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |            1 | NC      | $-162256.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $81536.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |            1 | NC      | $-3953.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $135580.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-171793.73   | -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      | $-31246.90    | -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      | $-77437.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $20929.08     | 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      | $-156687.36   | -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      | $-905.71      | -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      | $7280.69      | 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      | $-13902.53    | -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      | $-69049.22    | -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      | $-463.41      | -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      | $-34292.91    | -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      | $964655.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-388911.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-118917.01   | -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      | $-118917.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-51477.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3641.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-500791.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-31525.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-239905.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |            1 | NC      | $6388.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-13528.48    | -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      | $-223552.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $1277741.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $129454.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $44851.95     | 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      | $26481.98     | 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      | $221786.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-1764826.95  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $515841.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-322801.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-169319.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-60471.40    | -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      | $-423299.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $897591.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-40705.24    | -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      | $-255530.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-20075.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-192749.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-262242.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-13424.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-55370.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-27289.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-18214.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-10268.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-15025.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-31247.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-147795.14   | -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      | $-58506.51    | -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      | $-191014.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $951.69       | 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      | $-47511.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-20536.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-17725.68    | -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      | $5547.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |            1 | NC      | $55482.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |            1 | NC      | $1527.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-64124.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2663.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $34736.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-15971.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-194855.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1559.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-5569.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-10047.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-34664.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-12268.06    | -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      | $-1420.80     | -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      | $379858.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $56475.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-75529.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-8427.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-214560.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-20029.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1417.27     | -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      | $203246.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-93344.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-22057.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-102785.10   | -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      | $25812.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-13508.55    | -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      | $-77.52       | -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      | $-6860.56     | -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      | $-2751.98     | -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      | $-13876.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $20651.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $10183.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $161.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $4167.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $18378.21     | 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      | $-50004.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $530999.24    | 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      | $11768.67     | 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      | $-2014.29     | -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      | $597229.96    | 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      | $151485.73    | 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      | $152007.15    | 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      | $79902.06     | 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      | $5469.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-4705620.78  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $611786.80    | 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      | $-92122.55    | -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      | $-21903.27    | -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      | $52972.81     | 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      | $179162.55    | 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      | $7715.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $143190.16    | 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      | $1202782.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $92122.56     | 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      | $125534.99    | 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      | $-79106.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $468355.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-318634.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $223087.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-32843.83    | -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      | $-229906.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-54739.72    | -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      | $-54882.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $1244.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $31076.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-5152.80     | -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      | $144376.62    | 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      | $-67882.87    | -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      | $-260118.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-11819.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-10196.83    | -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      | $-45297.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-897409.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $103412.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-45722.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $62530.03     | 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      | $-37953.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $37793.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $11534.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $13553.20     | 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      | $3691.23      | 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      | $12128.33     | 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      | $-62825.50    | -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      | $13752.70     | 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      | $4589.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-10192.03    | -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      | $-27517.98    | -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      | $-7476.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-50828.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $3736.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |            1 | NC      | $4056.24      | 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      | $25949.94     | 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      | $12987.52     | 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      | $30529.13     | 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      | $-60236.65    | -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      | $-19168.92    | -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      | $-37833.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-27932.19    | -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      | $-4086.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $22817.80     | 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      | $11128.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |            1 | NC      | $-26537.66    | -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      | $-17494.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $46132.82     | 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      | $-8529.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $14558.45     | 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      | $-15162.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $7147.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $18324.36     | 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      | $-5669.17     | -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      | $-10298.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |            1 | NC      | $45110.39     | 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      | $-38183.27    | -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      | $-13578.16    | -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      | $-32877.34    | -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      | $-33834.95    | -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      | $-28814.00    | -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      | $-1150.51     | -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      | $-1202.08     | -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      | $-5855.31     | -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      | $-6189.43     | -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      | $-1177.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-8359.35     | -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      | $-6040.99     | -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      | $4900.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $7500.66      | 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      | $-1119.26     | -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      | $-5745.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-841.29      | -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      | $-4315.21     | -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      | $-4885.05     | -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      | $-395.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-4500.55     | -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      | $-1372.23     | -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      | $-315.70      | -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      | $-408.59      | -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      | $-267.89      | -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      | $-318.63      | -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      | $-3509.65     | -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      | $-1622.71     | -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      | $-2097.43     | -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      | $-1610.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-676.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $19005.19     | 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      | $10286.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-4062.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-7621.30     | -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      | $1331.40      | 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      | $8091.96      | 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      | $-5899.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $90187.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $-30630.79    | -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      | $-182600.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $4999.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $4212.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-6729.68     | -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      | $-24306.24    | -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      | $-2943.33     | -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      | $9619.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $7589.95      | 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      | $-4217.58     | -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      | $-2657.65     | -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      | $8919.27      | 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      | $68191.06     | 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      | $41825.20     | 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      | $1349.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-56377.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-105570.46   | -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      | $-67798.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $51170.59     | 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      | $55461.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $30413.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |            1 | NC      | $2865.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $7980.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $7972.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $55334.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $3.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-6833.46     | -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      | $-2094.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3251.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $54760.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |            1 | NC      | $92594.49     | 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      | $43495.47     | 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      | $5352.57      | 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      | $30926.44     | 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      | $-17833.33    | -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      | $4758.66      | 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      | $18402.63     | 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      | $-8987.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-11124.89    | -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      | $27693.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $17329.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-24345.81    | -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      | $-72935.23    | -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      | $-4422.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-4044.37     | -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      | $1924.09      | 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      | $2113.04      | 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      | $1499.70      | 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      | $2442.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $1990.23      | 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      | $24531.72     | 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      | $8348.87      | 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      | $20579.84     | 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      | $53256.00     | 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      | $5207.25      | 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      | $11661.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $281842.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $12826.32     | 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      | $15761.40     | 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      | $16572.14     | 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      | $438.34       | 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      | $348.21       | 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      | $245.16       | 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      | $616.44       | 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      | $7842.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $48943.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $56887.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $51449.65     | 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      | $822.95       | 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      | $6069.56      | 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      | $9339.49      | 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      | $692.11       | 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      | $16035.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $70028.65     | 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      | $61753.08     | 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      | $63693.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $67480.01     | 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      | $529.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-96456.70    | -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      | $42512.41     | 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      | $68879.10     | 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      | $517.28       | 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      | $44.22        | 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      | $-49.66       | -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      | $31704.45     | 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      | $-74734.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-300772.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $635.37       | 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      | $23552.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $16145.69     | 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      | $573.57       | 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      | $13447.47     | 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      | $41285.00     | 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      | $1985.32      | 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      | $12622.96     | 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      | $-12274.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |            1 | NC      | $-828.88      | -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      | $-21621.62    | -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      | $697.11       | 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      | $566.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-1348.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $30056.19     | 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      | $3549.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $2293.62      | 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      | $3291.45      | 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      | $-506.70      | -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      | $-467.33      | -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      | $4260.38      | 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      | $30716.05     | 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      | $5022.02      | 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      | $1471.82      | 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      | $239.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $27251.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $31160.89     | 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      | $13358.09     | 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      | $6876.72      | 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      | $-1.56        | -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      | $1128.23      | 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      | $51056.90     | 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      | $595.68       | 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      | $54165.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $8712.86      | 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      | $4235.08      | 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      | $-102506.78   | -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      | $-103754.66   | -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      | $2737.19      | 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      | $4005.75      | 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      | $5313.29      | 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      | $4802.02      | 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      | $190.69       | 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      | $37963.70     | 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      | $47390.60     | 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      | $6040.75      | 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      | $5549.85      | 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      | $-3301.84     | -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      | $-1756.66     | -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      | $-130835.40   | -0.01%            |  |  |  | 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      | $-2833.41     | -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      | $2109.82      | 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      | $3887.81      | 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      | $285.09       | 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      | $3674.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $27137.85     | 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      | $3294.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $25590.72     | 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      | $-710.40      | -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      | $2754.14      | 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      | $688.36       | 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      | $443.23       | 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      | $285.09       | 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      | $146.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                  | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MY        |            1 | NC      | $443.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $6818.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       781000 | PA      | $826165.23    | 0.06%             | 2025-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   2076500000 | PA      | $3695870.40   | 0.26%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     10000000 | PA      | $59528.91     | 0.00%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                 | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     83602121 | NS      | $83602121.09  | 5.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $205312.92    | 0.01%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  74301000000 | PA      | $9946852.90   | 0.70%             | 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        |  10265000000 | PA      | $1368718.18   | 0.10%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PATRIMONIO AUTONOMO UNIO                 | Patrimonio Autonomo Union Del Sur                                                                                                          | CUSIP: 70338LAA7<br>LEI: 549300ML8J9167SJSI62 | Long             | DBT              | CORP              | CO        |  18050431000 | PA      | $4214469.18   | 0.30%             | 2041-02-28      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       432325 | PA      | $432325.00    | 0.03%             | 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        |      1528000 | PA      | $1818320.00   | 0.13%             | 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        |      2570000 | PA      | $2588632.50   | 0.18%             | 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        |     10715000 | PA      | $11049843.75  | 0.78%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.                 | Integratel Peru SAA                                                                                                                        | CUSIP: 87938YAA7<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |     24500000 | PA      | $2692707.56   | 0.19%             | 2027-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     25000000 | PA      | $24973208.25  | 1.76%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     14000000 | PA      | $13974332.40  | 0.98%             | 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        |      6500000 | PA      | $6478341.55   | 0.46%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     20000000 | PA      | $19918234.60  | 1.40%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      8000000 | PA      | $7961367.52   | 0.56%             | 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        |     25000000 | PA      | $24826864.50  | 1.75%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      8977681 | PA      | $242336.22    | 0.02%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     13960833 | PA      | $359413.10    | 0.03%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5238000 | PA      | $1617756.30   | 0.11%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       349000 | PA      | $111714.90    | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        58094 | PA      | $34196.53     | 0.00%             | 2025-12-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds   | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       477000 | PA      | $109485.81    | 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        |       517000 | PA      | $119688.29    | 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        |  84113385000 | PA      | $7020573.87   | 0.49%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    264448900 | PA      | $13890718.34  | 0.98%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      8424000 | PA      | $2586570.79   | 0.18%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV2RH6F5 IRS PLN R F  2.84000 CCP LCH / Short: SEV2RH6F5 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     75000000 | OU      | $-466336.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV4ATVG3 IRS HUF R F  1.20220 2 CCPVANILLA / Short: SEV4ATVG3 IRS HUF P V 06MBUBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000000 | OU      | $-1710.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4DCTA3 IRS CLP R F  1.48000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4DCTA3 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5200000000 | OU      | $-97082.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV4EVDX7 IRS PLN R F   .63970 2 CCPVANILLA / Short: SEV4EVDX7 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     42000000 | OU      | $-109697.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4F4KD2 IRS CLP R F  1.59000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4F4KD2 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-44161.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4GQH87 IRS CLP R F  1.92000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4GQH87 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-39092.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV4J8B07 IRS CZK R F  1.46070 2 CCPVANILLA / Short: SEV4J8B07 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000000 | OU      | $-106623.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4NKWR3 IRS CLP R F  2.87000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4NKWR3 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    584900000 | OU      | $-12192.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4QWVA2 IRS CLP R F  4.08000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QWVA2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3362600000 | OU      | $-157886.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4QYQB2 IRS CLP R F  4.18000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QYQB2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         4000 | OU      | $-0.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BEV510UV1 IRS MYR R F  2.95200 2 NDF / Short: BEV510UV1 IRS MYR P V 03MKLIBO 1 NDF                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     17412517 | OU      | $-16554.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV54GJL8 IRS PLN R F  3.87000 2 CCPVANILLA / Short: SEV54GJL8 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13249889 | OU      | $-8845.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV54GJD6 IRS PLN R F  3.91000 2 CCPVANILLA / Short: SEV54GJD6 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99138111 | OU      | $-52497.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIB3FEL0 IRS PLN R F  5.18870 2 CCPVANILLA / Short: SMIB3FEL0 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20500000 | OU      | $344483.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBCBKA6 IRS CNY R F  2.39750 2 CCPNDF / Short: SMIBCBKA6 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000000 | OU      | $1231259.32   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBCKQ36 IRS CNY R F  2.46500 2 CCPNDF / Short: SMIBCKQ36 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    215650000 | OU      | $635032.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBR1691 IRS CZK R F  5.38570 2 CCPVANILLA / Short: SMIBR1691 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000000 | OU      | $198947.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBVC3L8 IRS CZK R F  4.61170 2 CCPVANILLA / Short: SMIBVC3L8 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     53900000 | OU      | $56273.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3AVZ9 IRS THB R F   .89500 2 CCPNDFOIS / Short: SMIC3AVZ9 IRS THB P V 00MTHOR 1 CCPNDFOIS                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    291000000 | OU      | $-24114.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3AVT3 IRS THB R F  1.69000 2 CCPNDFOIS / Short: SMIC3AVT3 IRS THB P V 00MTHOR 1 CCPNDFOIS                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000000 | OU      | $117944.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3AVQ9 IRS THB R F  1.30000 2 CCPNDF / Short: SMIC3AVQ9 IRS THB P V 12MTHOR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000000 | OU      | $-14484.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC4QGF4 IRS CNY R F  2.49300 2 CCPNDF / Short: SMIC4QGF4 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     62400000 | OU      | $249547.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC9ZAX6 IRS CNY R F  2.47500 BMIC9ZAY4 CCPNDF / Short: SMIC9ZAX6 IRS CNY P V 00MCNRR BMIC9ZAZ1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     95000000 | OU      | $372916.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICA0VL4 IRS CZK R F  4.15000 BMICA0VM2 CCPVANILLA / Short: SMICA0VL4 IRS CZK P V 06MPRIBO BMICA0VN0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49200000 | OU      | $25635.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICBUL79 IRS CNY R F  2.28100 BMICBUL87 CCPNDF / Short: SMICBUL79 IRS CNY P V 00MCNRR BMICBUL95 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45000000 | OU      | $140892.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICBUL46 IRS CNY R F  2.28600 BMICBUL53 CCPNDF / Short: SMICBUL46 IRS CNY P V 00MCNRR BMICBUL61 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45000000 | OU      | $141813.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICJT358 IRS THB R F  2.95300 BMICJT366 CCPNDFOIS / Short: SMICJT358 IRS THB P V 12MTHOR BMICJT374 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27500000 | OU      | $47259.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICJT382 IRS THB R F  2.94400 BMICJT390 CCPNDFOIS / Short: SMICJT382 IRS THB P V 12MTHOR BMICJT3A7 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    514900000 | OU      | $880291.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICS0YP3 IRS CNY R F  2.38100 BMICS0YQ1 CCPNDF / Short: SMICS0YP3 IRS CNY P V 00MCNRR BMICS0YR9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38700000 | OU      | $147446.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMICUXGX1 IRS CNY R F  2.35000 BMICUXGY9 NDF / Short: BMICUXGX1 IRS CNY P V 00MCNRR BMICUXGZ6 NDF                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     34000000 | OU      | $133292.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICVDZF2 IRS CNY R F  2.33900 BMICVDZG0 CCPNDF / Short: SMICVDZF2 IRS CNY P V 00MCNRR BMICVDZH8 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000000 | OU      | $386810.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICVJHD4 IRS CZK R F  3.53620 BMICVJHE2 CCPVANILLA / Short: SMICVJHD4 IRS CZK P V 06MPRIBO BMICVJHF9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31235000 | OU      | $-57040.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID0M5R1 IRS CNY R F  2.21400 BMID0M5S9 CCPNDF / Short: SMID0M5R1 IRS CNY P V 00MCNRR BMID0M5T7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38000000 | OU      | $124418.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMID4SDW4 IRS BRL R F 10.33250 BMID4SDX2 CCPNDFPREDISWAP / Short: SMID4SDW4 IRS BRL P V 00MBRCDI BMID4SDY0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     37684000 | OU      | $-798770.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID6F6S7 IRS INR R F  6.23300 BMID6F6T5 CCPNDFOIS / Short: SMID6F6S7 IRS INR P V 06MMIBOR BMID6F6U2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1636353384 | OU      | $404505.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID7MYE1 IRS THB R F  2.48300 BMID7MYF8 CCPNDFOIS / Short: SMID7MYE1 IRS THB P V 12MTHOR BMID7MYG6 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    187500000 | OU      | $450820.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID7N3V5 IRS THB R F  2.17600 BMID7N3W3 CCPNDFOIS / Short: SMID7N3V5 IRS THB P V 12MTHOR BMID7N3X1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    830000000 | OU      | $888357.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDAWJS1 IRS CZK R F  3.64500 BMIDAWJT9 CCPVANILLA / Short: SMIDAWJS1 IRS CZK P V 06MPRIBO BMIDAWJU6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    593000000 | OU      | $-158682.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBSS75 IRS PLN R F  5.50000 BMIDBSS83 CCPVANILLA / Short: SMIDBSS75 IRS PLN P V 06MWIBOR BMIDBSS91 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18000000 | OU      | $431788.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBUU51 IRS PLN R F  5.40500 BMIDBUU69 CCPVANILLA / Short: SMIDBUU51 IRS PLN P V 06MWIBOR BMIDBUU77 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23914286 | OU      | $312257.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBUU85 IRS PLN R F  5.53000 BMIDBUU93 CCPVANILLA / Short: SMIDBUU85 IRS PLN P V 06MWIBOR BMIDBUUA0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7085714 | OU      | $174130.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBRSQ5 IRS PLN R F  5.42250 BMIDBRSR3 CCPVANILLA / Short: SMIDBRSQ5 IRS PLN P V 06MWIBOR BMIDBRSS1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     58000000 | OU      | $766495.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDDGGW7 IRS BRL R F 13.20219 BMIDDGGX5 CCPNDFPREDISWAP / Short: SMIDDGGW7 IRS BRL P V 00MBRCDI BMIDDGGY3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     19090000 | OU      | $96341.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDDGGT4 IRS BRL R F 13.10424 BMIDDGGU1 CCPNDFPREDISWAP / Short: SMIDDGGT4 IRS BRL P V 00MBRCDI BMIDDGGV9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15200000 | OU      | $22814.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDDGFZ1 IRS BRL R F 10.47207 BMIDDGG07 CCPNDFPREDISWAP / Short: SMIDDGFZ1 IRS BRL P V 00MBRCDI BMIDDGG15 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     34300000 | OU      | $-629883.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDDGFU2 IRS BRL R F 10.05682 BMIDDGFV0 CCPNDFPREDISWAP / Short: SMIDDGFU2 IRS BRL P V 00MBRCDI BMIDDGFW8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     88800000 | OU      | $-1874958.45  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDJ6JW0 IRS BRL R F 10.64750 BMIDJ6JX8 CCPNDFPREDISWAP / Short: SMIDJ6JW0 IRS BRL P V 00MBRCDI BMIDJ6JY6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     79775000 | OU      | $-574161.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | Long: BMIDJJRY9 CYS PLN R V 03MWIBOR WIBO3+63BPS / Short: BMIDJJRY9 CYS EUR P V 03MEURIB EUR003M+0BPS                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | PL        |    109473675 | NC      | $132064.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDJYLY2 IRS PLN R F  5.02000 BMIDJYLZ9 CCPVANILLA / Short: SMIDJYLY2 IRS PLN P V 06MWIBOR BMIDJYM05 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13700000 | OU      | $138357.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDJZLA1 IRS CNY R F  2.03050 BMIDJZLB9 CCPNDF / Short: SMIDJZLA1 IRS CNY P V 00MCNRR BMIDJZLC7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40800000 | OU      | $109195.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIDKJ448 IRS MYR R F  3.68500 BMIDKJ455 NDF / Short: BMIDKJ448 IRS MYR P V 03MKLIBO BMIDKJ463 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    138600000 | OU      | $568766.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIDJYNA2 CYS PLN R V 03MWIBOR WIBO3+59BPS / Short: BMIDJYNA2 CYS EUR P V 03MEURIB EUR003+0BPS                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PL        |     57353966 | NC      | $55784.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIDMVZV5 IRS MYR R F  3.63760 BMIDMVZW3 NDF / Short: BMIDMVZV5 IRS MYR P V 03MKLIBO BMIDMVZX1 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    112767000 | OU      | $414442.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | Long: BMIDMW025 IRS MYR R F  3.63900 BMIDMW033 NDF / Short: BMIDMW025 IRS MYR P V 03MKLIBO BMIDMW041 NDF                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    113116000 | OU      | $417157.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDPMF69 IRS BRL R F 11.89250 BMIDPMF77 CCPNDFPREDISWAP / Short: SMIDPMF69 IRS BRL P V 00MBRCDI BMIDPMF85 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     28020000 | OU      | $-268312.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDWYFY4 IRS CLP R F  4.54500 BMIDWYFZ1 CCPNDFCAMARAPROMEDIO / Short: SMIDWYFY4 IRS CLP P V 00MCLICP BMIDWYG07 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2647200000 | OU      | $-26564.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDXR3K1 IRS INR R F  5.92500 BMIDXR3L9 CCPNDFOIS / Short: SMIDXR3K1 IRS INR P V 06MMIBOR BMIDXR3M7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1530000000 | OU      | $227114.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIE0KG26 IRS MYR R F  3.45800 BMIE0KG34 NDF / Short: BMIE0KG26 IRS MYR P V 03MKLIBO BMIE0KG42 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     34430000 | OU      | $72268.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE0UEK6 IRS INR R F  6.01200 BMIE0UEL4 CCPNDFOIS / Short: SMIE0UEK6 IRS INR P V 06MMIBOR BMIE0UEM2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1940000000 | OU      | $363502.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE1T6S0 IRS CZK R F  3.55950 BMIE1T6T8 CCPVANILLA / Short: SMIE1T6S0 IRS CZK P V 06MPRIBO BMIE1T6U5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    246212000 | OU      | $-496922.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE2EUG1 IRS HUF R F  6.19150 BMIE2EUH9 CCPVANILLA / Short: SMIE2EUG1 IRS HUF P V 06MBUBOR BMIE2EUJ5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3071300000 | OU      | $-220037.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIE3L4T5 IRS MYR R F  3.58200 BMIE3L4U2 NDF / Short: BMIE3L4T5 IRS MYR P V 03MKLIBO BMIE3L4V0 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     16800000 | OU      | $55195.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE4XCP7 IRS INR R F  6.28000 BMIE4XCQ5 CCPNDFOIS / Short: SMIE4XCP7 IRS INR P V 06MMIBOR BMIE4XCR3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1018000000 | OU      | $312831.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIE71CL3 IRS MXN R F  9.11000 BMIE71CM1 CCPOIS / Short: SMIE71CL3 IRS MXN P V 00MTIEF BMIE71CN9 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    323500000 | OU      | $402105.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE8X6L9 IRS INR R F  5.95100 BMIE8X6M7 CCPNDFOIS / Short: SMIE8X6L9 IRS INR P V 06MMIBOR BMIE8X6N5 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3069000000 | OU      | $450960.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE9EMZ1 IRS INR R F  5.93300 BMIE9EN07 CCPNDFOIS / Short: SMIE9EMZ1 IRS INR P V 06MMIBOR BMIE9EN15 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    476000000 | OU      | $66173.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE9ZXJ8 IRS CNY R F  1.43500 BMIE9ZXK5 CCPNDF / Short: SMIE9ZXJ8 IRS CNY P V 00MCNRR BMIE9ZXL3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20230000 | OU      | $-13346.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEALP64 IRS INR R F  6.07500 BMIEALP72 CCPNDFOIS / Short: SMIEALP64 IRS INR P V 06MMIBOR BMIEALP80 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    190100000 | OU      | $38305.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEALNY5 IRS INR R F  6.08400 BMIEALNZ2 CCPNDFOIS / Short: SMIEALNY5 IRS INR P V 06MMIBOR BMIEALP07 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150900000 | OU      | $31004.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEALQL0 IRS INR R F  6.06200 BMIEALQM8 CCPNDFOIS / Short: SMIEALQL0 IRS INR P V 06MMIBOR BMIEALQN6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77300000 | OU      | $15154.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEC2MS9 IRS INR R F  6.20500 BMIEC2MT7 CCPNDFOIS / Short: SMIEC2MS9 IRS INR P V 06MMIBOR BMIEC2MU4 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000000 | OU      | $181095.34    | 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        |   3927000000 | OU      | $48135.00     | 0.00%             |  |  |  | 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        |   1566000000 | OU      | $18261.23     | 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        |   1497000000 | OU      | $9243.21      | 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        |   3975000000 | OU      | $21461.79     | 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        |   1987000000 | OU      | $12209.44     | 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        |   1916000000 | OU      | $24056.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEFTDG3 IRS INR R F  6.07300 BMIEFTDH1 CCPNDFOIS / Short: SMIEFTDG3 IRS INR P V 06MMIBOR BMIEFTDJ7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    559000000 | OU      | $112148.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEGKYZ6 IRS CNY R F  1.45800 BMIEGKZ02 CCPNDF / Short: SMIEGKYZ6 IRS CNY P V 00MCNRR BMIEGKZ10 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21200000 | OU      | $-11030.36    | -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        |   1062000000 | OU      | $16817.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHB9R1 IRS CNY R F  1.51000 BMIEHB9S9 CCPNDF / Short: SMIEHB9R1 IRS CNY P V 00MCNRR BMIEHB9T7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13460000 | OU      | $-2759.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHB9U4 IRS CNY R F  1.51500 BMIEHB9V2 CCPNDF / Short: SMIEHB9U4 IRS CNY P V 00MCNRR BMIEHB9W0 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10150000 | OU      | $-1773.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHBBM9 IRS CNY R F  1.50300 BMIEHBBN7 CCPNDF / Short: SMIEHBBM9 IRS CNY P V 00MCNRR BMIEHBBP2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10200000 | OU      | $-2524.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHFGP8 IRS CNY R F  1.49250 BMIEHFGQ6 CCPNDF / Short: SMIEHFGP8 IRS CNY P V 00MCNRR BMIEHFGR4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13670000 | OU      | $-4253.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHFL98 IRS CNY R F  1.49500 BMIEHFLA5 CCPNDF / Short: SMIEHFL98 IRS CNY P V 00MCNRR BMIEHFLB3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23850000 | OU      | $-7059.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHH964 IRS CNY R F  1.50200 BMIEHH972 CCPNDF / Short: SMIEHH964 IRS CNY P V 00MCNRR BMIEHH980 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19890000 | OU      | $-5042.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHH9R8 IRS CNY R F  1.51470 BMIEHH9S6 CCPNDF / Short: SMIEHH9R8 IRS CNY P V 00MCNRR BMIEHH9T4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14340000 | OU      | $-2531.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIELFGM0 IRS MYR R F  3.48250 BMIELFGN8 NDF / Short: BMIELFGM0 IRS MYR P V 03MKLIBO BMIELFGP3 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      4200000 | OU      | $10205.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIELETZ0 IRS MYR R F  3.50500 BMIELEU05 NDF / Short: BMIELETZ0 IRS MYR P V 03MKLIBO BMIELEU13 NDF                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |      3580000 | OU      | $9553.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIELEY19 IRS MYR R F  3.48500 BMIELEY27 NDF / Short: BMIELEY19 IRS MYR P V 03MKLIBO BMIELEY35 NDF                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |      3430000 | OU      | $8425.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | Long: BMIELLPL9 IRS MYR R F  3.49000 BMIELLPM7 NDF / Short: BMIELLPL9 IRS MYR P V 03MKLIBO BMIELLPN5 NDF                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     77049000 | OU      | $193352.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIELEXS1 IRS INR R F  5.95300 BMIELEXT9 CCPNDFOIS / Short: SMIELEXS1 IRS INR P V 06MMIBOR BMIELEXU6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1080000000 | OU      | $172085.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIELJX50 IRS BRL R F 14.78250 BMIELJX68 CCPNDFPREDISWAP / Short: SMIELJX50 IRS BRL P V 00MBRCDI BMIELJX76 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     66680000 | OU      | $145506.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIELUKR1 IRS MYR R F  3.48000 BMIELUKS9 NDF / Short: BMIELUKR1 IRS MYR P V 03MKLIBO BMIELUKT7 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     79041000 | OU      | $189962.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIELU2C4 IRS CNY R F  1.65950 BMIELU2D2 CCPNDF / Short: SMIELU2C4 IRS CNY P V 00MCNRR BMIELU2E0 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000000 | OU      | $35068.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIEPP868 IRS MYR R F  3.46000 BMIEPP876 NDF / Short: BMIEPP868 IRS MYR P V 03MKLIBO BMIEPP884 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     33500000 | OU      | $73400.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQFZN2 IRS CNY R F  1.58100 BMIEQFZP7 CCPNDF / Short: SMIEQFZN2 IRS CNY P V 00MCNRR BMIEQFZQ5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000000 | OU      | $3300.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQG2A4 IRS INR R F  5.80900 BMIEQG2B2 CCPNDFOIS / Short: SMIEQG2A4 IRS INR P V 06MMIBOR BMIEQG2C0 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    902000000 | OU      | $80130.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQSGH8 IRS THB R F  1.40630 BMIEQSGJ4 CCPNDFOIS / Short: SMIEQSGH8 IRS THB P V 12MTHOR BMIEQSGK1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96000000 | OU      | $16580.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQTQ44 IRS THB R F  1.41300 BMIEQTQ51 CCPNDFOIS / Short: SMIEQTQ44 IRS THB P V 12MTHOR BMIEQTQ69 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    259000000 | OU      | $47215.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQTGD5 IRS THB R F  1.41000 BMIEQTGE3 CCPNDFOIS / Short: SMIEQTGD5 IRS THB P V 12MTHOR BMIEQTGF0 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    132000000 | OU      | $23496.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQX4H0 IRS THB R F  1.40350 BMIEQX4J6 CCPNDFOIS / Short: SMIEQX4H0 IRS THB P V 12MTHOR BMIEQX4K3 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79000000 | OU      | $13327.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQY9V2 IRS THB R F  1.36600 BMIEQY9W0 CCPNDFOIS / Short: SMIEQY9V2 IRS THB P V 12MTHOR BMIEQY9X8 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77700000 | OU      | $8939.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIERFN61 IRS THB R F  1.36400 BMIERFN79 CCPNDFOIS / Short: SMIERFN61 IRS THB P V 12MTHOR BMIERFN87 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32680000 | OU      | $3666.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIERF0M1 IRS THB R F  1.37500 BMIERF0N9 CCPNDFOIS / Short: SMIERF0M1 IRS THB P V 12MTHOR BMIERF0P4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    136500000 | OU      | $17462.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIERBZS9 IRS THB R F  1.40500 BMIERBZT7 CCPNDFOIS / Short: SMIERBZS9 IRS THB P V 12MTHOR BMIERBZU4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79220000 | OU      | $13534.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEREUD1 IRS THB R F  1.39000 BMIEREUE9 CCPNDFOIS / Short: SMIEREUD1 IRS THB P V 12MTHOR BMIEREUF6 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000000 | OU      | $11951.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19320659 | OU      | $6953.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIETMLA7 IRS CNY R F  1.44325 BMIETMLC3 CCPNDF / Short: SMIETMLA7 IRS CNY P V 00MCNRR BMIETMLD1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33000000 | OU      | $-21776.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEV0FG6 IRS BRL R F 13.51000 BMIEV0FH4 CCPNDFPREDISWAP / Short: SMIEV0FG6 IRS BRL P V 00MBRCDI BMIEV0FJ0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     48206000 | OU      | $79593.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEV7Z38 IRS CNY R F  1.39300 BMIEV7Z46 CCPNDF / Short: SMIEV7Z38 IRS CNY P V 00MCNRR BMIEV7Z53 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     61070000 | OU      | $-59900.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEVPVD0 IRS CLP R F  4.75000 BMIEVPVE8 CCPNDFCAMARAPROMEDIO / Short: SMIEVPVD0 IRS CLP P V 06MCLICP BMIEVPVF5 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13630000000 | OU      | $-39181.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | Long: BMIEWHMK1 IRS MYR R F  3.29500 BMIEWHML9 NDF / Short: BMIEWHMK1 IRS MYR P V 03MKLIBO BMIEWHMM7 NDF                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DIR              |  | GB        |     19340000 | OU      | $8504.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEWD4R5 IRS THB R F  1.49850 BMIEWD4S3 CCPNDFOIS / Short: SMIEWD4R5 IRS THB P V 12MTHOR BMIEWD4T1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    282500000 | OU      | $86056.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEXRDU6 IRS CNY R F  1.48450 BMIEXRDV4 CCPNDF / Short: SMIEXRDU6 IRS CNY P V 00MCNRR BMIEXRDW2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25113000 | OU      | $-9954.61     | -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        |  17160000000 | OU      | $-51596.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJER8 IRS KRW R F  2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15843000000 | OU      | $-49067.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJHY0 IRS KRW R F  2.34000 BMIEZJHZ7 CCPNDF / Short: SMIEZJHY0 IRS KRW P V 03MKSDA BMIEZJJ02 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25630000000 | OU      | $-76293.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZ9368 IRS CNY R F  1.47750 BMIEZ9376 CCPNDF / Short: SMIEZ9368 IRS CNY P V 00MCNRR BMIEZ9384 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17460000 | OU      | $-7701.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJN23 IRS THB R F  1.35000 BMIEZJN31 CCPNDFOIS / Short: SMIEZJN23 IRS THB P V 12MTHOR BMIEZJN49 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    115690000 | OU      | $10662.01     | 0.00%             |  |  |  | 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        |  12187000000 | OU      | $-38727.25    | -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        |   2280000000 | OU      | $37027.13     | 0.00%             |  |  |  | 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        |   8827000000 | OU      | $-32008.29    | -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        |   2716000000 | OU      | $44156.37     | 0.00%             |  |  |  | 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        |  21136000000 | OU      | $-78240.66    | -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        |  12461000000 | OU      | $-46555.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIF0GZH8 IRS KRW R V 03MKSDA BMIF0GZK1 CCPNDF / Short: BMIF0GZH8 IRS KRW P F  2.64700 BMIF0GZJ4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4620000000 | OU      | $74390.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0V9X9 IRS CNY R F  1.45550 BMIF0V9Y7 CCPNDF / Short: SMIF0V9X9 IRS CNY P V 00MCNRR BMIF0V9Z4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27000000 | OU      | $-17116.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF2K1J0 IRS CZK R F  3.64000 BMIF2K1K7 CCPVANILLA / Short: SMIF2K1J0 IRS CZK P V 06MPRIBO BMIF2K1L5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    102800000 | OU      | $-52765.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF2JN42 IRS THB R F  1.35200 BMIF2JN59 CCPNDFOIS / Short: SMIF2JN42 IRS THB P V 12MTHOR BMIF2JN67 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     88300000 | OU      | $7110.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF2UQ28 IRS MYR R F  3.27200 BMIF2UQ36 CCPNDF / Short: SMIF2UQ28 IRS MYR P V 03MKLIBO BMIF2UQ44 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32600000 | OU      | $3828.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF35AK9 IRS ZAR R F  8.47000 BMIF35AL7 CCPVANILLA / Short: SMIF35AK9 IRS ZAR P V 03MJIBAR BMIF35AM5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    167000000 | OU      | $444216.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE9JQX1 IRS CNY R F  1.50000 BMIE9JQY9 CCPNDF / Short: SMIE9JQX1 IRS CNY P V 00MCNRR BMIE9JQZ6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10170000 | OU      | $-2701.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4ECD3 IRS CZK R F  3.59050 BMIF4ECE1 CCPVANILLA / Short: SMIF4ECD3 IRS CZK P V 06MPRIBO BMIF4ECF8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52000000 | OU      | $-32147.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF4EMQ3 IRS BRL R F 13.02000 BMIF4EMR1 CCPNDFPREDISWAP / Short: SMIF4EMQ3 IRS BRL P V 00MBRCDI BMIF4EMS9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     37010000 | OU      | $-40831.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J5N8 IRS INR R F  5.69000 BMIF4J5P3 CCPNDFOIS / Short: SMIF4J5N8 IRS INR P V 06MMIBOR BMIF4J5Q1 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1050000000 | OU      | $20519.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJS7 IRS INR R F  5.67700 BMIF4LJT5 CCPNDFOIS / Short: SMIF4LJS7 IRS INR P V 06MMIBOR BMIF4LJU2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    471000000 | OU      | $6252.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJ16 IRS INR R F  5.68300 BMIF4LJ24 CCPNDFOIS / Short: SMIF4LJ16 IRS INR P V 06MMIBOR BMIF4LJ32 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    554000000 | OU      | $8957.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J2W1 IRS MYR R F  3.17450 BMIF4J2X9 CCPNDF / Short: SMIF4J2W1 IRS MYR P V 03MKLIBO BMIF4J2Y7 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     35700000 | OU      | $-34574.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5N1Z5 IRS INR R F  5.70650 BMIF5N201 CCPNDFOIS / Short: SMIF5N1Z5 IRS INR P V 06MMIBOR BMIF5N219 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    469000000 | OU      | $12895.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5N235 IRS MYR R F  3.18650 BMIF5N243 CCPNDF / Short: SMIF5N235 IRS MYR P V 03MKLIBO BMIF5N250 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16000000 | OU      | $-13357.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5N268 IRS THB R F  1.26350 BMIF5N276 CCPNDFOIS / Short: SMIF5N268 IRS THB P V 12MTHOR BMIF5N284 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    118000000 | OU      | $-6208.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF6QV19 IRS MYR R F  3.18950 BMIF6QV27 CCPNDF / Short: SMIF6QV19 IRS MYR P V 03MKLIBO BMIF6QV35 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     26900000 | OU      | $-21557.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF6QUW2 IRS THB R F  1.30150 BMIF6QUX0 CCPNDFOIS / Short: SMIF6QUW2 IRS THB P V 12MTHOR BMIF6QUY8 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    161300000 | OU      | $734.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF6QV43 IRS INR R F  5.73750 BMIF6QV50 CCPNDFOIS / Short: SMIF6QV43 IRS INR P V 06MMIBOR BMIF6QV68 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    797000000 | OU      | $33826.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF7S9Q4 IRS CLP R F  4.75430 BMIF7S9R2 CCPNDFCAMARAPROMEDIO / Short: SMIF7S9Q4 IRS CLP P V 06MCLICP BMIF7S9S0 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4255590000 | OU      | $-14231.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF7ZBX0 IRS BRL R F 13.39500 BMIF7ZBY8 CCPNDFPREDISWAP / Short: SMIF7ZBX0 IRS BRL P V 00MBRCDI BMIF7ZBZ5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     38790000 | OU      | $53667.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF8TMK9 IRS THB R F  1.31150 BMIF8TML7 CCPNDFOIS / Short: SMIF8TMK9 IRS THB P V 12MTHOR BMIF8TMM5 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    106700000 | OU      | $2090.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF8TMA1 IRS MYR R F  3.12400 BMIF8TMB9 CCPNDF / Short: SMIF8TMA1 IRS MYR P V 03MKLIBO BMIF8TMC7 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $-16840.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF9L3B6 IRS CZK R F  3.88050 BMIF9L3C4 CCPVANILLA / Short: SMIF9L3B6 IRS CZK P V 06MPRIBO BMIF9L3D2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000000 | OU      | $-376.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF9RCK3 IRS CNY R F  1.55960 BMIF9RCL1 CCPNDF / Short: SMIF9RCK3 IRS CNY P V 00MCNRR BMIF9RCM9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     64900000 | OU      | $4193.22      | 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        |   6685000000 | OU      | $29338.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFARFN2 IRS PLN R F  4.58500 BMIFARFP7 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR BMIFARFQ5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     42227000 | OU      | $18166.87     | 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        |     42227000 | OU      | $-15196.23    | -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        |  12984000000 | OU      | $55783.77     | 0.00%             |  |  |  | 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        |  19162581000 | OU      | $86236.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFB4B55 IRS PLN R F  4.02500 BMIFB4B63 CCPVANILLA / Short: SMIFB4B55 IRS PLN P V 06MWIBOR BMIFB4B71 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12000000 | OU      | $782.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFC9Q99 IRS BRL R F 13.19680 BMIFC9QA6 CCPNDFPREDISWAP / Short: SMIFC9Q99 IRS BRL P V 00MBRCDI BMIFC9QB4 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     26045000 | OU      | $10508.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFCEPF5 IRS THB R F  1.11450 BMIFCEPG3 CCPNDFOIS / Short: SMIFCEPF5 IRS THB P V 12MTHOR BMIFCEPH1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    192510000 | OU      | $-53278.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFCEPJ7 IRS MYR R F  3.06550 BMIFCEPK4 CCPNDF / Short: SMIFCEPJ7 IRS MYR P V 03MKLIBO BMIFCEPL2 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19570000 | OU      | $-42711.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFCEL02 IRS CNY R F  1.60270 BMIFCEL10 CCPNDF / Short: SMIFCEL02 IRS CNY P V 00MCNRR BMIFCEL28 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20670000 | OU      | $7313.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEGK14 IRS CZK R F  3.75950 BMIFEGK22 CCPVANILLA / Short: SMIFEGK14 IRS CZK P V 06MPRIBO BMIFEGK30 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     58100000 | OU      | $-15102.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEM2D5 IRS MYR R F  3.08750 BMIFEM2E3 CCPNDF / Short: SMIFEM2D5 IRS MYR P V 03MKLIBO BMIFEM2F0 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30400000 | OU      | $-58898.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEM0G0 IRS THB R F  1.07600 BMIFEM0H8 CCPNDFOIS / Short: SMIFEM0G0 IRS THB P V 12MTHOR BMIFEM0J4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    101800000 | OU      | $-34069.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEM2N3 IRS CNY R F  1.61250 BMIFEM2P8 CCPNDF / Short: SMIFEM2N3 IRS CNY P V 00MCNRR BMIFEM2Q6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     85210000 | OU      | $35754.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEL0W7 IRS INR R F  5.77000 BMIFEL0X5 CCPNDFOIS / Short: SMIFEL0W7 IRS INR P V 06MMIBOR BMIFEL0Y3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1310000000 | OU      | $76122.66     | 0.01%             |  |  |  | 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        |    221130000 | OU      | $-120570.64   | -0.01%            |  |  |  | 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        |    181230000 | OU      | $159313.58    | 0.01%             |  |  |  | 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        |    181230000 | OU      | $-150598.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFFPFM3 IRS ZAR R F  7.09000 BMIFFPFN1 CCPVANILLA / Short: SMIFFPFM3 IRS ZAR P V 03MJIBAR BMIFFPFP6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     53436000 | OU      | $22337.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFFX299 IRS ZAR R F  7.05110 BMIFFX2A6 CCPVANILLA / Short: SMIFFX299 IRS ZAR P V 03MJIBAR BMIFFX2B4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    146704000 | OU      | $47502.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFHRS19 IRS CZK R F  3.85550 BMIFHRS27 CCPVANILLA / Short: SMIFHRS19 IRS CZK P V 06MPRIBO BMIFHRS35 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     95590000 | OU      | $-11243.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFJN404 IRS BRL R F 13.13000 BMIFJN412 CCPNDFPREDISWAP / Short: SMIFJN404 IRS BRL P V 00MBRCDI BMIFJN420 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15160000 | OU      | $-14613.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFJR2C1 IRS CNY R F  1.65950 BMIFJR2D9 CCPNDF / Short: SMIFJR2C1 IRS CNY P V 00MCNRR BMIFJR2E7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     48180000 | OU      | $33989.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFJT8H0 IRS INR R F  5.71200 BMIFJT8J6 CCPNDFOIS / Short: SMIFJT8H0 IRS INR P V 06MMIBOR BMIFJT8K3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    978000000 | OU      | $20650.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFJU564 IRS MYR R F  3.18300 BMIFJU572 CCPNDF / Short: SMIFJU564 IRS MYR P V 03MKLIBO BMIFJU580 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     71000000 | OU      | $-70233.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFL2J84 IRS BRL R F 13.29680 BMIFL2J92 CCPNDFPREDISWAP / Short: SMIFL2J84 IRS BRL P V 00MBRCDI BMIFL2JA9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     21574000 | OU      | $13805.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFLB5X4 IRS MXN R F  6.93600 BMIFLB5Y2 CCPOIS / Short: SMIFLB5X4 IRS MXN P V 01MTIEF BMIFLB5Z9 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    276000000 | OU      | $-11135.97    | -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        |    431000000 | OU      | $-18424.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFL8SM0 IRS THB R F  1.14500 BMIFL8SN8 CCPNDFOIS / Short: SMIFL8SM0 IRS THB P V 12MTHOR BMIFL8SP3 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    174270000 | OU      | $-41343.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIFLJHV8 IRS COP R V 03MCPIBR BMIFLJHX4 CCPNDFOIS / Short: BMIFLJHV8 IRS COP P F  8.79570 BMIFLJHW6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20329000000 | OU      | $88377.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMHMM5 IRS PLN R F  4.10800 BMIFMHMN3 CCPVANILLA / Short: SMIFMHMM5 IRS PLN P V 06MWIBOR BMIFMHMP8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13366000 | OU      | $17782.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMHLS3 IRS PLN R F  4.10250 BMIFMHLT1 CCPVANILLA / Short: SMIFMHLS3 IRS PLN P V 06MWIBOR BMIFMHLU8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20224000 | OU      | $25562.30     | 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        |      8661400 | OU      | $24292.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMH346 IRS ILS R F  3.71000 BMIFMH353 CCPOIS / Short: SMIFMH346 IRS ILS P V 12MSHIR BMIFMH361 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25835000 | OU      | $46094.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMFVS6 IRS CNY R F  1.63550 BMIFMFVT4 CCPNDF / Short: SMIFMFVS6 IRS CNY P V 00MCNRR BMIFMFVU1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79604000 | OU      | $43398.69     | 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        |     16787000 | OU      | $13478.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFN2BL1 IRS BRL R F 13.46000 BMIFN2BM9 CCPNDFPREDISWAP / Short: SMIFN2BL1 IRS BRL P V 00MBRCDI BMIFN2BN7 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     36700000 | OU      | $81264.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFN29F7 IRS CZK R F  3.79150 BMIFN29G5 CCPVANILLA / Short: SMIFN29F7 IRS CZK P V 06MPRIBO BMIFN29H3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     76360000 | OU      | $-19528.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFN8MC6 IRS MYR R F  3.14650 BMIFN8MD4 CCPNDF / Short: SMIFN8MC6 IRS MYR P V 03MKLIBO BMIFN8ME2 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16570000 | OU      | $-23078.51    | -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        |      9129000 | OU      | $1721.60      | 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        |  18000000000 | OU      | $-27387.56    | -0.00%            |  |  |  | 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        |     17116000 | OU      | $-15353.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFPQ004 IRS MYR R F  3.25750 BMIFPQ012 CCPNDF / Short: SMIFPQ004 IRS MYR P V 03MKLIBO BMIFPQ020 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19680000 | OU      | $-3255.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFPQ6F5 IRS CNY R F  1.58050 BMIFPQ6G3 CCPNDF / Short: SMIFPQ6F5 IRS CNY P V 00MCNRR BMIFPQ6H1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     48490000 | OU      | $8624.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFQ3F16 TRS COP R F   .00000 ACI22YPY3 BOND TRS / Short: BMIFQ3F16 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  12593000000 | OU      | $12594.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFQLGD9 TRS COP R F   .00000 ACI17K571 BOND TRS / Short: BMIFQLGD9 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  17300000000 | OU      | $-6898.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFQSTE8 IRS HUF R F  6.20050 BMIFQSTF5 CCPVANILLA / Short: SMIFQSTE8 IRS HUF P V 06MBUBOR BMIFQSTG3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1660000000 | OU      | $-16980.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFQSBR8 IRS CLP R F  4.80430 BMIFQSBS6 CCPNDFCAMARAPROMEDIO / Short: SMIFQSBR8 IRS CLP P V 06MCLICP BMIFQSBT4 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3675200000 | OU      | $-5942.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIFQZBM3 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIFQZBM3 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  56900000000 | OU      | $-59709.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIFQZBG6 TRS COP R F   .00000 ACI0BJ3C2 BOND TRS / Short: BMIFQZBG6 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  67000000000 | OU      | $-27480.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFQVKP5 IRS THB R F  1.24250 BMIFQVKQ3 CCPNDFOIS / Short: SMIFQVKP5 IRS THB P V 12MTHOR BMIFQVKR1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    115670000 | OU      | $-10525.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFR9K16 IRS CLP R V 06MCLICP BMIFR9K32 CCPNDFCAMARAPROMEDIO / Short: BMIFR9K16 IRS CLP P F  4.84250 BMIFR9K24 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9251100000 | OU      | $-1868.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFR6TZ8 IRS THB R V 12MTHOR BMIFR6U11 CCPNDFOIS / Short: BMIFR6TZ8 IRS THB P F  1.30250 BMIFR6U03 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100052000 | OU      | $100.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFR6SW6 IRS THB R V 12MTHOR BMIFR6SY2 CCPNDFOIS / Short: BMIFR6SW6 IRS THB P F  1.30400 BMIFR6SX4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    210000000 | OU      | $-261.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFR6SZ9 IRS THB R V 12MTHOR BMIFR6T13 CCPNDFOIS / Short: BMIFR6SZ9 IRS THB P F  1.30000 BMIFR6T05 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110348000 | OU      | $524.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    318000000 | PA      | $14776901.06  | 1.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       553000 | PA      | $127466.50    | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16020000 | PA      | $3586532.57   | 0.25%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  39840800000 | PA      | $9395442.16   | 0.66%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    203525075 | PA      | $11076138.50  | 0.78%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       260000 | PA      | $59702.50     | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        36138 | PA      | $21015.32     | 0.00%             | 2026-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    126157873 | PA      | $7351080.17   | 0.52%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    506215100 | PA      | $25703592.74  | 1.81%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    261204342 | PA      | $15022678.81  | 1.06%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        21897 | PA      | $12362.12     | 0.00%             | 2027-09-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 154676000000 | PA      | $10794766.42  | 0.76%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    349080000 | PA      | $18941424.09  | 1.33%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     18407000 | PA      | $15665535.05  | 1.10%             | 2041-08-01      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     22375000 | PA      | $4010083.81   | 0.28%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     27000000 | PA      | $93136.59     | 0.01%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  35503000000 | PA      | $7322204.01   | 0.52%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       633000 | PA      | $147094.01    | 0.01%             | 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        |    110000000 | PA      | $333032.33    | 0.02%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 139015000000 | PA      | $9179754.80   | 0.65%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16622000000 | PA      | $1073683.25   | 0.08%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    383618000 | PA      | $13661306.69  | 0.96%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     32030000 | PA      | $7215280.81   | 0.51%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   1043800000 | PA      | $275205.14    | 0.02%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     58352000 | PA      | $16854208.64  | 1.19%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 129185000000 | PA      | $8557438.12   | 0.60%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1018000000 | PA      | $3249932.82   | 0.23%             | 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        |      1958000 | PA      | $1646705.63   | 0.12%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17415000 | PA      | $4160516.73   | 0.29%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6235000 | PA      | $1638708.44   | 0.12%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     21190000 | PA      | $4549226.29   | 0.32%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    255910000 | PA      | $2477139.35   | 0.17%             | 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        |      1474000 | PA      | $339757.00    | 0.02%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1227010000 | PA      | $2276856.05   | 0.16%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds   | Ecuador Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      6203948 | PA      | $5675061.43   | 0.40%             | 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        |      2089586 | PA      | $1606369.24   | 0.11%             | 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        |      4633026 | PA      | $3631134.13   | 0.26%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  15582000000 | PA      | $4368160.18   | 0.31%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57650000 | PA      | $12834467.87  | 0.90%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70650000 | PA      | $14832764.60  | 1.04%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                         | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    248221281 | PA      | $12199181.79  | 0.86%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    524540000 | PA      | $979394.66    | 0.07%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  65673000000 | PA      | $14149030.26  | 1.00%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57850000 | PA      | $10561252.72  | 0.74%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  50050000000 | PA      | $3083356.89   | 0.22%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     17950000 | PA      | $4017220.54   | 0.28%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    201119100 | PA      | $9369287.83   | 0.66%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                   | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    124000000 | PA      | $22530975.75  | 1.59%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 163285000000 | PA      | $10491282.17  | 0.74%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     60000000 | PA      | $2081822.44   | 0.15%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6025000 | PA      | $1432120.03   | 0.10%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    161360000 | PA      | $8204928.66   | 0.58%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1779000 | PA      | $111906.45    | 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        |     14576678 | PA      | $1225253.31   | 0.09%             | 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        |      1374429 | PA      | $103429.68    | 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        |      5019647 | PA      | $361779.83    | 0.03%             | 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        |      3277250 | PA      | $227729.91    | 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        |      7649052 | PA      | $504162.24    | 0.04%             | 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        |      2320677 | PA      | $148179.22    | 0.01%             | 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        |      5388882 | PA      | $340910.18    | 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        |      2343000 | PA      | $146986.68    | 0.01%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4500000 | PA      | $1097959.46   | 0.08%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    862400000 | PA      | $2292004.75   | 0.16%             | 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        |    792413000 | PA      | $2112584.93   | 0.15%             | 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        |   4272858000 | PA      | $11484913.09  | 0.81%             | 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        |    212760000 | PA      | $560196.50    | 0.04%             | 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        |    192000000 | PA      | $2182529.32   | 0.15%             | 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        |   7004900000 | PA      | $1736045.14   | 0.12%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000000 | PA      | $154860.42    | 0.01%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000000 | PA      | $3386108.34   | 0.24%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     76306000 | PA      | $126817.27    | 0.01%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     56140000 | PA      | $2695877.93   | 0.19%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    909416167 | PA      | $19524654.97  | 1.37%             | 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        |   1321120000 | PA      | $14541868.39  | 1.02%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                   | Itau BBA International PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |   1212000000 | PA      | $171934.32    | 0.01%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  21000000000 | PA      | $1288033.67   | 0.09%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    490529000 | PA      | $685840.33    | 0.05%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2194000 | PA      | $2289341.39   | 0.16%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     52027000 | PA      | $85672.82     | 0.01%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       909272 | PA      | $947745.06    | 0.07%             | 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        |      2100000 | PA      | $2216235.00   | 0.16%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  25170000000 | PA      | $2174510.26   | 0.15%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                   | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    169000000 | PA      | $1994379.43   | 0.14%             | 2034-04-26      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    567800000 | PA      | $7073326.03   | 0.50%             | 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        |     91000000 | PA      | $1098968.11   | 0.08%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     19620000 | PA      | $6354616.11   | 0.45%             | 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        |  50140000000 | PA      | $4314591.42   | 0.30%             | 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        |    133531699 | PA      | $32686996.00  | 2.30%             | 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        |    383300000 | PA      | $4614870.83   | 0.32%             | 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        | 155110000000 | PA      | $13513387.59  | 0.95%             | 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        |    699000000 | PA      | $8660148.66   | 0.61%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  76425700000 | PA      | $20212466.73  | 1.42%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 259380000000 | PA      | $16384299.98  | 1.15%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    131100000 | PA      | $8168432.78   | 0.57%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     69266000 | PA      | $1517631.42   | 0.11%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      5898876 | PA      | $488367.40    | 0.03%             | 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        |      1769876 | PA      | $152652.62    | 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        |   1122526000 | PA      | $24169693.04  | 1.70%             | 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        |    531779219 | PA      | $11715986.16  | 0.82%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1782069000 | PA      | $2743655.05   | 0.19%             | 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        |     38700000 | PA      | $497946.45    | 0.04%             | 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        |     90000000 | PA      | $309494.98    | 0.02%             | 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        |    161000000 | PA      | $484766.26    | 0.03%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |      4700000 | PA      | $97138.42     | 0.01%             | 2025-12-09      | 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        |   1072374000 | PA      | $741656.58    | 0.05%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    501175000 | PA      | $10255017.18  | 0.72%             | 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        |    399900000 | PA      | $8102450.60   | 0.57%             | 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        |   1608561000 | PA      | $1087769.48   | 0.08%             | 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        |   1320000000 | PA      | $4543687.57   | 0.32%             | 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        |   1698623000 | PA      | $1144049.83   | 0.08%             | 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        |     17818000 | PA      | $446574.31    | 0.03%             | 2025-11-07      | 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        |    565995000 | PA      | $599155.76    | 0.04%             | 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        |     79200000 | PA      | $946907.91    | 0.07%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    531000000 | PA      | $1833879.70   | 0.13%             | 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        |   8323184000 | PA      | $5543005.57   | 0.39%             | 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        |   7386933000 | PA      | $4955888.17   | 0.35%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    106400000 | PA      | $1250063.60   | 0.09%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     40900000 | PA      | $482350.78    | 0.03%             | 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        |    100250000 | PA      | $1979340.54   | 0.14%             | 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        |  24000000000 | PA      | $2067054.86   | 0.15%             | 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        |     16000000 | PA      | $190842.10    | 0.01%             | 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        |     25000000 | PA      | $86372.85     | 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        |    207531000 | PA      | $272459.98    | 0.02%             | 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        |    591000000 | PA      | $2049464.97   | 0.14%             | 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        |     49300000 | PA      | $582119.01    | 0.04%             | 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        |      5762000 | PA      | $6768049.69   | 0.48%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    197350000 | PA      | $3789482.91   | 0.27%             | 2026-03-31      | 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        |   2251986000 | PA      | $1494137.56   | 0.11%             | 2026-02-03      | 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        |    759000000 | PA      | $2615806.06   | 0.18%             | 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        |  42550000000 | PA      | $3686900.44   | 0.26%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    116175000 | PA      | $2168539.74   | 0.15%             | 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        |    826542000 | PA      | $17459606.38  | 1.23%             | 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        |   1055906000 | PA      | $726541.05    | 0.05%             | 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        |   2510690000 | PA      | $1750757.37   | 0.12%             | 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        |    397950000 | PA      | $1022487.46   | 0.07%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                       | TBC Bank Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  30470000000 | PA      | $2544435.32   | 0.18%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     33441000 | PA      | $10491462.86  | 0.74%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     74000000 | PA      | $1843272.10   | 0.13%             | 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        |     61814000 | PA      | $1532036.80   | 0.11%             | 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        |     17818000 | PA      | $435325.28    | 0.03%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     59000000 | PA      | $2996476.57   | 0.21%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                   | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  14946700000 | PA      | $1245416.91   | 0.09%             | 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        |     60508000 | PA      | $1502634.92   | 0.11%             | 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        |    377330000 | PA      | $544948.16    | 0.04%             | 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        |     75467000 | PA      | $126114.21    | 0.01%             | 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        |     60000000 | PA      | $202561.70    | 0.01%             | 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        |    914025000 | PA      | $16501011.54  | 1.16%             | 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        |    164040000 | PA      | $279372.24    | 0.02%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1151000000 | PA      | $3794157.69   | 0.27%             | 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        |   2069666000 | PA      | $1366664.73   | 0.10%             | 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        |   8686800000 | PA      | $6620420.51   | 0.47%             | 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        |   1340468000 | PA      | $861881.62    | 0.06%             | 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        |    654980000 | PA      | $7431782.31   | 0.52%             | 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        |   1340468000 | PA      | $822857.91    | 0.06%             | 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        |    536187000 | PA      | $364106.58    | 0.03%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                            | Jscb Agrobank                                                                                                                              | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        | 177800000000 | PA      | $14802446.23  | 1.04%             | 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        |   4762794000 | PA      | $8215835.56   | 0.58%             | 2026-05-15      | 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        |   9060000000 | PA      | $5893855.37   | 0.41%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1044300000 | PA      | $451567.13    | 0.03%             | 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        |  31300000000 | PA      | $2588033.89   | 0.18%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   3104000000 | PA      | $1325902.47   | 0.09%             | 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        |  11291908000 | PA      | $7287598.38   | 0.51%             | 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        |      9041000 | PA      | $8762913.12   | 0.62%             | 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        |      3390000 | PA      | $3314115.70   | 0.23%             | 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        |    239250000 | PA      | $4847490.14   | 0.34%             | 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        |   4832937000 | PA      | $3085027.77   | 0.22%             | 2026-04-21      | 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        |  11684975000 | PA      | $7257308.50   | 0.51%             | 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        |  13009685000 | PA      | $8251131.48   | 0.58%             | 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        |    345825000 | PA      | $6541084.93   | 0.46%             | 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        |    426500000 | PA      | $7294236.29   | 0.51%             | 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        |  13786625000 | PA      | $8467093.33   | 0.60%             | 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        |     10300000 | PA      | $466116.18    | 0.03%             | 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        |      6437000 | PA      | $303940.75    | 0.02%             | 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        |      2253000 | PA      | $106510.94    | 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        |     12701000 | PA      | $574501.06    | 0.04%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    441200000 | PA      | $7518449.79   | 0.53%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE DEC25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -61 | NC      | $-37265.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -224 | NC      | $-23388.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUXL 30Y BND DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -7 | NC      | $-36308.48    | -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        |          -17 | NC      | $-28421.88    | -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        |          -29 | NC      | $-13602.97    | -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        |         -136 | NC      | $-3877.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     29533000 | PA      | $9145076.58   | 0.64%             | 2037-08-12      | Fixed         | 6.90%                 | 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        |     14900000 | PA      | $11905297.33  | 0.84%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    622878700 | PA      | $32026272.34  | 2.25%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   5702000000 | PA      | $430098.12    | 0.03%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SEYCHELLES                   | Seychelles International Bond                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SC        |        98250 | PA      | $98849.89     | 0.01%             | 2026-01-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     34685000 | PA      | $48578.26     | 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        |   1030234000 | PA      | $1483127.66   | 0.10%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  39256000000 | PA      | $2598733.04   | 0.18%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1754000 | PA      | $1872664.59   | 0.13%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000000 | PA      | $224011.56    | 0.02%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 120649000000 | PA      | $7704704.63   | 0.54%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 168241000000 | PA      | $10829945.31  | 0.76%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    295407000 | PA      | $15268479.55  | 1.07%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    228900000 | PA      | $2534921.57   | 0.18%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    766295967 | PA      | $44300024.44  | 3.12%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SIMPAR FINANCE SARL                      | Simpar Finance S.a.r.l                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     53195000 | PA      | $8058425.26   | 0.57%             | 2028-02-12      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bonds    | Jordan Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       497000 | PA      | $503413.90    | 0.04%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       157000 | PA      | $36230.89     | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1519000 | PA      | $349438.36    | 0.02%             | 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        |      3852000 | PA      | $883071.00    | 0.06%             | 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        |       995000 | PA      | $228368.67    | 0.02%             | 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        |       961000 | PA      | $220549.50    | 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        |       358000 | PA      | $82393.70     | 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        |       526000 | PA      | $120700.56    | 0.01%             | 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        |      6169000 | PA      | $1418870.00   | 0.10%             | 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        |       496000 | PA      | $114337.42    | 0.01%             | 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        |      1657000 | PA      | $381627.81    | 0.03%             | 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        |      2062000 | PA      | $472777.94    | 0.03%             | 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        |      4259000 | PA      | $978505.25    | 0.07%             | 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        |       262000 | PA      | $60003.24     | 0.00%             | 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        |       682000 | PA      | $156519.00    | 0.01%             | 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        |     24100000 | OU      | $79843.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0VS88 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12900000 | OU      | $42737.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID18J62 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12500000 | OU      | $41625.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF6CSE6 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1110000 | OU      | $-283036.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF5XQR4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1387000 | OU      | $-352476.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIF7XQM3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -8700000 | OU      | $-2644.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF7XQP6 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     13000000 | OU      | $27001.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIF7RHH7 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      6640000 | OU      | $14694.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | BMIF84RW3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     -6300000 | OU      | $-2129.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIF7RHL8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -3050000 | OU      | $-1030.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | BMIF8DBZ3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     16400000 | OU      | $36293.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIF93LZ3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     17400000 | OU      | $41081.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF93KW1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |       720000 | OU      | $1699.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIFA84P1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    -12700000 | OU      | $-8166.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1NW0 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      6600000 | OU      | $8368.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1P73 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -6600000 | OU      | $-12355.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1NZ3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -6600000 | OU      | $-1320.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFAELS3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -5420000 | OU      | $-3902.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG382 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -5300000 | OU      | $-10663.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG366 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -5300000 | OU      | $-1192.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG358 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      5300000 | OU      | $7133.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                 | BMIFANGZ3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -13200000 | OU      | $-27086.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                 | BMIFANGV2 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -13200000 | OU      | $-3049.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                 | BMIFANGR1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |     13200000 | OU      | $17978.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN77 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -2500000 | OU      | $-5130.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN69 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -2500000 | OU      | $-577.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN51 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      2500000 | OU      | $3405.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANX01 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      2700000 | OU      | $3677.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANX84 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -2700000 | OU      | $-623.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANXD3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -2700000 | OU      | $-5540.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAD9 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      5100000 | OU      | $7466.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAF4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -5100000 | OU      | $-1897.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAH0 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -5100000 | OU      | $-12240.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1077 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |       670000 | OU      | $1046.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1085 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      -670000 | OU      | $-204.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD10B8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      -670000 | OU      | $-1748.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFNJ4Z1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     10772000 | OU      | $80854.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIFNJ4N8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     10772000 | OU      | $85691.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3T95 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      4686000 | OU      | $30182.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3VL5 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -4686000 | OU      | $-72848.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3TA2 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      4686000 | OU      | $72848.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIFPCES9 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     10770000 | OU      | $64318.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1731000 | PA      | $1668684.00   | 0.12%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1000400 | PA      | $258953.54    | 0.02%             | 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        |      4306200 | PA      | $1234156.92   | 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        |       475100 | PA      | $139726.91    | 0.01%             | 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        |       668900 | PA      | $196723.49    | 0.01%             | 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        |       903900 | PA      | $271170.00    | 0.02%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     14000000 | PA      | $262933.80    | 0.02%             | 2033-02-03      | Fixed         | 13.62%                | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     32900000 | PA      | $567108.95    | 0.04%             | 2035-09-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     23100000 | PA      | $387846.30    | 0.03%             | 2036-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       822000 | PA      | $887760.00    | 0.06%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                      | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       587000 | PA      | $629704.25    | 0.04%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    298029400 | PA      | $15323642.84  | 1.08%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      4437300 | PA      | $4437300.00   | 0.31%             | 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        |      2534000 | PA      | $3015460.00   | 0.21%             | 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        |  16011000000 | PA      | $2143430.93   | 0.15%             | 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        |      1922200 | PA      | $429611.70    | 0.03%             | 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        |      5138300 | PA      | $1148410.05   | 0.08%             | 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        |       874800 | PA      | $232696.80    | 0.02%             | 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        |      1563000 | PA      | $354801.00    | 0.02%             | 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        |      2179200 | PA      | $530635.20    | 0.04%             | 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        |     17117780 | PA      | $3825823.83   | 0.27%             | 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        |      6422587 | PA      | $1435448.19   | 0.10%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       637500 | PA      | $146051.25    | 0.01%             | 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        |       300000 | PA      | $82980.00     | 0.01%             | 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        |      1419100 | PA      | $339306.81    | 0.02%             | 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        |      3807500 | PA      | $986523.25    | 0.07%             | 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        |      1959000 | PA      | $507576.90    | 0.04%             | 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        |     15293589 | PA      | $787332.22    | 0.06%             | 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        |      2776000 | PA      | $2385763.66   | 0.17%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     13254000 | PA      | $14049240.00  | 0.99%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2000000 | PA      | $2053129.22   | 0.14%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Emerging Markets Local Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer