# EDGAR Filing Document

**Accession Number:** 0001552324
**File Stem:** 0001410368-26-032609
**Filing Date:** 2026-3
**Character Count:** 380919
**Document Hash:** eb534b368f4ffc1f9eab767ca428ce58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032609.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-032609

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Series Fund, Inc.
- **CENTRAL INDEX KEY:** 0001552324

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22714
- **FILM NUMBER:** 26801613

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6174828260

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Eaton Vance Series Fund, Inc
- **DATE OF NAME CHANGE:** 20120614

## Series and Classes Contracts Data

### Eaton Vance Emerging Markets Debt Opportunities Fund (Series ID: S000038184)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000117767 | Eaton Vance Emerging Markets Debt Opportunities Fund Class R6 | EELDX           |
| C000162463 | Eaton Vance Emerging Markets Debt Opportunities Fund Class A  | EADOX           |
| C000162464 | Eaton Vance Emerging Markets Debt Opportunities Fund Class I  | EIDOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Eaton Vance Series Fund, Inc.

- **b. Investment Company Act file number:** 811-22714

- **c. CIK number of Registrant:** 0001552324

- **d. LEI of Registrant:** 549300R49JD3NSE34I86

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Eaton Vance Emerging Markets Debt Opportunities Fund

- **b. EDGAR series identifier (if any):** S000038184

- **c. LEI of Series:** 549300RCSLWCTPOHZZ51

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $4836776768.80

**Total Liabilities:** $214585783.03

**Net Assets:** $4622190985.77

**Delayed Delivery Securities:** $42560703.52

**Cash Not Reported:** $125723096.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1726.30000000 | **1-Year:** -13748.72000000 | **5-Year:** -32937.16000000 | **10-Year:** -86778.22000000 | **30-Year:** -35918.60000000

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

- **3-Month:** -12514.55000000 | **1-Year:** -134551.82000000 | **5-Year:** -297059.91000000 | **10-Year:** -144181.16000000 | **30-Year:** -46241.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117767 | 1.15%                | 2.12%                | 3.13%                |
| Class ID C000162463 | 1.13%                | 2.09%                | 3.20%                |
| Class ID C000162464 | 1.03%                | 2.11%                | 3.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14016265.62             | $-7894148.88                               |
| Month 2  | $-10074109.18            | $49451116.42                               |
| Month 3  | $24855754.59             | $70083240.85                               |

**Designated Index Information**

- **Index Name:** JP Morgan Emerging Markets Hard Currency/Local Currency 50-50 Index

- **Index Identifier:** JPMEMBRIV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABRA GLOBAL FINANCE                      | ABRA Global Finance                                                                                                              | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |     13008333 | PA      | $13577447.57  | 0.29%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                    | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      3714000 | PA      | $6516172.70   | 0.14%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUNA SA                                  | Auna SA                                                                                                                          | CUSIP: 05151AAA1<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |     14520972 | PA      | $15443852.38  | 0.33%             | 2029-12-18      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                      | Avianca Midco 2 PLC                                                                                                              | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4974000 | PA      | $5100041.16   | 0.11%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                      | Avianca Midco 2 PLC                                                                                                              | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10221009 | PA      | $10438205.44  | 0.23%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                      | Avianca Midco 2 PLC                                                                                                              | CUSIP: 05369YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2532000 | PA      | $2588970.00   | 0.06%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                 | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     18045000 | PA      | $18275407.58  | 0.40%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                 | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      4128000 | PA      | $4129749.07   | 0.09%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                           | Banco Macro SA                                                                                                                   | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |     10654000 | PA      | $11000255.00  | 0.24%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA                 | Banco Latinoamericano de Comercio Exterior SA                                                                                    | CUSIP: 05968CAD4<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | NUSS              | PA        |      3675000 | PA      | $3780068.25   | 0.08%             | 2032-09-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                 | Banco Mercantil del Norte SA/Grand Cayman                                                                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      7881000 | PA      | $8355830.25   | 0.18%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                 | Banco de Credito del Peru S.A.                                                                                                   | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      3364000 | PA      | $3401508.60   | 0.07%             | 2037-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                      | Bank of Georgia JSC                                                                                                              | CUSIP: 062269AA3<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |       205000 | PA      | $215824.28    | 0.00%             | 2029-07-16      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                           | Benin Sukuk SA                                                                                                                   | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |      4800000 | PA      | $4779237.94   | 0.10%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                    | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                       | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       584000 | PA      | $162060.00    | 0.00%             | 2030-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $1007566.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $494919.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $272240.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $311528.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $353764.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                 | Digicel International Finance Ltd / Difl US LLC                                                                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      9060000 | PA      | $9425942.46   | 0.20%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $42063.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $57573.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD NGN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-169822.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $395015.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-494231.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $2335678.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD NGN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-32085.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2061888.60  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-451540.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-146831.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-169852.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-216236.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $49673.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $206024.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $299238.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $81969.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $53034.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $170457.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-274813.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $247113.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $246358.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $491208.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $422092.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $405097.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $390089.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $505341.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $492827.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $533064.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $751623.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $251033.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $128140.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $141051.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $187109.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $88149.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $4739996.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |            1 | NC      | $-41995.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-1913812.79  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-2146529.80  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-3656219.32  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-2652245.48  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-264502.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-196171.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $18887.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-439595.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-264692.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-139198.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-197944.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-29436.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-127458.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-62121.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-113411.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-81892.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-57963.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-140428.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-52468.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-4459.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-62995.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-224796.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-39851.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $27246.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $61661.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $49331.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $31623.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $62141.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |            1 | NC      | $368999.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1278661.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1176054.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1184231.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1394093.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1205532.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $46950.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $11793.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $42256.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $197187.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $894550.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $609312.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $1218950.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $570831.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $16604.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1127678.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1217337.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $25830.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1724012.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MNT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $51427.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MNT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $55185.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $94242.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $38363.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $30386.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $23816.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |            1 | NC      | $-9280.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $467527.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $24708.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $176499.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $48886.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $24403.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED ZMW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $236758.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $459977.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $44306.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $45667.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $7019.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $462283.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $33597.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1508.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-28166.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-61800.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-15063.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UGX / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $194092.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $37837.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $1657273.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED UGX / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $135802.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $846023.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $278273.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-2285547.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-260804.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $272617.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-3060768.71  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $350990.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-324615.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $229.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $368540.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $152270.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $444945.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-1413951.11  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-161118.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $8231.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1867589.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2116.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $25648.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $242844.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $48639.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $526.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $30027.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $56536.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3160.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1500.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6504.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $232803.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $228522.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $57236.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $16929.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $421522.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $68888.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $17911.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-85979.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $220131.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $231676.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $446229.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $169801.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $90640.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $25979.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $396.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3463.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $267098.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $49050.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $105.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $33121.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1669.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $64262.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-998.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $32484.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-42840.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-4999.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $36014.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $44908.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2431.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-193354.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-206140.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $27430.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-59899.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-24207.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-904.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2429.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6489.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-577902.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $2429.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-20920.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-270636.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-538045.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-78882.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-66792.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $10958.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-10958.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-414622.06   | -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      | $1726073.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-187339.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-141035.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-142709.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-138646.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-98430.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-132866.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-145259.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-104840.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-123984.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-125122.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $59291.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $678349.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $153069.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $132390.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-32003.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-4718.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-3661.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2651.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $99647.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1833924.66  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1822642.93  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $27449.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $25617.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $19112.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $12635.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-535550.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-102268.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-391731.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-372034.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-630717.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-106755.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-568555.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-147992.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-149294.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED ZMW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $111464.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $94268.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-10231.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3200.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $25745.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-339110.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $109384.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-847.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1776.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-1073.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-435.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $68435.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $70100.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $13655.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $27080.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-3825.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-468.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $2101.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $4243.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $98.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $2417.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $1347.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-3605.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $61960.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $23164.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $103829.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |            1 | NC      | $25622.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $7983.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $15731.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $8071.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $19437.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $64344.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-296675.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $14639.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $14939.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $12262.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $49485.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $4020.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $15449.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $9490.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $22252.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $2909.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $10364.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $35161.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $26002.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $29440.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $13856.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $68953.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-143141.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $311225.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $80000.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $76982.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KZ        |            1 | NC      | $69835.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $106200.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $563943.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $45884.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $67105.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $6709.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $44884.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-21234.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-48765.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $48742.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $51168.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-107560.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $25133.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $17993.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $2173.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $58860.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $13634.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $59182.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $-2603.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $24927.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $52213.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD KZT                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-31225.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $48634.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-79985.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $6879.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $20124.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD VND                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-10657.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $7050.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED ZMW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $-1968.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                    | Ecobank Transnational Inc                                                                                                        | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |      7744000 | PA      | $8364100.49   | 0.18%             | 2029-10-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| ELDORADO INTL FIN GMBH                   | Eldorado Intl. Finance GmbH                                                                                                      | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |     15726000 | PA      | $16350375.04  | 0.35%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EMP DIST ELEC MENDOZA SA                 | Empresa Distribuidora de Electricidad de Mendoza SA                                                                              | CUSIP: 29245HAG1<br>LEI: 254900L7KLS0HQJ56Y35 | Long             | DBT              | CORP              | AR        |     14150000 | PA      | $13451697.50  | 0.29%             | 2031-07-28      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                      | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       244000 | PA      | $258859.60    | 0.01%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                       | FS Luxembourg Sarl                                                                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     14292000 | PA      | $14003288.31  | 0.30%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                            | ForteBank JSC                                                                                                                    | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      3641000 | PA      | $3773978.64   | 0.08%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                   | Frigorifico Concepcion SA                                                                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      1797000 | PA      | $1001021.35   | 0.02%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                              | Gol Finance Inc                                                                                                                  | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |     21078000 | PA      | $21842077.50  | 0.47%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                 | Generacion Mediterranea SA / Central Termica Roca SA                                                                             | CUSIP: 36875KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      7800520 | PA      | $5848500.17   | 0.13%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                 | Greenko Wind Projects Mauritius Ltd                                                                                              | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      1000000 | PA      | $1022957.68   | 0.02%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                     | Grupo Aeromexico SAB de CV                                                                                                       | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     25442000 | PA      | $26332470.00  | 0.57%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                        | H World Group Ltd                                                                                                                | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |      2310000 | PA      | $2956800.00   | 0.06%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                 | IRSA Inversiones y Representaciones SA                                                                                           | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |      7938609 | PA      | $8063642.09   | 0.17%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                 | Industrial Subordinated Trust 2 0                                                                                                | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |      3730000 | PA      | $3787815.00   | 0.08%             | 2036-04-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                          | Israel Government International Bond                                                                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      2218000 | PA      | $2131398.61   | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITTIHAD INT II LTD                       | Ittihad International II Ltd                                                                                                     | CUSIP: 46576EAA4<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |      3750000 | PA      | $3912587.06   | 0.08%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   7365500000 | PA      | $14085894.38  | 0.30%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     40000000 | PA      | $234002.41    | 0.01%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                      | Limak Yenilenebilir Enerji AS                                                                                                    | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     10572000 | PA      | $10510526.67  | 0.23%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                 | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                              | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    425114798 | NS      | $425114797.59 | 9.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MHP LUX SA                               | MHP Lux SA                                                                                                                       | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |       624000 | PA      | $568137.65    | 0.01%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                           | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2000000 | PA      | $2083480.30   | 0.05%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCB FINANCIAL GROUP                      | NCB Financial Group Ltd                                                                                                          | CUSIP: 639935AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |     14450000 | PA      | $15014272.50  | 0.32%             | 2030-07-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                     | Constellation Oil Services Holding SA                                                                                            | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |     10473000 | PA      | $10958947.20  | 0.24%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                    | Nickel Industries Ltd                                                                                                            | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      1440000 | PA      | $1512948.54   | 0.03%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                  | OI S.A.                                                                                                                          | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |      7898643 | PA      | $3890081.68   | 0.08%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCEANICA LUX                             | Oceanica Lux                                                                                                                     | CUSIP: 67525AAA0<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | CORP              | LU        |     12330000 | PA      | $12823200.00  | 0.28%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| OHI GROUP SA                             | OHI Group SA                                                                                                                     | CUSIP: 67712MAB5<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |     30428500 | PA      | $31037070.00  | 0.67%             | 2029-07-22      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                           | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 119332000000 | PA      | $17497715.95  | 0.38%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                           | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 107193000000 | PA      | $15858824.68  | 0.34%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                     | Provincia de Cordoba                                                                                                             | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     11302000 | PA      | $11824717.50  | 0.26%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                     | Provincia de Cordoba                                                                                                             | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      2925000 | PA      | $2870663.94   | 0.06%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                     | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      4439000 | PA      | $3723211.25   | 0.08%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SECURE INTERNATIONAL FIN                 | Secure International Finance Co Inc                                                                                              | CUSIP: 81373LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GY        |      2898824 | PA      | $2913317.64   | 0.06%             | 2029-06-03      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                           | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     10980000 | PA      | $11378025.00  | 0.25%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                           | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     42338000 | PA      | $45670423.98  | 0.99%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                       | Total Play Telecomunicaciones SA de CV                                                                                           | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     10203650 | PA      | $9821013.13   | 0.21%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                     | Unigel Luxembourg SA                                                                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |        49757 | PA      | $28610.28     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                              | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      1700000 | PA      | $1692307.86   | 0.04%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                              | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     10000000 | PA      | $9997010.80   | 0.22%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                              | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     15000000 | PA      | $14953516.20  | 0.32%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                              | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      1000000 | PA      | $994768.76    | 0.02%             | 2026-03-26      | None          | 0.00%                 | 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        |     96711000 | PA      | $77616739.42  | 1.68%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                        | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      6750000 | PA      | $7009715.70   | 0.15%             | 2028-06-03      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                        | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      5175000 | PA      | $5463059.39   | 0.12%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     11233000 | PA      | $4859395.80   | 0.11%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1390000 | PA      | $604789.00    | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                 | Vista Energy Argentina SAU                                                                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      6922000 | PA      | $7216185.00   | 0.16%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds   | Lebanon Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1245000 | PA      | $365446.10    | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6348000 | PA      | $1895041.46   | 0.04%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                 | Europe Asia Investment Finance BV                                                                                                | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  98848575000 | PA      | $8107482.31   | 0.18%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Tanzania                                 | Tanzania 10 Year Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     16699220 | PA      | $16659142.26  | 0.36%             | 2031-04-28      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Ivory Coast                              | Ivory Coast EUR 7 Year Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |       420000 | PA      | $497846.81    | 0.01%             | 2028-01-06      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1894000 | PA      | $558256.50    | 0.01%             | 2024-12-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA            | PETROLEOS DE VENEZUELA SA TSA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |       148500 | PA      | $169290.00    | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA            | PETROLEOS DE VENEZUELA SA TSA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |     17323000 | PA      | $19748220.00  | 0.43%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | NIGERIA OMO BILL                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    989018000 | PA      | $703663.46    | 0.02%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                     | YPF SA                                                                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      3558030 | PA      | $3631161.75   | 0.08%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                 | Yinson Boronia Production BV                                                                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      3229748 | PA      | $3591208.79   | 0.08%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | RRP MONGOLIA GOV REPO                                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |     -9350000 | PA      | $-9350000.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                         | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   2162648000 | PA      | $1436276.70   | 0.03%             | 2026-07-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3H5Q3 IRS CZK R F  3.94100 2 CCPVANILLA / Short: SMIC3H5Q3 IRS CZK P V 06MPRIBO 1 CCPVANILLA                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60597610 | OU      | $30609.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMICMMM82 IRS CZK R V 06MPRIBO BMICMMMA7 CCPVANILLA / Short: BMICMMM82 IRS CZK P F  4.55500 BMICMMM90 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    142000000 | OU      | $-211013.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMID0L973 CDS USD R F  1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     11383000 | OU      | $-58859.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMID2FBE6 CDS USD R F  1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     10219237 | OU      | $-52842.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | Long: BMID8HAM9 CDS USD R F  1.00000 BMID8HAN7 CORPORATE / Short: BMID8HAM9 CDS USD P V 03MEVENT BMID8HAP2 CORPORATE             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      1000000 | OU      | $-7164.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | Long: BMID8JKP7 CDS USD R F  1.00000 BMID8JKQ5 CORPORATE / Short: BMID8JKP7 CDS USD P V 03MEVENT BMID8JKR3 CORPORATE             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      1000000 | OU      | $-7164.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | Long: BMIDL6NN2 CYS PLN R V 03MWIBOR WIBO3+63.25BPS / Short: BMIDL6NN2 CYS EUR P V 03MEURIB EUR003+0BPS                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | PL        |    218932505 | NC      | $464344.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     19854016 | OU      | $107251.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      8937140 | OU      | $53327.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIEDNDV5 CDS USD R F  1.00000 BMIEDNDW3 CORPORATE / Short: BMIEDNDV5 CDS USD P V 03MEVENT BMIEDNDX1 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      1200000 | OU      | $-14159.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |        50000 | OU      | $319.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIERJV49 IRS MXN R F  8.32145 BMIERJV56 CCPOIS / Short: SMIERJV49 IRS MXN P V 01MTIEF BMIERJV64 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1028400000 | OU      | $1339191.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5548000 | OU      | $-11883.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | Long: BMIERU1J4 CDS USD R F  1.00000 BMIERU1K1 CORPORATE / Short: BMIERU1J4 CDS USD P V 03MEVENT BMIERU1L9 CORPORATE             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       957616 | OU      | $-19836.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    144024736 | OU      | $-444466.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27834865 | OU      | $-43428.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEW2VT5 IRS ZAR R F  8.71200 BMIEW2VU2 CCPVANILLA / Short: SMIEW2VT5 IRS ZAR P V 03MJIBAR BMIEW2VV0 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    573832654 | OU      | $3552709.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEWMY43 IRS ZAR R F  8.72200 BMIEWMY50 CCPVANILLA / Short: SMIEWMY43 IRS ZAR P V 03MJIBAR BMIEWMY68 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    769997346 | OU      | $4800212.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZH5L5 IRS KRW R F  2.33750 BMIEZH5M3 CCPNDF / Short: SMIEZH5L5 IRS KRW P V 03MKSDA BMIEZH5N1 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  99134000000 | OU      | $-636905.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJER8 IRS KRW R F  2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  91530000000 | OU      | $-595078.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJHY0 IRS KRW R F  2.34000 BMIEZJHZ7 CCPNDF / Short: SMIEZJHY0 IRS KRW P V 03MKSDA BMIEZJJ02 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 148066000000 | OU      | $-947492.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZHFS9 IRS KRW R F  2.32330 BMIEZHFT7 CCPNDF / Short: SMIEZHFS9 IRS KRW P V 03MKSDA BMIEZHFU4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70408000000 | OU      | $-462577.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0FJ47 IRS KRW R F  2.33250 BMIF0FJ54 CCPNDF / Short: SMIF0FJ47 IRS KRW P V 03MKSDA BMIF0FJ62 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56951000000 | OU      | $-464498.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0DWQ8 IRS KRW R F  2.32700 BMIF0DWR6 CCPNDF / Short: SMIF0DWQ8 IRS KRW P V 03MKSDA BMIF0DWS4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 136361000000 | OU      | $-1121108.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0FCT9 IRS KRW R F  2.32450 BMIF0FCU6 CCPNDF / Short: SMIF0FCT9 IRS KRW P V 03MKSDA BMIF0FCV4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  80391000000 | OU      | $-663340.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF18SE0 IRS ZAR R F  8.75500 BMIF18SF7 CCPVANILLA / Short: SMIF18SE0 IRS ZAR P V 03MJIBAR BMIF18SG5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    320735000 | OU      | $2039043.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF1T723 IRS ZAR R F  8.64600 BMIF1T731 CCPVANILLA / Short: SMIF1T723 IRS ZAR P V 03MJIBAR BMIF1T749 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    371265000 | OU      | $2183694.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF35AK9 IRS ZAR R F  8.47000 BMIF35AL7 CCPVANILLA / Short: SMIF35AK9 IRS ZAR P V 03MJIBAR BMIF35AM5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    764500000 | OU      | $3909478.96   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF3FFK2 IRS ZAR R F  8.48000 BMIF3FFL0 CCPVANILLA / Short: SMIF3FFK2 IRS ZAR P V 03MJIBAR BMIF3FFM8 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    156574000 | OU      | $807515.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF3F3T6 IRS ZAR R F  8.49000 BMIF3F3U3 CCPVANILLA / Short: SMIF3F3T6 IRS ZAR P V 03MJIBAR BMIF3F3V1 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    109216000 | OU      | $568036.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMID0RX99 CDS USD R V 03MEVENT / Short: BMID0RX99 CDS USD P F  1.00000                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | US        |     21602237 | OU      | $111702.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      6801000 | OU      | $-86896.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIF8GX74 CDS USD R F  1.00000 BMIF8GX82 CORPORATE / Short: BMIF8GX74 CDS USD P V 03MEVENT BMIF8GX90 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      5460000 | OU      | $-34355.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2532000 | OU      | $-5423.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF8YCP8 CDS USD R F  1.00000 BMIF8YCQ6 CORPORATE / Short: BMIF8YCP8 CDS USD P V 03MEVENT BMIF8YCR4 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5000000 | OU      | $-10709.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     12807000 | OU      | $-163635.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF9ER00 CDS USD R F  1.00000 BMIF9ER18 CORPORATE / Short: BMIF9ER00 CDS USD P V 03MEVENT BMIF9ER26 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2536000 | OU      | $-32402.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                  | Long: BMIFA9JN8 CDS USD R F  1.00000 BMIFA9JN8_FEE CORPORATE / Short: BMIFA9JN8 CDS USD P V 03MEVENT BMIFA9JN8_PRO CORPORATE     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |      4849000 | OU      | $-59247.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFARFN2 IRS PLN R F  4.58500 BMIFARFP7 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR BMIFARFQ5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    127530000 | OU      | $103517.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFASWV3 IRS PLN R V 03MWIBOR BMIFASWX9 CCPVANILLA / Short: BMIFASWV3 IRS PLN P F  4.48500 BMIFASWW1 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    127530000 | OU      | $-43449.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIFBP3C2 CDS USD R F  1.00000 BMIFBP3D0 CORPORATE / Short: BMIFBP3C2 CDS USD P V 03MEVENT BMIFBP3E8 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      9605000 | OU      | $-122723.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIFBP1V2 CDS USD R F  1.00000 BMIFBP1W0 CORPORATE / Short: BMIFBP1V2 CDS USD P V 03MEVENT BMIFBP1X8 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      6698000 | OU      | $-42145.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFEXHA1 IRS PLN R V 03MWIBOR BMIFEXHC7 CCPVANILLA / Short: BMIFEXHA1 IRS PLN P F  4.36153 BMIFEXHB9 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1332330000 | OU      | $-1459825.69  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFF6VG0 IRS PLN R F  4.70500 BMIFF6VH8 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR BMIFF6VJ4 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    547340000 | OU      | $702037.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFF6V13 IRS PLN R V 03MWIBOR BMIFF6V39 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 BMIFF6V21 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    547340000 | OU      | $-456342.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | Long: B92XUV2D8 CDS USD R V 03MEVENT Z92XUV2E6 CCPCORPORATE / Short: B92XUV2D8 CDS USD P F  1.00000 Z92XUV2F3 CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     58143000 | OU      | $1060963.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | Long: B92XUW501 CDS USD R V 03MEVENT Z92XUW519 CCPSOVEREIGN / Short: B92XUW501 CDS USD P F  1.00000 Z92XUW527 CCPSOVEREIGN       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     21574000 | OU      | $1091112.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFLB5X4 IRS MXN R F  6.93600 BMIFLB5Y2 CCPOIS / Short: SMIFLB5X4 IRS MXN P V 01MTIEF BMIFLB5Z9 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1578000000 | OU      | $-123207.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFLBMY3 IRS MXN R F  6.93360 BMIFLBMZ0 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 01MTIEF BMIFLBN06 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2460100000 | OU      | $-198063.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMIFLTBZ3 CDS USD R F  1.00000 BMIFLTC09 CORPORATE / Short: BMIFLTBZ3 CDS USD P V 03MEVENT BMIFLTC17 CORPORATE             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      3400000 | OU      | $-552386.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFNLHW9 IRS PLN R V 06MWIBOR BMIFNLHY5 CCPVANILLA / Short: BMIFNLHW9 IRS PLN P F  4.43500 BMIFNLHX7 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     54770000 | OU      | $-252498.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFPQ6F5 IRS CNY R F  1.58050 BMIFPQ6G3 CCPNDF / Short: SMIFPQ6F5 IRS CNY P V 00MCNRR BMIFPQ6H1 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    447900000 | OU      | $-154039.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFT7XQ9 IRS KRW R F  2.73260 BMIFT7XR7 CCPNDF / Short: SMIFT7XQ9 IRS KRW P V 03MKSDA BMIFT7XS5 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  94436000000 | OU      | $-423708.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFT80W0 IRS KRW R F  2.74650 BMIFT80X8 CCPNDF / Short: SMIFT80W0 IRS KRW P V 03MKSDA BMIFT80Y6 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  94436000000 | OU      | $-405902.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTFJ46 IRS KRW R F  2.80000 BMIFTFJ53 CCPNDF / Short: SMIFTFJ46 IRS KRW P V 03MKSDA BMIFTFJ61 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  44857000000 | OU      | $-160256.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTFJA2 IRS KRW R F  2.79400 BMIFTFJB0 CCPNDF / Short: SMIFTFJA2 IRS KRW P V 03MKSDA BMIFTFJC8 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40195700000 | OU      | $-146873.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTMUU0 IRS KRW R F  2.87950 BMIFTMUV8 CCPNDF / Short: SMIFTMUU0 IRS KRW P V 03MKSDA BMIFTMUW6 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17706900000 | OU      | $-44166.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTXGW8 IRS KRW R F  2.85350 BMIFTXGX6 CCPNDF / Short: SMIFTXGW8 IRS KRW P V 03MKSDA BMIFTXGY4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23609000000 | OU      | $-67213.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTXH56 IRS KRW R F  2.84450 BMIFTXH64 CCPNDF / Short: SMIFTXH56 IRS KRW P V 03MKSDA BMIFTXH72 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17796000000 | OU      | $-52836.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU2N97 IRS KRW R F  2.80130 BMIFU2NA4 CCPNDF / Short: SMIFU2N97 IRS KRW P V 03MKSDA BMIFU2NB2 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  47218400000 | OU      | $-167859.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU8792 IRS CNY R F  1.58800 BMIFU87A9 CCPNDF / Short: SMIFU8792 IRS CNY P V 00MCNRR BMIFU87B7 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    538200000 | OU      | $-157273.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFUAE73 IRS CNY R F  1.58500 BMIFUAE81 CCPNDF / Short: SMIFUAE73 IRS CNY P V 00MCNRR BMIFUAE99 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    381700000 | OU      | $-119434.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU88H3 IRS CNY R F  1.58650 BMIFU88J9 CCPNDF / Short: SMIFU88H3 IRS CNY P V 00MCNRR BMIFU88K6 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    178200000 | OU      | $-53915.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU84K0 IRS CNY R F  1.58950 BMIFU84L8 CCPNDF / Short: SMIFU84K0 IRS CNY P V 00MCNRR BMIFU84M6 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    299000000 | OU      | $-84284.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFVK7C7 TRS EGP R F   .00000 ACI2VDB89 BOND TRS / Short: BMIFVK7C7 TRS USD P V 00MSOFR SOFRRATE + 65BPS                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    364404798 | OU      | $443552.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWU437 IRS HUF R F  6.32600 BMIFWU445 CCPVANILLA / Short: SMIFWU437 IRS HUF P V 06MBUBOR BMIFWU452 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16896453600 | OU      | $729679.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX0R60 IRS HUF R F  6.73000 BMIFX0R78 CCPVANILLA / Short: SMIFX0R60 IRS HUF P V 06MBUBOR BMIFX0R86 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4702199910 | OU      | $387230.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX0NV9 IRS HUF R F  6.72500 BMIFX0NW7 CCPVANILLA / Short: SMIFX0NV9 IRS HUF P V 06MBUBOR BMIFX0NX5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4575113426 | OU      | $371605.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFX8S21 IRS MXN R F  7.27000 BMIFX8S39 CCPOIS / Short: SMIFX8S21 IRS MXN P V 01MTIEF BMIFX8S47 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1547000000 | OU      | $404896.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFX9V82 IRS MXN R F  7.30000 BMIFX9V90 CCPOIS / Short: SMIFX9V82 IRS MXN P V 01MTIEF BMIFX9VA7 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1398100000 | OU      | $408093.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFX9KX9 IRS MXN R F  7.30000 BMIFX9KY7 CCPOIS / Short: SMIFX9KX9 IRS MXN P V 01MTIEF BMIFX9KZ4 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1776000000 | OU      | $516946.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFX1W62 TRS EGP R F   .00000 ACI2VDB89 BOND TRS / Short: BMIFX1W62 TRS USD P V 00MSOFR SOFRRATE+ 65BPS                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    134550247 | OU      | $159755.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYHUR2 IRS CNY R F  1.61950 BMIFYHUS0 CCPNDF / Short: SMIFYHUR2 IRS CNY P V 00MCNRR BMIFYHUT8 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    332896100 | OU      | $-45705.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYFLK1 IRS CNY R F  1.62650 BMIFYFLL9 CCPNDF / Short: SMIFYFLK1 IRS CNY P V 00MCNRR BMIFYFLM7 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    162900000 | OU      | $-14546.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYFNZ6 IRS CNY R F  1.62550 BMIFYFP01 CCPNDF / Short: SMIFYFNZ6 IRS CNY P V 00MCNRR BMIFYFP19 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    204182000 | OU      | $-19635.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYFR09 IRS CNY R F  1.62530 BMIFYFR17 CCPNDF / Short: SMIFYFR09 IRS CNY P V 00MCNRR BMIFYFR25 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    407311000 | OU      | $-39725.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIFYAEJ3 TRS EGP R F   .00000 ACI2VVLL9 BOND TRS / Short: BMIFYAEJ3 TRS USD P V 00MSOFR SOFRRATE+75BPS                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | EG        |    673262375 | OU      | $643394.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFYCG81 TRS EGP R F   .00000 ACI2VVLL9 BOND TRS / Short: BMIFYCG81 TRS USD P V 00MSOFR SOFRRATE+65BPS                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    530428519 | OU      | $506000.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYPB61 IRS CNY R F  1.60450 BMIFYPB79 CCPNDF / Short: SMIFYPB61 IRS CNY P V 00MCNRR BMIFYPB87 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    122710900 | OU      | $-29471.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFZ8YP1 TRS EGP R F   .00000 ACI2Y9KQ5 BOND TRS / Short: BMIFZ8YP1 TRS USD P V 00MSOFR SOFRRATE+65BPS                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |     69895600 | OU      | $60898.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFZFDV5 TRS EGP R F   .00000 ACI2W0K52 BOND TRS / Short: BMIFZFDV5 TRS USD P V 00MSOFR SOFRRATE+65BPS                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |     60322962 | OU      | $52819.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIG0YX89 CDS USD R V 03MEVENT BMIG0YXA4 SOVEREIGN / Short: BMIG0YX89 CDS USD P F  5.00000 BMIG0YX97 SOVEREIGN             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      1080000 | OU      | $-36054.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG22KA6 IRS MXN R F  7.11500 BMIG22KB4 CCPOIS / Short: SMIG22KA6 IRS MXN P V 01MTIEF BMIG22KC2 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2238000000 | OU      | $204104.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG2AVW8 IRS MXN R F  7.07750 BMIG2AVX6 CCPOIS / Short: SMIG2AVW8 IRS MXN P V 01MTIEF BMIG2AVY4 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2225000000 | OU      | $113872.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIG28U12 TRS EGP R F   .00000 ACI2YQPL3 BOND TRS / Short: BMIG28U12 TRS USD P V 00MSOFR SOFRRATE+75BPS                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | EG        |    227759959 | OU      | $91354.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG2HZW9 IRS MXN R F  7.03500 BMIG2HZX7 CCPOIS / Short: SMIG2HZW9 IRS MXN P V 01MTIEF BMIG2HZY5 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    341700000 | OU      | $1990.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG28VT0 IRS PLN R V 03MWIBOR BMIG28VV5 CCPVANILLA / Short: BMIG28VT0 IRS PLN P F  3.57500 BMIG28VU7 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    623550000 | OU      | $-7528.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG2EE25 IRS INR R V 06MMIBOR BMIG2EE41 CCPNDFOIS / Short: BMIG2EE25 IRS INR P F  6.01500 BMIG2EE33 CCPNDFOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3552000000 | OU      | $280178.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIG30K92 TRS PEN R F   .00000 ACI1CNG93 BOND TRS / Short: BMIG30K92 TRS USD P V 00MSOFR PV SOFRRATE +70BPS                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PE        |     63925529 | OU      | $302246.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | Long: BMIG30JA1 TRS PEN R F   .00000 ACI1H2BH1 BOND TRS / Short: BMIG30JA1 TRS USD P V 00MSOFR PV SOFRRATE+75BPS                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | PE        |     68192515 | OU      | $582676.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG3QK87 IRS HUF R F  6.49600 BMIG3QK95 CCPVANILLA / Short: SMIG3QK87 IRS HUF P V 06MBUBOR BMIG3QKA2 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2899749097 | OU      | $83630.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG3ZJ97 IRS HUF R F  6.44920 BMIG3ZJA4 CCPVANILLA / Short: SMIG3ZJ97 IRS HUF P V 06MBUBOR BMIG3ZJB2 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12295984932 | OU      | $224641.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG49136 IRS HUF R F  6.39730 BMIG49151 CCPVANILLA / Short: SMIG49136 IRS HUF P V 06MBUBOR BMIG49169 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10114887335 | OU      | $66218.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG4H5C4 IRS HUF R F  6.39400 BMIG4H5D2 CCPVANILLA / Short: SMIG4H5C4 IRS HUF P V 06MBUBOR BMIG4H5E0 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5385112665 | OU      | $31241.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG4KB71 IRS HUF R F  6.38500 BMIG4KB89 CCPVANILLA / Short: SMIG4KB71 IRS HUF P V 06MBUBOR BMIG4KB97 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1627210000 | OU      | $6131.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG4TCR7 IRS BRL R F 12.97080 BMIG4TCS5 CCPNDFPREDISWAP / Short: SMIG4TCR7 IRS BRL P V 00MBRCDI BMIG4TCT3 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     42500000 | OU      | $11228.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG4TBE7 IRS BRL R F 13.02500 BMIG4TBF4 CCPNDFPREDISWAP / Short: SMIG4TBE7 IRS BRL P V 00MBRCDI BMIG4TBG2 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     46000000 | OU      | $33829.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1812000 | PA      | $533634.00    | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5638000 | PA      | $1648410.25   | 0.04%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        42118 | PA      | $25325.44     | 0.00%             | 2026-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2390729700 | PA      | $129229101.84 | 2.80%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2207000 | PA      | $656582.50    | 0.01%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     10594000 | PA      | $3106082.83   | 0.07%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    309000000 | PA      | $1045979.48   | 0.02%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2014000 | PA      | $603797.20    | 0.01%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    270000000 | PA      | $804627.04    | 0.02%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     30831666 | PA      | $8410878.48   | 0.18%             | 2049-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TAJIKISTAN INT BOND                      | Republic of Tajikistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900W1LSYUF3CYVU10 | Long             | DBT              | NUSS              | TJ        |       376667 | PA      | $380597.84    | 0.01%             | 2027-09-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    600000000 | PA      | $3210644.82   | 0.07%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2206000 | PA      | $654588.19    | 0.01%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   7478200000 | PA      | $2018724.31   | 0.04%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   5063750000 | PA      | $10784653.77  | 0.23%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     15877000 | PA      | $15706208.29  | 0.34%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     10996000 | PA      | $3268760.71   | 0.07%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                     | Longfor Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     10192000 | PA      | $8513405.93   | 0.18%             | 2029-09-16      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MHP LUX SA                               | MHP Lux SA                                                                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      4584000 | PA      | $4173626.57   | 0.09%             | 2029-09-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |    837900000 | PA      | $222317.65    | 0.00%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2519000000 | PA      | $7868420.02   | 0.17%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      8479000 | PA      | $7357782.32   | 0.16%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                     | Longfor Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      2869000 | PA      | $2740186.40   | 0.06%             | 2027-04-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1181000 | PA      | $949945.12    | 0.02%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      6254000 | PA      | $5346629.15   | 0.12%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    138250000 | PA      | $1373688.49   | 0.03%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     10018000 | PA      | $2959066.75   | 0.06%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2014650000 | PA      | $4011785.37   | 0.09%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                          | State of Israel                                                                                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      9917000 | PA      | $6728737.66   | 0.15%             | 2060-05-13      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1879044 | PA      | $1585443.38   | 0.03%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KERNEL HOLDING SA                        | Kernel Holding SA                                                                                                                | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |     14759000 | PA      | $14529385.38  | 0.31%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3487000 | PA      | $2872325.60   | 0.06%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 119420400000 | PA      | $34692060.94  | 0.75%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      4000000 | PA      | $4653450.49   | 0.10%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1891000 | PA      | $1873842.41   | 0.04%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1890000 | PA      | $1567016.72   | 0.03%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1068510000 | PA      | $2114189.91   | 0.05%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PT PAKUWON JATI                          | Pakuwon Jati Tbk PT                                                                                                              | CUSIP: 000000000<br>LEI: 254900GUXQAQB065PM73 | Long             | DBT              | CORP              | ID        |      3004000 | PA      | $2942174.26   | 0.06%             | 2028-04-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                   | Yanlord Land HK Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |      1200000 | PA      | $1201370.32   | 0.03%             | 2026-05-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| LIMAK ISKENDERUN                         | Limak Iskenderun Uluslararasi Liman Isletmeciligi AS                                                                             | CUSIP: 000000000<br>LEI: 5299001DUZ9PI7TCRC47 | Long             | DBT              | CORP              | TR        |      7670706 | PA      | $7791565.88   | 0.17%             | 2036-07-10      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA OIL & GAS GROUP                    | China Oil & Gas Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 52990063CVI7GDV4JZ06 | Long             | DBT              | CORP              | BM        |      4281000 | PA      | $4273494.12   | 0.09%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2362000 | PA      | $2571001.19   | 0.06%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2007000 | PA      | $1648059.69   | 0.04%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     12092000 | PA      | $13521282.42  | 0.29%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| TINKOFF BK (TCS FINANCE)                 | Tinkoff Bank JSC Via TCS Finance Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | IE        |      4509000 | PA      | $0.00         | 0.00%             | 2026-12-20      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| Egypt Government International Bonds     | Egypt Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1352000 | PA      | $1322916.90   | 0.03%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TBC BANK JSC                             | TBC Bank JSC                                                                                                                     | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |      7668000 | PA      | $7730191.24   | 0.17%             | 2026-11-06      | Fixed         | 8.89%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      2645000 | PA      | $2220845.76   | 0.05%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        96000 | PA      | $105002.26    | 0.00%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1152000 | PA      | $1174964.76   | 0.03%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                       | KWG Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      5748867 | PA      | $315785.26    | 0.01%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2306000 | PA      | $2572335.21   | 0.06%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8403000 | PA      | $544598.18    | 0.01%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     12939000 | PA      | $982849.33    | 0.02%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     11100000 | PA      | $711160.60    | 0.02%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    953900000 | PA      | $2750877.37   | 0.06%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    884427000 | PA      | $2561469.87   | 0.06%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |  12810466000 | PA      | $36607516.87  | 0.79%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   2997750000 | PA      | $8199276.68   | 0.18%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    376680000 | PA      | $999411.36    | 0.02%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1457000000 | PA      | $15712538.26  | 0.34%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  41497900000 | PA      | $10907823.03  | 0.24%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   8993587000 | PA      | $16564344.58  | 0.36%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 181050000000 | PA      | $15356837.66  | 0.33%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1678277395 | PA      | $36264709.39  | 0.78%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   2603740000 | PA      | $29221463.42  | 0.63%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3204733000 | PA      | $4943640.91   | 0.11%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2837000 | PA      | $2966081.63   | 0.06%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    106550000 | PA      | $196203.88    | 0.00%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4733000 | PA      | $5739572.33   | 0.12%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1394217 | PA      | $1435007.60   | 0.03%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      6300000 | PA      | $6553304.10   | 0.14%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                      | Bank of Georgia JSC                                                                                                              | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |     15456000 | PA      | $16272098.28  | 0.35%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        | 261810000000 | PA      | $22451299.27  | 0.49%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| TBC BANK JSC                             | TBC Bank JSC                                                                                                                     | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |     12916000 | PA      | $13911073.96  | 0.30%             | 2029-07-30      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    883700000 | PA      | $11446557.76  | 0.25%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE OCCIDENTE SA                    | Banco de Occidente SA                                                                                                            | CUSIP: 000000000<br>LEI: 54930072MY36044H8N63 | Long             | DBT              | CORP              | CO        |     13226000 | PA      | $15044575.00  | 0.33%             | 2034-08-13      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    159457000 | PA      | $3775860.50   | 0.08%             | 2027-06-16      | Floating      | 38.39%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    141600000 | PA      | $1757801.88   | 0.04%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       382000 | PA      | $457269.45    | 0.01%             | 2037-05-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  90000000000 | PA      | $7728251.12   | 0.17%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| VEON MIDCO BV                            | Veon Midco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     19217000 | PA      | $18408198.17  | 0.40%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     90000000 | PA      | $29427581.20  | 0.64%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                                                                      | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        | 175670000000 | PA      | $14892702.32  | 0.32%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    391448890 | PA      | $102101403.44 | 2.21%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    615000000 | PA      | $7628195.89   | 0.17%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                       | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 317410000000 | PA      | $27917478.03  | 0.60%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |   1882900000 | PA      | $24220578.54  | 0.52%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 340835700000 | PA      | $95160395.89  | 2.06%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                  | Nigeria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   4329000000 | PA      | $3390171.25   | 0.07%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    527707000 | PA      | $11586356.59  | 0.25%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2211000 | PA      | $1726531.21   | 0.04%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     19741000 | PA      | $12478849.31  | 0.27%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2992269 | PA      | $1699141.52   | 0.04%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     22997003 | PA      | $14326035.68  | 0.31%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8444503 | PA      | $5148332.36   | 0.11%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3494000 | PA      | $3473603.50   | 0.08%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9953000 | PA      | $11928426.52  | 0.26%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     11360456 | PA      | $1016261.12   | 0.02%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      3408456 | PA      | $313903.93    | 0.01%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5642300000 | PA      | $123108983.02 | 2.66%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                    | Ecobank Transnational Inc                                                                                                        | CUSIP: 000000000<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |      6621000 | PA      | $7151176.31   | 0.15%             | 2029-10-15      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1192981125 | PA      | $27447317.02  | 0.59%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1047550000 | PA      | $3595356.24   | 0.08%             | 2037-10-29      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3752504000 | PA      | $6332600.71   | 0.14%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     60800000 | PA      | $811523.84    | 0.02%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    215000000 | PA      | $725380.82    | 0.02%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY                 | Polaris Renewable Energy Inc                                                                                                     | CUSIP: 000000000<br>LEI: 254900IRAKXV4MM4QF30 | Long             | DBT              | CORP              | CA        |      7125000 | PA      | $7410000.00   | 0.16%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1271000000 | PA      | $3768167.99   | 0.08%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   3737400000 | PA      | $12608079.65  | 0.27%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                 | Azule Energy Finance Plc                                                                                                         | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      5639000 | PA      | $5711001.57   | 0.12%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3697769000 | PA      | $4459675.92   | 0.10%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    224100000 | PA      | $2773906.81   | 0.06%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    153200000 | PA      | $2047896.09   | 0.04%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1296000000 | PA      | $4392883.08   | 0.10%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                            | OTP Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      4945000 | PA      | $5210673.54   | 0.11%             | 2035-07-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| FORTEBANK JSC                            | ForteBank JSC                                                                                                                    | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |     14694000 | PA      | $15230662.50  | 0.33%             | 2030-02-04      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3130000 | PA      | $4004929.44   | 0.09%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8280000 | PA      | $9222727.18   | 0.20%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    370100000 | PA      | $4618713.29   | 0.10%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      7052000 | PA      | $6655103.21   | 0.14%             | 2029-02-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                      | Albania Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     18048000 | PA      | $21795984.84  | 0.47%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    136100000 | PA      | $1839572.28   | 0.04%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     96075000 | PA      | $2036293.55   | 0.04%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 162000000000 | PA      | $13917151.72  | 0.30%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     57700000 | PA      | $711398.42    | 0.02%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   7655649000 | PA      | $10696443.84  | 0.23%             | 2033-04-04      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    423000000 | PA      | $1439825.03   | 0.03%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1355849000 | PA      | $1993213.14   | 0.04%             | 2031-05-10      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2457862000 | PA      | $3805866.87   | 0.08%             | 2033-08-23      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1444000000 | PA      | $4937556.21   | 0.11%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    149800000 | PA      | $1832511.09   | 0.04%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                   | Montenegro Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     28410000 | PA      | $34662941.88  | 0.75%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bonds  | Romanian Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4610000 | PA      | $5850663.89   | 0.13%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    306450000 | PA      | $6327866.40   | 0.14%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    224825000 | PA      | $4633001.11   | 0.10%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8656725000 | PA      | $6239140.06   | 0.13%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                    | Mongolian Mining Corp                                                                                                            | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | KY        |      4235000 | PA      | $4381412.12   | 0.09%             | 2030-04-03      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12029000 | PA      | $15376629.01  | 0.33%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    249018000 | PA      | $470131.30    | 0.01%             | 2032-03-06      | Fixed         | 14.60%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   3834000000 | PA      | $12957681.23  | 0.28%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                       | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 169270000000 | PA      | $14788766.28  | 0.32%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| MBH BANK NYRT                            | MBH Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      1479000 | PA      | $1863628.50   | 0.04%             | 2035-11-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    113200000 | PA      | $2268368.46   | 0.05%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5497418000 | PA      | $121037310.44 | 2.62%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |  20634001000 | PA      | $56958631.24  | 1.23%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                  | Porteast Investment Pvt Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |   1970000000 | PA      | $29095499.93  | 0.63%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                       | TBC Bank Group PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        | 123490000000 | PA      | $10151805.78  | 0.22%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     35131000 | PA      | $11237803.56  | 0.24%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  10523951000 | PA      | $19104448.92  | 0.41%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                          | SNB Funding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |      9220000 | PA      | $9444753.45   | 0.20%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    524125000 | PA      | $10268782.31  | 0.22%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                   | Asian Development Bank                                                                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  59548400000 | PA      | $4997920.94   | 0.11%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2465180000 | PA      | $3915205.06   | 0.08%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    493036000 | PA      | $920282.54    | 0.02%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    614000000 | PA      | $2034046.11   | 0.04%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    180000000 | PA      | $3510818.80   | 0.08%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2226020000 | PA      | $1501427.01   | 0.03%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1032004000 | PA      | $726238.81    | 0.02%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     24514000 | PA      | $1328096.23   | 0.03%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| RIYAD SUKUK                              | Riyad Sukuk Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | CORP              | KY        |      9250000 | PA      | $9411825.70   | 0.20%             | 2035-07-14      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   1199350000 | PA      | $23185400.00  | 0.50%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1223368000 | PA      | $2281957.46   | 0.05%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                 | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      2590349 | PA      | $71234.60     | 0.00%             | 2033-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                 | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      2590349 | PA      | $58282.85     | 0.00%             | 2034-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                 | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      9574112 | PA      | $359029.20    | 0.01%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                 | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      1726899 | PA      | $51438.29     | 0.00%             | 2032-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   4717000000 | PA      | $15315603.68  | 0.33%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  12294384000 | PA      | $8829402.42   | 0.19%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                  | Nigeria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  40226364000 | PA      | $29631249.43  | 0.64%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5152812000 | PA      | $3594482.93   | 0.08%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   6949020000 | PA      | $74882088.06  | 1.62%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   7254163000 | PA      | $4817002.99   | 0.10%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI AWWAL BANK                         | Saudi Awwal Bank                                                                                                                 | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |      9420000 | PA      | $9532613.46   | 0.21%             | 2035-09-04      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| JSCB AGROBANK                            | Jscb Agrobank                                                                                                                    | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        | 439480000000 | PA      | $36793610.88  | 0.80%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM                    | Kazakhstan Treasury Bill - MEKKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |  22321302700 | PA      | $42323224.88  | 0.92%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE BANK JSC                           | State Bank JSC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MN        |      9180000 | PA      | $9219561.03   | 0.20%             | 2028-09-25      | Fixed         | 8.90%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  39069000000 | PA      | $27607641.70  | 0.60%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   4076500000 | PA      | $1665246.76   | 0.04%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  57080000000 | PA      | $4732709.75   | 0.10%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16950000 | PA      | $20943769.29  | 0.45%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     11950000 | PA      | $14803825.16  | 0.32%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |  11984000000 | PA      | $5289047.12   | 0.11%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  46502556000 | PA      | $32592010.21  | 0.71%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     38244000 | PA      | $38533163.65  | 0.83%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     14343000 | PA      | $14450905.69  | 0.31%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  32778232000 | PA      | $22693052.59  | 0.49%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                       | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     10080000 | PA      | $10479212.65  | 0.23%             | 2030-10-23      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  45875751000 | PA      | $30690369.70  | 0.66%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  54999720000 | PA      | $37938101.48  | 0.82%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    457475000 | PA      | $9287324.75   | 0.20%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    564225000 | PA      | $10311789.08  | 0.22%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  52819443000 | PA      | $35204080.31  | 0.76%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     39221000 | PA      | $2021275.50   | 0.04%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     24514000 | PA      | $1331682.61   | 0.03%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8580000 | PA      | $466718.84    | 0.01%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     48365000 | PA      | $2498648.93   | 0.05%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   1083700000 | PA      | $19734602.35  | 0.43%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                            | ForteBank JSC                                                                                                                    | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |     11352000 | PA      | $11426469.12  | 0.25%             | 2030-11-03      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEOKAM                 | Kazakhstan Government Bond - MEOKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  11536713000 | PA      | $23438549.59  | 0.51%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                        | Congolese International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |     52966000 | PA      | $49423703.31  | 1.07%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    564725000 | PA      | $10247908.50  | 0.22%             | 2026-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    516325000 | PA      | $10393350.39  | 0.22%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   3145403000 | PA      | $8548272.42   | 0.18%             | 2030-04-29      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  31717087000 | PA      | $21794310.03  | 0.47%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   7988798000 | PA      | $5446969.33   | 0.12%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   6969623000 | PA      | $4770517.85   | 0.10%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    436175000 | PA      | $9244656.17   | 0.20%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    479300000 | PA      | $9059945.32   | 0.20%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   9255462000 | PA      | $6286364.83   | 0.14%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     73542000 | PA      | $3796809.11   | 0.08%             | 2040-11-24      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     66188000 | PA      | $3402261.65   | 0.07%             | 2032-11-24      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     56382000 | PA      | $2918996.07   | 0.06%             | 2030-11-24      | Fixed         | 16.49%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     78444000 | PA      | $4053520.56   | 0.09%             | 2035-11-24      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1398500000 | PA      | $27035295.70  | 0.58%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     24514000 | PA      | $1262246.08   | 0.03%             | 2028-11-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1831796 | PA      | $29766.69     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      6793039 | PA      | $101895.59    | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      8302603 | PA      | $69907.92     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1654559 | PA      | $16545.59     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    102931000 | PA      | $2145352.91   | 0.05%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4639626000 | PA      | $3069557.37   | 0.07%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      4587153 | PA      | $1123302.03   | 0.02%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      6208136 | PA      | $1053334.44   | 0.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     50253000 | PA      | $2595405.08   | 0.06%             | 2035-12-22      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     50000000 | PA      | $2591963.18   | 0.06%             | 2032-12-22      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     38326670 | PA      | $30600671.40  | 0.66%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     22063000 | PA      | $1410974.36   | 0.03%             | 2034-11-25      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    530000000 | PA      | $10245768.12  | 0.22%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8842328000 | PA      | $5807478.47   | 0.13%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDSHININVESTBK (DILIJAN                 | Ardshinbank CJSC Via Dilijan Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |      8863000 | PA      | $8954950.26   | 0.19%             | 2031-01-22      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8195270000 | PA      | $5229702.86   | 0.11%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8195270000 | PA      | $5345373.01   | 0.12%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                               | MHP Lux SA                                                                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      4200000 | PA      | $4324433.06   | 0.09%             | 2029-07-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                      | Georgia Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |     15998000 | PA      | $15787278.66  | 0.34%             | 2031-01-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     49029000 | PA      | $2505673.83   | 0.05%             | 2031-01-26      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    107863000 | PA      | $5512573.61   | 0.12%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     49028000 | PA      | $2506827.38   | 0.05%             | 2041-01-26      | Fixed         | 18.79%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     58835000 | PA      | $3006868.82   | 0.07%             | 2033-01-26      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    578910000 | PA      | $6863917.07   | 0.15%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -311 | NC      | $-4106.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1055 | NC      | $435889.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUXL 30Y BND MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -39 | NC      | $87791.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -256 | NC      | $524760.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1858 | NC      | $2363012.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US ULTRA BOND CBT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -151 | NC      | $314404.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5239 | NC      | $3680606.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 2YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -787 | NC      | $321309.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -81 | NC      | $46129.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                           | JPN 10Y BOND(OSE) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           -3 | NC      | $37398.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                  | BMIG0DQR1                                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    126300000 | OU      | $646908.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIG0FBN1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    156600000 | OU      | $802105.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                  | Vale SA                                                                                                                          | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     92624600 | PA      | $7348015.87   | 0.16%             | 2049-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |      1790794 | NS      | $52365.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    400000000 | PA      | $2478102.38   | 0.05%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Tanzania                                 | Tanzania 2024 Term Loan A2                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     40200000 | PA      | $40099500.00  | 0.87%             | 2031-02-27      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Frigorifico Concepcion SA                | Frigorifico Concepcion SA Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | LON              | CORP              | PY        |      8348884 | PA      | $8474117.77   | 0.18%             | 2026-12-08      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                            | HTA Group Ltd 2024 Term Loan Tranche A                                                                                           | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | LON              | CORP              | US        |      1740000 | PA      | $1740000.00   | 0.04%             | 2028-09-13      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                            | HTA Group Ltd 2024 Tranche C Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | LON              | CORP              | US        |     10645000 | PA      | $10645000.00  | 0.23%             | 2028-09-13      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS              | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |     15810000 | PA      | $19272603.13  | 0.42%             | 2028-11-24      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                     | Provincia De Neuquen Tranche C Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      1904013 | PA      | $1923052.69   | 0.04%             | 2027-05-28      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                     | Provincia De Neuquen Tranche A Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      1544294 | PA      | $1559736.64   | 0.03%             | 2027-05-28      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                     | Provincia De Neuquen Tranche B Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      1847641 | PA      | $1866117.59   | 0.04%             | 2027-05-28      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| PIH COMMUNICATION LLC                    | PIH Communication LLC Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: 254900AHBU7ZVXHYQB65 | Long             | LON              | CORP              | US        |     12114462 | PA      | $12114461.55  | 0.26%             | 2029-12-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV      | Staatsolie Maatschappij Suriname NV 2025 Term Loan                                                                               | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |      3815697 | PA      | $3827907.49   | 0.08%             | 2032-05-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV      | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                                | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |     51184303 | PA      | $51184302.75  | 1.11%             | 2032-04-26      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                     | Telecom Argentina SA 1st Lien Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | LON              | CORP              | AR        |            0 | PA      | $0.00         | 0.00%             | 2029-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMOS SA                                  | VMOS SA TERM LOAN                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     23700000 | PA      | $23794800.00  | 0.51%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMOS SA                                  | VMOS SA 1st Lien Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     16460000 | PA      | $16525840.00  | 0.36%             | 2030-07-08      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1152000 | PA      | $966584.18    | 0.02%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     71033000 | PA      | $109626.17    | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   5192543000 | PA      | $8226946.35   | 0.18%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                 | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |      4693488 | NS      | $56197.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     10123000 | PA      | $11094692.59  | 0.24%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LTD                            | Golar LNG Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     12800000 | PA      | $12854903.55  | 0.28%             | 2029-09-19      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    534345000 | PA      | $32588310.84  | 0.71%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1858500000 | PA      | $19470412.74  | 0.42%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4659000 | PA      | $4984609.17   | 0.11%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                    | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      2510000 | PA      | $2814375.70   | 0.06%             | 2032-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Limited    | Digicel International Finance Limited 2025 Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | BM        |      6708906 | PA      | $6742450.53   | 0.15%             | 2032-08-06      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                     | Longfor Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      1590000 | PA      | $1476591.44   | 0.03%             | 2028-01-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                | Coral-US Co-Borrower LLC 2025 Term Loan B7                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15833937 | PA      | $15458989.37  | 0.33%             | 2032-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                           | Tullow Oil PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      5754000 | PA      | $4459350.00   | 0.10%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                  | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      3885000 | PA      | $4017157.52   | 0.09%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FORESEA HOLDING SA                       | FORESEA Holding SA                                                                                                               | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      5650000 | PA      | $5613772.77   | 0.12%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                     | Constellation Oil Services Holding SA                                                                                            | CUSIP: 000000000<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      6444000 | PA      | $6743001.60   | 0.15%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| OCEANICA LUX                             | Oceanica Lux                                                                                                                     | CUSIP: 000000000<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | CORP              | LU        |      7352000 | PA      | $7646080.00   | 0.17%             | 2029-10-02      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                     | Raizen Fuels Finance SA                                                                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       680000 | PA      | $558025.06    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                     | Raizen Fuels Finance SA                                                                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      7166000 | PA      | $5844768.75   | 0.13%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                     | Unigel Luxembourg SA                                                                                                             | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |       698469 | PA      | $401619.68    | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Zacapa SARL                              | Zacapa SARL 2024 Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |      2309686 | PA      | $2307376.08   | 0.05%             | 2029-03-22      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds    | Jordan Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      2127000 | PA      | $2108088.99   | 0.05%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5627000 | PA      | $1664354.06   | 0.04%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5972000 | PA      | $1754051.05   | 0.04%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     24947000 | PA      | $7309782.84   | 0.16%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3285000 | PA      | $968725.97    | 0.02%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1103000 | PA      | $325407.34    | 0.01%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3480000 | PA      | $1021458.30   | 0.02%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2950000 | PA      | $871683.70    | 0.02%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3024000 | PA      | $882100.80    | 0.02%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     35906000 | PA      | $10564442.85  | 0.23%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     19479000 | PA      | $5778698.58   | 0.13%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1109000 | PA      | $331313.75    | 0.01%             | 2049-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       598000 | PA      | $175834.43    | 0.00%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     26815000 | PA      | $7858135.75   | 0.17%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4324000 | PA      | $1268741.59   | 0.03%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      8572000 | PA      | $2504631.25   | 0.05%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                      | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      2826000 | PA      | $1288232.10   | 0.03%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                      | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     24079000 | PA      | $10406943.80  | 0.23%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                      | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     14046000 | PA      | $3442674.60   | 0.07%             | 2081-01-23      | Fixed         | 12.06%                | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                      | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      3996000 | PA      | $1623375.00   | 0.04%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                 | Yinson Boronia Production BV                                                                                                     | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      3418118 | PA      | $3800659.59   | 0.08%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0PTL1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     42300000 | OU      | $102112.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0VS88 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     22600000 | OU      | $54556.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID18J62 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     21770000 | OU      | $52857.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF6CSE6 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -6328000 | OU      | $-1174679.30  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF5XQR4 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -7912000 | OU      | $-1462382.87  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIFA84P1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    -51000000 | OU      | $-51.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1NW0 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     39800000 | OU      | $39.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1P73 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -39800000 | OU      | $-333006.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1NZ3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -39800000 | OU      | $-39.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFAELS3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    -21490000 | OU      | $-21.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG382 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -31700000 | OU      | $-284444.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG366 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -31700000 | OU      | $-31.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG358 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     31700000 | OU      | $31.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN77 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -41990000 | OU      | $-384124.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN69 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -41990000 | OU      | $-41.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN51 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     41990000 | OU      | $41.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANX01 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     36490000 | OU      | $36.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANX84 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -36490000 | OU      | $-36.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANXD3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -36490000 | OU      | $-333810.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAD9 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     59300000 | OU      | $59.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAF4 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -59300000 | OU      | $-59.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAH0 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -59300000 | OU      | $-620989.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1077 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      8480000 | OU      | $42.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1085 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -8480000 | OU      | $-8.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD10B8 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -8480000 | OU      | $-93466.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFNJ4Z1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     33467000 | OU      | $25702.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIFNJ4N8 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     33467000 | OU      | $27978.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3T95 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     14558500 | OU      | $9681.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3VL5 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -14558500 | OU      | $-550136.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3TA2 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     14558500 | OU      | $550136.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIFPCES9 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     33470000 | OU      | $20450.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIFUGKK4 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     71000000 | OU      | $760268.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFUR5L5 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     30638000 | OU      | $333126.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | BMIG0V3N5 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     83100000 | OU      | $425638.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIG2FLA6 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     10100000 | OU      | $54772.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | BMIG4UWV3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      5780000 | OU      | $18952.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                         | Alpha Holding SA de CV                                                                                                           | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      5494556 | PA      | $41209.17     | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                         | Alpha Holding SA de CV                                                                                                           | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      8785309 | PA      | $65889.82     | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      8714500 | PA      | $3355953.95   | 0.07%             | 2049-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3344600 | PA      | $1363258.96   | 0.03%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      9717900 | PA      | $4349732.04   | 0.09%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6124400 | PA      | $2710659.44   | 0.06%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3885500 | PA      | $1729436.05   | 0.04%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                       | Braskem Idesa SAPI                                                                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      7229000 | PA      | $4749633.73   | 0.10%             | 2032-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                    | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     15544950 | PA      | $4313723.63   | 0.09%             | 2030-09-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bolivia Government International Bonds   | Bolivia Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      1077000 | PA      | $1021459.11   | 0.02%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                 | Generacion Mediterranea SA / Central Termica Roca SA                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       344000 | PA      | $257916.66    | 0.01%             | 2031-11-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                     | Grupo Aeromexico SAB de CV                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       764000 | PA      | $790740.00    | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                   | Frigorifico Concepcion SA                                                                                                        | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |       135000 | PA      | $75201.94     | 0.00%             | 2028-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 110445000000 | PA      | $16194610.31  | 0.35%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  32073000000 | PA      | $4745086.75   | 0.10%             | 2035-03-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     18717900 | PA      | $5474985.75   | 0.12%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     17547500 | PA      | $6790882.50   | 0.15%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     13865950 | PA      | $4991742.00   | 0.11%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     16889530 | PA      | $6291349.93   | 0.14%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      9957960 | PA      | $3012282.90   | 0.07%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     13061768 | PA      | $3990370.12   | 0.09%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                    | Petroleos del Peru SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     14185000 | PA      | $9534093.13   | 0.21%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                     | Provincia de Cordoba                                                                                                             | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      4736000 | PA      | $4955040.00   | 0.11%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                     | Samarco Mineracao SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     35646192 | PA      | $35808132.65  | 0.77%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SECURE INTERNATIONAL FIN                 | Secure International Finance Co Inc                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GY        |      3176353 | PA      | $3192234.69   | 0.07%             | 2029-06-03      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2920000 | PA      | $1248592.00   | 0.03%             | 2018-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      8453000 | PA      | $2917130.30   | 0.06%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     10800500 | PA      | $3565245.05   | 0.08%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela Government International Bonds | Venezuela Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1000000 | PA      | $385100.00    | 0.01%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5734900 | PA      | $2007788.49   | 0.04%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     24053300 | PA      | $8902126.33   | 0.19%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     10214000 | PA      | $3754666.40   | 0.08%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.                 | Integratel Peru SAA                                                                                                              | CUSIP: 000000000<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |     25500000 | PA      | $2800035.61   | 0.06%             | 2027-04-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    203359000 | PA      | $12439756.71  | 0.27%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     13545000 | PA      | $12087815.63  | 0.26%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     57704000 | PA      | $61218173.60  | 1.32%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                  | Golomt Bank                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      3845000 | PA      | $4003256.89   | 0.09%             | 2027-05-20      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1100000 | PA      | $1185430.15   | 0.03%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     16771000 | PA      | $17471024.06  | 0.38%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** Eaton Vance Series Fund, Inc.

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer