# EDGAR Filing Document

**Accession Number:** 0000783740
**File Stem:** 0001752724-25-152223
**Filing Date:** 2025-6
**Character Count:** 94660
**Document Hash:** 54e96a2f6ce78dbcf6c8051d06743f0b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-152223.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-152223

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST X
- **CENTRAL INDEX KEY:** 0000783740

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04492
- **FILM NUMBER:** 251066870

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT MORTGAGE FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT INCOME PLUS FUND
- **DATE OF NAME CHANGE:** 19930312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASSACHUSETTS MFS GOVERNMENT INCOME PLUS FUND
- **DATE OF NAME CHANGE:** 19921015

## Series and Classes Contracts Data

### MFS Emerging Markets Debt Local Currency Fund (Series ID: S000033795)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000104416 | A            | EMLAX           |
| C000104417 | B            | EMLBX           |
| C000104418 | C            | EMLCX           |
| C000104419 | I            | EMLIX           |
| C000104420 | R1           | EMLJX           |
| C000104421 | R2           | EMLKX           |
| C000104422 | R3           | EMLLX           |
| C000104423 | R4           | EMLMX           |
| C000123138 | R6           | EMLNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS SERIES TRUST X

- **b. Investment Company Act file number:** 811-04492

- **c. CIK number of Registrant:** 0000783740

- **d. LEI of Registrant:** 5493001MUVNRNUPJY164

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Emerging Markets Debt Local Currency Fund

- **b. EDGAR series identifier (if any):** S000033795

- **c. LEI of Series:** 5493001KPK8UJ27DMD68

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $457504315.18

**Total Liabilities:** $10426278.15

**Net Assets:** $447078037.03

**Delayed Delivery Securities:** $4108654.08

**Cash Not Reported:** $3569497.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -52.45000000 | **1-Year:** -1925.65000000 | **5-Year:** -8392.79000000 | **10-Year:** -7350.82000000 | **30-Year:** -6.17000000

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

- **3-Month:** -42.35000000 | **1-Year:** -1243.78000000 | **5-Year:** -3672.84000000 | **10-Year:** -8395.64000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104417 | 0.60%                | 1.68%                | 3.27%                |
| Class ID C000123138 | 0.88%                | 1.78%                | 3.36%                |
| Class ID C000104419 | 0.68%                | 1.96%                | 3.18%                |
| Class ID C000104422 | 0.66%                | 1.74%                | 3.33%                |
| Class ID C000104423 | 0.68%                | 1.95%                | 3.15%                |
| Class ID C000104418 | 0.60%                | 1.87%                | 3.08%                |
| Class ID C000104420 | 0.60%                | 1.86%                | 3.06%                |
| Class ID C000104416 | 0.66%                | 1.94%                | 3.15%                |
| Class ID C000104421 | 0.64%                | 1.91%                | 3.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1073467.66             | $2532594.43                                |
| Month 2  | $-2649049.19             | $6079858.84                                |
| Month 3  | $601595.24               | $9548059.66                                |

**Designated Index Information**

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

- **Index Identifier:** JGENVUUG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  24703000000 | PA      | $1480855.56   | 0.33%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE JUN25                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -9 | NC      | $-29238.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $-674.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                 | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       785000 | PA      | $799994.77    | 0.18%             | 2028-10-17      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $7001.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  83570700000 | PA      | $18108868.27  | 4.05%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                    | Chile Electricity Lux Mpc II Sarl                                                                                          | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1062548 | PA      | $1055375.74   | 0.24%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    296200000 | PA      | $3544916.27   | 0.79%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-2667.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    394300000 | PA      | $18130099.18  | 4.06%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | N/A       |            1 | NC      | $76718.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    186209000 | PA      | $8993711.86   | 2.01%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-27689.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                  | Biocon Biologics Global PLC                                                                                                | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      1147000 | PA      | $1034052.16   | 0.23%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1820000000 | PA      | $1856195.11   | 0.42%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-499297.45   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | Long: SM11489   EQT BRL R E CDI/FIXED11.12/MAT02012029 / Short: SM11489   EQT BRL P E FLOAT/BCDIDR/CCP                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DIR              |  | BR        |     10545000 | OU      | $-100365.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11752   IRS INR R F  6.07000 SM11752_FIX CCPNDFOIS / Short: SM11752   IRS INR P V 06MMIBOR SM11752_FLO CCPNDFOIS   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    445700000 | OU      | $99731.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |            1 | NC      | $35491.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CZK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $243475.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4030000000 | PA      | $4321530.10   | 0.97%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD KZT                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-4305.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-35303.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                      | Muthoot Finance Ltd                                                                                                        | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      1515000 | PA      | $1505440.08   | 0.34%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-9382.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 108468000000 | PA      | $6623997.01   | 1.48%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $-259126.82   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $12388.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     38566000 | PA      | $11424022.81  | 2.56%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11646   IRS CNY R F  1.78005 SM11646_FIX CCPVANILLA / Short: SM11646   IRS CNY P V 03MCNRR SM11646_FLO CCPVANILLA  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28000000 | OU      | $62979.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $228361.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MYR                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-19411.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                 | EPH Financing International AS                                                                                             | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |      1161000 | PA      | $1413860.04   | 0.32%             | 2028-11-13      | Fixed         | 6.65%                 | 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      | $-2331.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $220481.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   7712000000 | PA      | $947080.87    | 0.21%             | 2035-03-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  70547000000 | PA      | $4230440.10   | 0.95%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-11465.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     61083000 | PA      | $14175078.11  | 3.17%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11638   IRS CNY R F  1.86270 SM11638_FIX CCPVANILLA / Short: SM11638   IRS CNY P V 03MCNRR SM11638_FLO CCPVANILLA  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     75627000 | OU      | $208650.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $896.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    111560000 | PA      | $2409612.74   | 0.54%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | N/A       |            1 | NC      | $72687.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11757   IRS THB R F  1.78250 SM11757_FIX CCPNDFOIS / Short: SM11757   IRS THB P V 03MTHOR SM11757_FLO CCPNDFOIS    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    230000000 | OU      | $125454.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-12438.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11584   IRS THB R F  2.24970 SM11584_FIX CCPNDFOIS / Short: SM11584   IRS THB P V 03MTHOR SM11584_FLO CCPNDFOIS    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    240000000 | OU      | $268652.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $750180.78    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       626000 | PA      | $599058.65    | 0.13%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AES ANDES SA                             | AES Andes SA                                                                                                               | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      1064000 | PA      | $1063793.37   | 0.24%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $5959.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      1473000 | PA      | $1698778.40   | 0.38%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11797   IRS INR R F  5.52350 SM11797_FIX CCPNDFOIS / Short: SM11797   IRS INR P V 06MMIBOR SM11797_FLO CCPNDFOIS   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    990682000 | OU      | $10969.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-4733.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-309963.97   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                     | Petronas Capital Ltd                                                                                                       | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2331000 | PA      | $2368096.79   | 0.53%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                      | Albania Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      1147000 | PA      | $1238358.08   | 0.28%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $6798.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-23858.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-16079.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-10401.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-20547.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11705   IRS INR R F  5.94275 SM11705_FIX CCPNDFOIS / Short: SM11705   IRS INR P V 06MMIBOR SM11705_FLO CCPNDFOIS   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    491000000 | OU      | $78222.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-189120.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | Long: SM11777   EQT BRL R E CDI/FIXED14.46680/MAT20290102 / Short: SM11777   EQT BRL P E FLOAT/BCDIDR/CCP                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DIR              |  | BR        |     14000000 | OU      | $52956.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    113135000 | PA      | $5894237.62   | 1.32%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |            1 | NC      | $14342.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11554   IRS THB R F  2.20070 SM11554_FIX CCPNDFOIS / Short: SM11554   IRS THB P V 03MTHOR SM11554_FLO CCPNDFOIS    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    190000000 | OU      | $200799.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $9325.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-69470.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     37160000 | PA      | $8782185.68   | 1.96%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     86400000 | PA      | $3980951.43   | 0.89%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                   | Eskom Holdings SOC Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     36000000 | PA      | $1905017.52   | 0.43%             | 2026-04-02      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $36713.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                        | Ma'aden Sukuk Ltd                                                                                                          | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |      1465000 | PA      | $1488719.82   | 0.33%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                   | China Development Bank                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     77310000 | PA      | $11080504.93  | 2.48%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |            1 | NC      | $95651.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |            1 | NC      | $55732.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                        | Ma'aden Sukuk Ltd                                                                                                          | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |       666000 | PA      | $677068.25    | 0.15%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                 | Corp Financiera de Desarrollo SA                                                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       996000 | PA      | $998450.39    | 0.22%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-12232.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14215000 | PA      | $3295972.23   | 0.74%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     94000000 | PA      | $1123573.93   | 0.25%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    147000000 | PA      | $2648443.14   | 0.59%             | 2031-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    232847000 | PA      | $11225480.61  | 2.51%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   7665000000 | PA      | $8064160.57   | 1.80%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                             | Peru LNG Srl                                                                                                               | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      1133424 | PA      | $1024916.90   | 0.23%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |            1 | NC      | $-3634.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 124811000000 | PA      | $8346773.22   | 1.87%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-141882.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                 | Baiterek National Managing Holding JSC                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      1647000 | PA      | $1639813.12   | 0.37%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |            1 | NC      | $-15296.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    267195000 | PA      | $9086363.07   | 2.03%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11568   IRS HUF R F  6.17470 SM11568_FIX CCPVANILLA / Short: SM11568   IRS HUF P V 06MBUBOR SM11568_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000000 | OU      | $-45180.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     30559000 | PA      | $6766823.40   | 1.51%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |            1 | NC      | $8661.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | Long: SM11793   IRS MYR R F  3.27350 SM11793_FIX VANILLA / Short: SM11793   IRS MYR P V 03MKLIBO SM11793_FLO VANILLA       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DIR              |  | US        |     42054000 | OU      | $-13840.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |            1 | NC      | $-312.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11528   IRS PLN R F  3.86000 SM11528_FIX CCPVANILLA / Short: SM11528   IRS PLN P V 06MWIBOR SM11528_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21083000 | OU      | $-29517.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                    | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                 | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       945000 | PA      | $867037.50    | 0.19%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                      | Petroleos Mexicanos                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10559900 | PA      | $513350.24    | 0.11%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |            1 | NC      | $164928.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    129800000 | PA      | $6572041.30   | 1.47%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED RSD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RS        |            1 | NC      | $38524.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-234589.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11691   IRS MXN R F  7.85000 SM11691_FIX CCPOIS / Short: SM11691   IRS MXN P V 00MTIEF SM11691_FLO CCPOIS          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     75855000 | OU      | $-17971.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                  | International Bank for Reconstruction & Development                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     59140000 | PA      | $1280189.82   | 0.29%             | 2035-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11488   IRS CZK R F  3.94000 SM11488_FIX CCPVANILLA / Short: SM11488   IRS CZK P V 06MPRIBR SM11488_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    171000000 | OU      | $113696.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-9122.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $64923.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     10211000 | PA      | $2506405.62   | 0.56%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-7920.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-9219.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2253170000 | PA      | $6027414.37   | 1.35%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11799   EQT BRL R E CDI/FIXED14.0193/MAT02012031 / Short: SM11799   EQT BRL P E FLOAT/BZDIOVRA/CCP                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     36492000 | OU      | $65941.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $8184.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Inflation-Indexed Notes                                                                                      | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3569284 | PA      | $3573077.16   | 0.80%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       200000 | PA      | $198037.03    | 0.04%             | 2030-04-07      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                 | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       651000 | PA      | $655777.69    | 0.15%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | TR        |            1 | NC      | $801.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED JPY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |            1 | NC      | $52339.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11801   EQT BRL R E CDI/FIXED13.75/MAT02012031 / Short: SM11801   EQT BRL P E FLOAT/BZDIOVRA/CCP                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     20172000 | OU      | $15269.88     | 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      | $15210.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    229744000 | PA      | $38299462.96  | 8.57%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    178600000 | PA      | $8598173.12   | 1.92%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    244410000 | PA      | $4815803.49   | 1.08%             | 2031-07-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     57500000 | PA      | $1791771.38   | 0.40%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  54232200000 | PA      | $11153366.07  | 2.49%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1878930000 | PA      | $4480619.78   | 1.00%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio | MFS Institutional Money Market Portfolio                                                                                   | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |     17668116 | NS      | $17668116.20  | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD THB                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $83820.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    188740000 | PA      | $7382178.41   | 1.65%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11686   IRS THB R F  2.02150 SM11686_FIX CCPNDFOIS / Short: SM11686   IRS THB P V 03MTHOR SM11686_FLO CCPNDFOIS    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     92000000 | OU      | $78925.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $4611.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD RON                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $11012.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     12102000 | PA      | $3152894.17   | 0.71%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      8864000 | PA      | $2379843.89   | 0.53%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-30324.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                 | Asian Infrastructure Investment Bank/The                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |     94400000 | PA      | $1130224.45   | 0.25%             | 2032-01-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11756   IRS MXN R F  8.59300 SM11756_FIX CCPOIS / Short: SM11756   IRS MXN P V 00MTIEF SM11756_FLO CCPOIS          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     95700000 | OU      | $71907.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     30787000 | PA      | $7156255.93   | 1.60%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CZK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $17.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                    | China Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10310000 | PA      | $1804951.86   | 0.40%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-8465.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11690   IRS MXN R F  7.90500 SM11690_FIX CCPOIS / Short: SM11690   IRS MXN P V 00MTIEF SM11690_FLO CCPOIS          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    155727000 | OU      | $-19385.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       731000 | PA      | $723355.20    | 0.16%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PL        |            1 | NC      | $-3911.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TR        |            1 | NC      | $3497.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  22220400000 | PA      | $3850079.26   | 0.86%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       550000 | PA      | $526329.49    | 0.12%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MYR                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-11100.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-8361.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED HUF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |            1 | NC      | $-3264.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                 | European Investment Bank                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    298200000 | PA      | $3704532.86   | 0.83%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                 | Empresas Publicas de Medellin ESP                                                                                          | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   4009000000 | PA      | $863698.26    | 0.19%             | 2027-11-08      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED SGD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |            1 | NC      | $45818.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 118383000000 | PA      | $7061332.00   | 1.58%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $122285.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-467061.90   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    160830000 | PA      | $2971483.36   | 0.66%             | 2029-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $9758.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $5639.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                    | Jamaica Government International Bond                                                                                      | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    320500000 | PA      | $2082810.18   | 0.47%             | 2030-11-03      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2350.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $78616.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    254937000 | PA      | $8626963.14   | 1.93%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                 | Abu Dhabi Developmental Holding Co PJSC                                                                                    | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      1037000 | PA      | $1031763.15   | 0.23%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MYR                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-12075.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RED CARRETERAS OCCIDE                    | Red de Carreteras de Occidente SAB de CV                                                                                   | CUSIP: 000000000<br>LEI: 549300L1K86IY3XOY318 | Long             | DBT              | CORP              | MX        |      6923100 | PA      | $348067.08    | 0.08%             | 2028-06-10      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED JPY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |            1 | NC      | $23445.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11743   IRS INR R F  6.16520 SM11743_FIX CCPNDFOIS / Short: SM11743   IRS INR P V 06MMIBOR SM11743_FLO CCPNDFOIS   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    558000000 | OU      | $151766.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE JUN25                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -20 | NC      | $-47399.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International              | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |            1 | NC      | $34087.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-131246.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    197976000 | PA      | $9874355.01   | 2.21%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                 | Asian Infrastructure Investment Bank/The                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    339800000 | PA      | $4000713.85   | 0.89%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1097750000 | PA      | $13787715.44  | 3.08%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    629830000 | PA      | $7970855.63   | 1.78%             | 2039-04-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11596   IRS PLN R F  5.19520 SM11596_FIX CCPVANILLA / Short: SM11596   IRS PLN P V 06MWIBOR SM11596_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7250000 | OU      | $96631.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd                         | Transnet SOC Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     14800000 | PA      | $847440.82    | 0.19%             | 2028-04-18      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-378057.21   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $4399.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     88500000 | PA      | $2840985.46   | 0.64%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CZK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |            1 | NC      | $-1077.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                     | Kallpa Generacion SA                                                                                                       | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |       896000 | PA      | $908096.00    | 0.20%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-59943.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-69276.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11527   IRS HUF R F  6.05000 SM11527_FIX CCPVANILLA / Short: SM11527   IRS HUF P V 03MBUBOR SM11527_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2205927000 | OU      | $-126309.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     41824000 | PA      | $9028987.05   | 2.02%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $59611.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $255.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |            1 | NC      | $21667.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    162938000 | PA      | $3763687.47   | 0.84%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-284287.57   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-67721.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                    | China Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     88070000 | PA      | $13223369.03  | 2.96%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $1226.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-12973.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                 | Cia de Minas Buenaventura SAA                                                                                              | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |       911000 | PA      | $904176.61    | 0.20%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD HUF                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3121.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11514   IRS CZK R F  3.05000 SM11514_FIX CCPVANILLA / Short: SM11514   IRS CZK P V 06MPRIBR SM11514_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    806069000 | OU      | $-48397.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |            1 | NC      | $45296.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-20671.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 105726000000 | PA      | $6235732.22   | 1.39%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  15462100000 | PA      | $2969903.32   | 0.66%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $-4554.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $9275.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11635   IRS CNY R F  1.88670 SM11635_FIX CCPVANILLA / Short: SM11635   IRS CNY P V 03MCNRR SM11635_FLO CCPVANILLA  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38296000 | OU      | $111324.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9350176 | PA      | $2233741.72   | 0.50%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11794   EQT BRL R E CDI/FIXED14.27456/MAT02012031 / Short: SM11794   EQT BRL P E FLOAT/BZDIOVRA/CCP                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     12000000 | OU      | $35478.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-15

**Name of Applicant:** MFS SERIES TRUST X

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer