# EDGAR Filing Document

**Accession Number:** 0000874964
**File Stem:** 0001752724-23-046513
**Filing Date:** 2023-2
**Character Count:** 106175
**Document Hash:** 80c1b02d6371fe8cb594691ca802692a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046513.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046513

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LAZARD FUNDS INC
- **CENTRAL INDEX KEY:** 0000874964
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06312
- **FILM NUMBER:** 23682555

**BUSINESS ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10112
- **BUSINESS PHONE:** 2126326000

**MAIL ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10112

## Series and Classes Contracts Data

### Lazard Emerging Markets Debt Portfolio (Series ID: S000031123)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000096531 | Institutional Shares | LEDIX           |
| C000096532 | Open Shares          | LEDOX           |
| C000134198 | R6 Shares            | RLEDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LAZARD FUNDS INC

- **b. Investment Company Act file number:** 811-06312

- **c. CIK number of Registrant:** 0000874964

- **d. LEI of Registrant:** FHQ86OSTXPK3IHDU6X52

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

  - **Street Address 1:** 30 ROCKEFELLER PLAZA

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10112

  - **Telephone number:** 212-632-6000

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

- **a. Name of Series:** Lazard Emerging Markets Debt Portfolio

- **b. EDGAR series identifier (if any):** S000031123

- **c. LEI of Series:** 3GOPTGESYSJMCJFVSF43

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $14772764.84

**Total Liabilities:** $218530.98

**Net Assets:** $14554233.86

**Cash Not Reported:** $33620.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2.63000000 | **1-Year:** -63.83000000 | **5-Year:** -372.38000000 | **10-Year:** -1119.45000000 | **30-Year:** -907.34000000

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

- **3-Month:** -8.39000000 | **1-Year:** -270.65000000 | **5-Year:** -889.64000000 | **10-Year:** -1069.77000000 | **30-Year:** -245.72000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096532 | -0.54%               | 7.50%                | 1.15%                |
| Class ID C000096531 | -0.63%               | 7.60%                | 1.18%                |
| Class ID C000134198 | -0.55%               | 7.64%                | 1.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-215978.80              | $63485.96                                  |
| Month 2  | $-516714.94              | $1477952.08                                |
| Month 3  | $3675.50                 | $24050.90                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citibank N.A.                 | PURCHASED MXN / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $39.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay          | Paraguay Government International Bond                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      75000 | PA      | $71873.44     | 0.49%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA          | Colombian TES                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  257000000 | PA      | $39957.32     | 0.27%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED EUR / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $527.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia          | Colombia Government International Bond                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      45000 | PA      | $30875.63     | 0.21%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.      | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |          1 | NC      | $-22.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                 | PURCHASED CNY / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $14905.96     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                       | Hungary Government International Bond                  | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      32000 | PA      | $34886.00     | 0.24%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND         | China Government Bond                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     490000 | PA      | $71860.30     | 0.49%             | 2026-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-18897.53    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-8.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                | Qatar Government International Bond                    | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     340000 | PA      | $395632.50    | 2.72%             | 2040-01-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co. | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-380.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS           | Petroleos Mexicanos                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      50000 | PA      | $41350.00     | 0.28%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA         | Argentine Republic Government International Bond       | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      63224 | PA      | $19907.66     | 0.14%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND       | Romania Government Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     560000 | PA      | $105564.54    | 0.73%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury        | United States Treasury Note/Bond                       | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     795000 | PA      | $723946.88    | 4.97%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  324000000 | PA      | $23112.38     | 0.16%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $349.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT         | Costa Rica Government International Bond               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      25000 | PA      | $24848.44     | 0.17%             | 2023-01-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA          | Colombia Government International Bond                 | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     105000 | PA      | $104790.00    | 0.72%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government International Bond | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      20000 | PA      | $18547.50     | 0.13%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS         | Bonos de la Tesoreria de la Republica en pesos         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   55000000 | PA      | $61955.14     | 0.43%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government International Bond | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      45000 | PA      | $33800.63     | 0.23%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU              | Peruvian Government International Bond                 | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      60000 | PA      | $34980.00     | 0.24%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1032000000 | PA      | $66756.00     | 0.46%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru              | Peruvian Government International Bond                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     670000 | PA      | $158118.24    | 1.09%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS         | Bonos de la Tesoreria de la Republica en pesos         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   15000000 | PA      | $17482.10     | 0.12%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1338.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                 | PURCHASED THB / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $6307.24      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  912000000 | PA      | $64031.86     | 0.44%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD THB                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-103.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS           | Petroleos Mexicanos                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      20000 | PA      | $12655.00     | 0.09%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1322.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD CNY                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-60.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL        | Brazilian Government International Bond                | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     125000 | PA      | $108187.50    | 0.74%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT         | Costa Rica Government International Bond               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      35000 | PA      | $28433.13     | 0.20%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE      | Banco Mercantil del Norte SA/Grand Cayman              | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $194787.50    | 1.34%             | 2024-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      80000 | PA      | $16719.36     | 0.11%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FINANCING 2        | NBK Tier 1 Financing 2 Ltd                             | CUSIP: 000000000<br>LEI: 549300HMWSJFNREWT164 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $183475.00    | 1.26%             | 2025-08-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  818000000 | PA      | $58351.63     | 0.40%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED USD / SOLD PEN                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-5124.80     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru              | Peruvian Government International Bond                 | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     585000 | PA      | $145167.67    | 1.00%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.      | PURCHASED USD / SOLD MYR                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-484.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND        | Republic of Poland Government Bond                     | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      92000 | PA      | $18565.88     | 0.13%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co. | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $368.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA         | Indonesia Government International Bond                | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     215000 | PA      | $178473.65    | 1.23%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  113000000 | PA      | $7182.50      | 0.05%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic                | Czech Republic Government Bond                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1120000 | PA      | $45607.53     | 0.31%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD THB                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-852.24      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY          | Paraguay Government International Bond                 | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      28000 | PA      | $24514.00     | 0.17%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT       | Mexican Bonos                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3100000 | PA      | $138975.42    | 0.95%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                | Czech Republic Government Bond                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1790000 | PA      | $59465.74     | 0.41%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND        | Oman Government International Bond                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     200000 | PA      | $196787.50    | 1.35%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND            | Mongolia Government International Bond                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      40000 | PA      | $30804.40     | 0.21%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA                       | Romanian Government International Bond                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      56000 | PA      | $49448.00     | 0.34%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     230000 | PA      | $53663.36     | 0.37%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                       | Romanian Government International Bond                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      38000 | PA      | $30134.00     | 0.21%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR           | Ecuador Government International Bond                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     251000 | PA      | $97152.69     | 0.67%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED THB / SOLD USD                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $-9.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama            | Panama Government International Bond                   | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      30000 | PA      | $22627.50     | 0.16%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS           | Petroleos Mexicanos                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      22000 | PA      | $17242.50     | 0.12%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD IDR                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-515.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND       | Hungary Government Bond                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   11020000 | PA      | $25552.54     | 0.18%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                 | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-5357.68     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government International Bond | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      30000 | PA      | $20902.50     | 0.14%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co. | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-122.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1545000000 | PA      | $106390.88    | 0.73%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND       | Romania Government Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     170000 | PA      | $34148.04     | 0.23%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     500000 | PA      | $112065.83    | 0.77%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government International Bond | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      40000 | PA      | $35532.50     | 0.24%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL      | Brazil Notas do Tesouro Nacional Serie F               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     930000 | PA      | $157476.14    | 1.08%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC            | Dominican Republic International Bond                  | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      35000 | PA      | $31473.75     | 0.22%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY      | Uruguay Government International Bond                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      50000 | PA      | $48125.00     | 0.33%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED HUF / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $5207.77      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic            | Dominican Republic International Bond                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      20000 | PA      | $17285.00     | 0.12%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia         | Indonesia Government International Bond                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     105000 | PA      | $101205.30    | 0.70%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA             | Ghana Government International Bond                    | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     200000 | PA      | $75000.00     | 0.52%             | 2027-02-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL        | Brazilian Government International Bond                | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      40000 | PA      | $29595.00     | 0.20%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-721.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED MYR / SOLD USD                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MY        |          1 | NC      | $8855.88      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT         | Costa Rica Government International Bond               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      10000 | PA      | $9386.25      | 0.06%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS         | Bonos de la Tesoreria de la Republica en pesos         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   25000000 | PA      | $24616.56     | 0.17%             | 2028-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD MYR                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-148.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government Bond               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3490000 | PA      | $183109.58    | 1.26%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD HUF                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-367.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT        | Egypt Government International Bond                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $133350.00    | 0.92%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES         | Mexico Government International Bond                   | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      65000 | PA      | $52162.50     | 0.36%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government Bond               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     950000 | PA      | $59099.49     | 0.41%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND       | Romania Government Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     400000 | PA      | $73662.89     | 0.51%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED THB / SOLD USD                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $1233.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors  | State Street Institutional Treasury Money Market Fund  | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |     290757 | NS      | $290756.51    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT       | Mexican Bonos                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1640000 | PA      | $81727.95     | 0.56%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED MXN / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $113.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT      | Suriname Government International Bond                 | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      10000 | PA      | $7114.38      | 0.05%             | 2026-10-26      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL        | Brazil Letras do Tesouro Nacional                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1920000 | PA      | $341192.25    | 2.34%             | 2023-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-772.81      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY      | Uruguay Government International Bond                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     125000 | PA      | $123250.00    | 0.85%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co. | PURCHASED COP / SOLD USD                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |          1 | NC      | $-730.87      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Jordan             | Jordan Government International Bond                   | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $196850.00    | 1.35%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA            | Panama Government International Bond                   | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       5000 | PA      | $4046.25      | 0.03%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS AG                        | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1395.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED CNY / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $732.05       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS          | Country Garden Holdings Co Ltd                         | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $121750.00    | 0.84%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Panama            | Panama Government International Bond                   | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      10000 | PA      | $7667.50      | 0.05%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey            | Turkey Government International Bond                   | CUSIP: 900123AW0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      95000 | PA      | $95237.50     | 0.65%             | 2025-02-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                        | PURCHASED BRL / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |          1 | NC      | $-129.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT         | Costa Rica Government International Bond               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      15000 | PA      | $14459.06     | 0.10%             | 2025-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED CNY / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $603.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD COP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-7008.67     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT       | Mexican Bonos                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1250000 | PA      | $68717.29     | 0.47%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka         | Sri Lanka Government International Bond                | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      50000 | PA      | $14431.25     | 0.10%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government Bond               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1750000 | PA      | $86811.78     | 0.60%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND       | Hungary Government Bond                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    3940000 | PA      | $5270.30      | 0.04%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED CNY / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $449.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA            | Panama Government International Bond                   | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      25000 | PA      | $25356.25     | 0.17%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS         | Bonos de la Tesoreria de la Republica en pesos         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   50000000 | PA      | $57040.47     | 0.39%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT       | Mexican Bonos                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1990000 | PA      | $96170.31     | 0.66%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                        | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |          1 | NC      | $831.30       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                        | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-142.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT         | Costa Rica Government International Bond               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      50000 | PA      | $48384.38     | 0.33%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica         | Jamaica Government International Bond                  | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      90000 | PA      | $94995.00     | 0.65%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka         | Sri Lanka Government International Bond                | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       5000 | PA      | $1504.06      | 0.01%             | 2026-07-18      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| HUNGARY                       | Hungary Government International Bond                  | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      44000 | PA      | $43898.25     | 0.30%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  920000000 | PA      | $65095.87     | 0.45%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA         | Indonesia Government International Bond                | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      55000 | PA      | $49918.55     | 0.34%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD CLP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-874.07      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL      | Brazil Notas do Tesouro Nacional Serie F               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     420000 | PA      | $76078.89     | 0.52%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU              | Peruvian Government International Bond                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     140000 | PA      | $33769.34     | 0.23%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.      | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |          1 | NC      | $821.24       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC            | Dominican Republic International Bond                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      50000 | PA      | $40259.38     | 0.28%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic of Angola            | Angolan Government International Bond                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $206000.00    | 1.42%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.            | PURCHASED EUR / SOLD USD                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $7228.08      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND      | Thailand Government Bond                               | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1480000 | PA      | $42784.18     | 0.29%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     270000 | PA      | $64954.46     | 0.45%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana             | Ghana Government International Bond                    | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     200000 | PA      | $68500.00     | 0.47%             | 2049-06-16      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED RON / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |          1 | NC      | $1523.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV               | MV24 Capital BV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     171300 | PA      | $156522.87    | 1.08%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND        | Republic of Poland Government Bond                     | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     350000 | PA      | $53667.71     | 0.37%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD CNY                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-7282.46     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA         | Guatemala Government Bond                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      45000 | PA      | $43855.31     | 0.30%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC            | Dominican Republic International Bond                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      40000 | PA      | $33932.50     | 0.23%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA            | Panama Government International Bond                   | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     105000 | PA      | $90155.63     | 0.62%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND        | Oman Government International Bond                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     200000 | PA      | $216287.50    | 1.49%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND       | Hungary Government Bond                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   34330000 | PA      | $66760.33     | 0.46%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT       | Mexican Bonos                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2998000 | PA      | $149402.68    | 1.03%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA         | Argentine Republic Government International Bond       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     325000 | PA      | $81900.00     | 0.56%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND      | Thailand Government Bond                               | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     830000 | PA      | $24750.79     | 0.17%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND        | Republic of Poland Government Bond                     | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     710000 | PA      | $135015.62    | 0.93%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA         | Indonesia Government International Bond                | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      60000 | PA      | $40131.60     | 0.28%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.            | PURCHASED UYU / SOLD USD                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | UY        |          1 | NC      | $9.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |          1 | NC      | $1070.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |          1 | NC      | $-38.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES         | Mexico Government International Bond                   | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      45000 | PA      | $28499.06     | 0.20%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED CNY / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $1008.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1038.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL        | Brazilian Government International Bond                | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      40000 | PA      | $27795.00     | 0.19%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED USD / SOLD MXN                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $453.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                        | PURCHASED CZK / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |          1 | NC      | $14240.68     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY            | Turkey Government International Bond                   | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     140000 | PA      | $116200.00    | 0.80%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL      | Brazil Notas do Tesouro Nacional Serie F               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     590000 | PA      | $103171.05    | 0.71%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT       | Mexican Bonos                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2200000 | PA      | $104342.93    | 0.72%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR       | El Salvador Government International Bond              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      23000 | PA      | $8809.00      | 0.06%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)        | Pertamina Persero PT                                   | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      25000 | PA      | $24660.94     | 0.17%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government Bond               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1445000 | PA      | $66478.81     | 0.46%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD CZK                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-113.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                | Czech Republic Government Bond                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     550000 | PA      | $14476.78     | 0.10%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia          | Colombia Government International Bond                 | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      30000 | PA      | $25861.88     | 0.18%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED PLN / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $2683.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED THB / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $251.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government Bond               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6460000 | PA      | $301585.78    | 2.07%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA         | Guatemala Government Bond                              | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      10000 | PA      | $9745.63      | 0.07%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2918.61     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR       | El Salvador Government International Bond              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      23000 | PA      | $9887.13      | 0.07%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                | Czech Republic Government Bond                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     480000 | PA      | $15929.87     | 0.11%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND       | Hungary Government Bond                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   18510000 | PA      | $28737.46     | 0.20%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                 | PURCHASED PLN / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |          1 | NC      | $14711.88     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD PEN                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5025.28     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND       | Hungary Government Bond                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   22860000 | PA      | $40121.07     | 0.28%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co. | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $521.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND            | Republic of Poland Government International Bond       | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      80000 | PA      | $84783.20     | 0.58%             | 2032-11-16      | Fixed         | 5.75%                 | 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        |     120000 | PA      | $90082.39     | 0.62%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                 | PURCHASED THB / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $3212.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA         | Argentine Republic Government International Bond       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     177000 | PA      | $50091.00     | 0.34%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |          1 | NC      | $-8.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED MYR / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |          1 | NC      | $675.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD COP                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-7322.96     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL      | Brazil Notas do Tesouro Nacional Serie F               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     590000 | PA      | $97489.41     | 0.67%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Zambia            | Zambia Government International Bond                   | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     200000 | PA      | $90000.00     | 0.62%             | 2024-04-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2050.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA      | Republic of South Africa Government International Bond | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      60000 | PA      | $56767.50     | 0.39%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  648000000 | PA      | $45184.13     | 0.31%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY      | Uruguay Government International Bond                  | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      46000 | PA      | $58259.00     | 0.40%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED THB / SOLD USD                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $4823.21      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government Bond               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4290000 | PA      | $203845.95    | 1.40%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     100000 | PA      | $23552.55     | 0.16%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA          | Colombian TES                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  301300000 | PA      | $53176.37     | 0.37%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      97000 | PA      | $22000.39     | 0.15%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  386000000 | PA      | $26344.95     | 0.18%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.      | PURCHASED USD / SOLD IDR                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-15.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED BRL / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $61.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED CNY / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $1802.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos           | Petroleos Mexicanos                                    | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      35000 | PA      | $29885.10     | 0.21%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC            | Dominican Republic International Bond                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      50000 | PA      | $41337.50     | 0.28%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     120000 | PA      | $27326.49     | 0.19%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD MXN                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1388.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY      | Uruguay Government International Bond                  | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      65000 | PA      | $60125.00     | 0.41%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                   | Ivory Coast Government International Bond              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      62679 | PA      | $58930.22     | 0.40%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA          | Colombian TES                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  240000000 | PA      | $33500.99     | 0.23%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA            | Serbia International Bond                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $142975.00    | 0.98%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      20000 | PA      | $4382.93      | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC            | Dominican Republic International Bond                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      75000 | PA      | $63623.44     | 0.44%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co. | PURCHASED BRL / SOLD USD                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |          1 | NC      | $699.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka         | Sri Lanka Government International Bond                | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      15000 | PA      | $4451.25      | 0.03%             | 2023-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                 | PURCHASED THB / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $9391.59      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT            | Ukraine Government International Bond                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     200000 | PA      | $42975.00     | 0.30%             | 2030-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT       | Mexican Bonos                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4810000 | PA      | $223079.44    | 1.53%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND        | Republic of Poland Government Bond                     | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     460000 | PA      | $86269.62     | 0.59%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                       | Romanian Government International Bond                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      50000 | PA      | $39650.00     | 0.27%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS AG                        | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |          1 | NC      | $124.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED PEN / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |          1 | NC      | $1159.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT        | Egypt Government International Bond                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     275000 | PA      | $190145.31    | 1.31%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-394.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |          1 | NC      | $760.82       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU              | Peruvian Government International Bond                 | CUSIP: 715638DC3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      55000 | PA      | $10788.75     | 0.07%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $125.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka         | Sri Lanka Government International Bond                | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      15000 | PA      | $4320.00      | 0.03%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT       | Mexican Bonos                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     280000 | PA      | $13612.29     | 0.09%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos           | Petroleos Mexicanos                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      16000 | PA      | $10190.08     | 0.07%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA         | Guatemala Government Bond                              | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      35000 | PA      | $33573.75     | 0.23%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1244.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA             | Republic of Kenya Government International Bond        | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $171500.00    | 1.18%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA      | Republic of South Africa Government International Bond | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      10000 | PA      | $8873.75      | 0.06%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government Bond               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3470000 | PA      | $174354.53    | 1.20%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic                | Czech Republic Government Bond                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2280000 | PA      | $87968.40     | 0.60%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS         | Bonos de la Tesoreria de la Republica en pesos         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10000000 | PA      | $13004.97     | 0.09%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU              | Peruvian Government International Bond                 | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      30000 | PA      | $21896.25     | 0.15%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala         | Guatemala Government Bond                              | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      15000 | PA      | $14060.63     | 0.10%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED ZAR / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |          1 | NC      | $424.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS           | Petroleos Mexicanos                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      80000 | PA      | $74865.00     | 0.51%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                       | Hungary Government International Bond                  | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      40000 | PA      | $37257.50     | 0.26%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia         | Indonesia Government International Bond                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      55000 | PA      | $61674.80     | 0.42%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1663.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1044.43     | -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      | $-2.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador       | El Salvador Government International Bond              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      24000 | PA      | $10377.00     | 0.07%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD THB                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-4146.09     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA         | Indonesia Government International Bond                | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      35000 | PA      | $32819.06     | 0.23%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic            | Dominican Republic International Bond                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      15000 | PA      | $13924.69     | 0.10%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     500000 | PA      | $110498.30    | 0.76%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED USD / SOLD COP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $83.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan        | Republic of Azerbaijan International Bond              | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     175000 | PA      | $145228.13    | 1.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |          1 | NC      | $109.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND         | China Government Bond                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     360000 | PA      | $56629.38     | 0.39%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA      | Republic of South Africa Government International Bond | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      10000 | PA      | $8987.50      | 0.06%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                 | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $-772.81      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED CNY / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $197.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru              | Peruvian Government International Bond                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     650000 | PA      | $162617.70    | 1.12%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND         | China Government Bond                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     480000 | PA      | $68279.68     | 0.47%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP             | International Finance Corp                             | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  200000000 | PA      | $13037.42     | 0.09%             | 2023-10-09      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES         | Mexico Government International Bond                   | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     104000 | PA      | $87477.00     | 0.60%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA            | Panama Government International Bond                   | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      75000 | PA      | $54998.44     | 0.38%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia          | Colombia Government International Bond                 | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      75000 | PA      | $66201.56     | 0.45%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.          | PURCHASED PEN / SOLD USD                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PE        |          1 | NC      | $1249.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka         | Sri Lanka Government International Bond                | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      35000 | PA      | $10451.88     | 0.07%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka         | Sri Lanka Government International Bond                | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      10000 | PA      | $3080.00      | 0.02%             | 2025-06-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa      | Republic of South Africa Government International Bond | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      30000 | PA      | $22050.00     | 0.15%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED USD / SOLD PEN                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-5169.85     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank       | PURCHASED CNY / SOLD USD                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $513.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND        | Republic of Poland Government Bond                     | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     190000 | PA      | $37464.43     | 0.26%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT           | Malaysia Government Bond                               | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     937000 | PA      | $213104.22    | 1.46%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.      | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |          1 | NC      | $116.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL      | Hazine Mustesarligi Varlik Kiralama AS                 | CUSIP: 421790AH9<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     125000 | PA      | $121820.31    | 0.84%             | 2027-02-24      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY      | Uruguay Government International Bond                  | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2641109 | PA      | $69309.62     | 0.48%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey            | Turkey Government International Bond                   | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     115000 | PA      | $83087.50     | 0.57%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT          | Indonesia Treasury Bond                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  896000000 | PA      | $57584.58     | 0.40%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA         | Indonesia Government International Bond                | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      50000 | PA      | $36130.50     | 0.25%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL        | Brazil Letras do Tesouro Nacional                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2020000 | PA      | $328313.37    | 2.26%             | 2024-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA          | Colombian TES                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  772000000 | PA      | $112471.47    | 0.77%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED HUF / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $2484.98      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA          | Colombian TES                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  217800000 | PA      | $33413.52     | 0.23%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC             | PURCHASED MXN / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $416.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-20

**Name of Applicant:** LAZARD FUNDS INC

**Signature:** Christopher Snively

**Name of Signer:** Christopher Snively

**Title:** Chief Financial Officer and Treasurer