# EDGAR Filing Document

**Accession Number:** 0000081443
**File Stem:** 0001410368-25-031102
**Filing Date:** 2025-11
**Character Count:** 197059
**Document Hash:** 6aa31304f572711826e41a021c805c80
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031102.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031102

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB CAP FUND, INC.
- **CENTRAL INDEX KEY:** 0000081443

**ORGANIZATION NAME:**
- **EIN:** 132625045
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01716
- **FILM NUMBER:** 251522253

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN CAP FUND, INC.
- **DATE OF NAME CHANGE:** 20110524

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN CAP FUND,INC
- **DATE OF NAME CHANGE:** 20040908

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931001

## Series and Classes Contracts Data

### AB Emerging Markets Multi-Asset Portfolio (Series ID: S000033729)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000103967 | Class A       | ABAEX           |
| C000103968 | Class C       | ABCEX           |
| C000103969 | Advisor Class | ABYEX           |
| C000103972 | Class I       | ABIEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB CAP FUND, INC.

- **b. Investment Company Act file number:** 811-01716

- **c. CIK number of Registrant:** 0000081443

- **d. LEI of Registrant:** 549300I24E20QB4B6Y20

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB Emerging Markets Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000033729

- **c. LEI of Series:** 7ZWN2SNJWVYO4A3K1B71

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $152877073.39

**Total Liabilities:** $5672283.73

**Net Assets:** $147204789.66

**Cash Not Reported:** $1636613.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12.94000000 | **1-Year:** -414.31000000 | **5-Year:** -2096.91000000 | **10-Year:** -3785.46000000 | **30-Year:** -2292.07000000

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

- **3-Month:** -58.82000000 | **1-Year:** -1604.38000000 | **5-Year:** -3518.63000000 | **10-Year:** -4029.80000000 | **30-Year:** -1526.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000103969 | 0.43%                | 2.23%                | 4.23%                |
| Class ID C000103972 | 0.43%                | 2.14%                | 4.20%                |
| Class ID C000103967 | 0.43%                | 2.13%                | 4.17%                |
| Class ID C000103968 | 0.43%                | 2.03%                | 4.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $566452.94               | $-453518.49                                |
| Month 2  | $506054.25               | $1855106.38                                |
| Month 3  | $2415547.97              | $2302946.28                                |

**Designated Index Information**

- **Index Name:** MSCI Emerging Markets Index

- **Index Identifier:** MIEF00000PUS:MSI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Manila Electric Co                                           | Manila Electric Co                                                                                                                           | CUSIP: 000000000<br>LEI: 254900RDFLCM12O8SK69 | Long             | EC               | CORP              | PH        |       7710 | NS      | $70211.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EREGLI DEMIR VE CELIK REGD REG S                             | EREGLI DEMIR VE CELIK REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     200000 | PA      | $209062.50    | 0.14%             | 2029-07-23      | Fixed         | 8.37%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     706100 | PA      | $112976.00    | 0.08%             | 2027-04-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                       | Samsung Fire & Marine Insurance Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |       3818 | NS      | $1228943.86   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                           | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                             | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    1192042 | NS      | $1192042.29   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                        | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $208029.74    | 0.14%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                            | PetroChina Co Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | HK        |    2234000 | NS      | $2025268.08   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                           | Turkiye Ihracat Kredi Bankasi AS                                                                                                             | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $204000.00    | 0.14%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     223000 | PA      | $167528.75    | 0.11%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                        | Sri Lanka Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     377443 | PA      | $323846.09    | 0.22%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     329228 | PA      | $291873.92    | 0.20%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                        | Chile Electricity Lux Mpc II Sarl                                                                                                            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     195501 | PA      | $200388.53    | 0.14%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     264500 | PA      | $62157.50     | 0.04%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      36311 | PA      | $17483.75     | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Long: IS2NIX4   IRS R03.62PSOFR 06/06/28 MSNYUS33XXX FIXED / Short: IS2NIX4   IRS PSOFRR03.62 06/06/28 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5420000 | OU      | $24786.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 Interactive Entertainment Network Technology Group Co Ltd | 37 Interactive Entertainment Network Technology Group Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 300300BE4IFCPHCUMI94 | Long             | EC               | CORP              | CN        |      27600 | NS      | $84306.81     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Page Industries Ltd                                          | Page Industries Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |        160 | NS      | $73400.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                            | Centrais Eletricas Brasileiras SA                                                                                                            | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |       9600 | NS      | $94732.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                       | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-32.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                        | Aldar Properties PJSC                                                                                                                        | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |      58058 | NS      | $149967.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     704903 | PA      | $395803.03    | 0.27%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                  | LUKOIL PJSC                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      18789 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                     | Port Of Spain Waterfront Development                                                                                                         | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     193333 | PA      | $195464.83    | 0.13%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED USD / SOLD TRY                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-367.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                          | Turkiye Government International Bond                                                                                                        | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $201324.58    | 0.14%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-3707.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                                | TIM SA/Brazil                                                                                                                                | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |     476400 | NS      | $2103508.85   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      89085 | PA      | $49664.89     | 0.03%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd                                 | Power Grid Corp of India Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |      53309 | NS      | $168276.74    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hisense Visual Technology Co Ltd                             | Hisense Visual Technology Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     109200 | NS      | $370132.29    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                            | International Games System Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       4000 | NS      | $103571.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PLDT Inc                                                     | PLDT Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900ADE8GQHM5P2648 | Long             | EC               | CORP              | PH        |        895 | NS      | $16909.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asustek Computer Inc                                         | Asustek Computer Inc                                                                                                                         | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |      87000 | NS      | $1922027.39   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                          | Senegal Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $124080.00    | 0.08%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                      | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $218000.00    | 0.15%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                               | ICICI Bank Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     154473 | NS      | $2341076.62   | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-3314.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                           | Grupo Financiero Banorte SAB de CV                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     230760 | NS      | $2317617.43   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Securities Co Ltd                                    | Samsung Securities Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 988400RBTJTHNUOHE716 | Long             | EC               | CORP              | KR        |       3294 | NS      | $168533.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixa Seguridade Participacoes S/A                           | Caixa Seguridade Participacoes S/A                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      33400 | NS      | $94823.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sungrow Power Supply Co Ltd                                  | Sungrow Power Supply Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |       2500 | NS      | $56989.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                   | Bank Polska Kasa Opieki SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      27777 | NS      | $1338666.55   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      75000 | PA      | $68208.75     | 0.05%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                                             | PDD Holdings Inc                                                                                                                             | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |       1269 | NS      | $167723.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                     | OCP SA                                                                                                                                       | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $221938.00    | 0.15%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PT SORIK MAR GEO POW                                         | Sorik Marapi Geothermal Power PT                                                                                                             | CUSIP: 000000000<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |     192060 | PA      | $196669.44    | 0.13%             | 2031-08-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CLP                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $17580.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                               | COSCO SHIPPING Holdings Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |      50000 | NS      | $77733.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                     | Itau Unibanco Holding SA                                                                                                                     | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     353510 | NS      | $2595074.58   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                                                                                         | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     285000 | PA      | $283575.00    | 0.19%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SooChow Securities Co Ltd                                    | SooChow Securities Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 300300E1008532000098 | Long             | EC               | CORP              | CN        |      65600 | NS      | $90478.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                          | State Bank of India                                                                                                                          | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     205491 | NS      | $2017247.97   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                         | Republic of Uzbekistan International Bond                                                                                                    | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     448000 | PA      | $481528.32    | 0.33%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                        | Transnet/South Africa                                                                                                                        | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     200000 | PA      | $210824.00    | 0.14%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                                   | Realtek Semiconductor Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      40000 | NS      | $724141.28    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                            | Hon Hai Precision Industry Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      13000 | NS      | $92821.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nahdi Medical Co                                             | Nahdi Medical Co                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       2483 | NS      | $78789.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                           | Dominican Republic International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     133333 | PA      | $138666.67    | 0.09%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Huaxia Bank Co Ltd                                           | Huaxia Bank Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |      91500 | NS      | $84528.06     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd                                                  | Vedanta Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |      16765 | NS      | $87996.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED USD / SOLD ZAR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-884.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                 | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     100000 | PA      | $76480.00     | 0.05%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                           | Zambia Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     132347 | PA      | $89482.45     | 0.06%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HeadHunter Group PLC                                         | HeadHunter Group PLC                                                                                                                         | CUSIP: 42207L106<br>LEI: 549300IMUCFEWXP6RU11 | Long             | EC               | CORP              | CY        |      18930 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Airlines Ltd                                           | China Airlines Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490032B2A0G6D0JP27 | Long             | EC               | CORP              | TW        |     118000 | NS      | $81006.17     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                    | Costa Rica Government International Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     200000 | PA      | $216050.00    | 0.15%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $19226.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS MOTOR COMPANY                                            | TVS Motor Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EP               | CORP              | IN        |       6972 | NS      | $785.23       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bharat Petroleum Corp Ltd                                    | Bharat Petroleum Corp Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |      23922 | NS      | $91438.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | FUTURE CONTRACT ON US ULTRA BOND CBT DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         29 | NC      | $73437.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED HUF / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | HU        |          1 | NC      | $-4063.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                       | CEZ AS                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |       1447 | NS      | $89862.99     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTsurance Group Ltd                                         | OUTsurance Group Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 984500AC307E8L2D9X52 | Long             | EC               | CORP              | ZA        |     163878 | NS      | $680373.63    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                                                                                                          | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    7190000 | PA      | $7172292.47   | 4.87%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co Ltd                              | PICC Property & Casualty Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     876000 | NS      | $1976127.88   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-2220.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                          | Bapco Energies BSC Closed                                                                                                                    | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     259000 | PA      | $268085.72    | 0.18%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                         | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $195720.94    | 0.13%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                                | Zhongsheng Group Holdings Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |      24000 | NS      | $44849.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                | Jardine Matheson Holdings Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |       1759 | NS      | $111005.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                       | Egypt Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $192688.00    | 0.13%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                         | TC Ziraat Bankasi AS                                                                                                                         | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $209215.00    | 0.14%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                       | Egypt Government International Bond                                                                                                          | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     260000 | PA      | $275844.40    | 0.19%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                            | Hero MotoCorp Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |       1463 | NS      | $90211.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                                | Piraeus Financial Holdings SA                                                                                                                | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |      94168 | NS      | $799883.81    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                       | PURCHASED USD / SOLD PLN                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $19837.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                                 | HDFC Asset Management Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |      33164 | NS      | $2066110.96   | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                            | KINGDOM OF JORDAN REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |     330000 | PA      | $344747.70    | 0.23%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                   | Samsung Electronics Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      82759 | NS      | $4961429.18   | 3.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     825000 | PA      | $886256.25    | 0.60%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                                | PHOSAGRO PJSC                                                                                                                                | CUSIP: 71922G407<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |         28 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Yang Ming Marine Transport Corp                              | Yang Ming Marine Transport Corp                                                                                                              | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |      48000 | NS      | $83721.94     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                        | Sri Lanka Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     147127 | PA      | $140947.78    | 0.10%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                      | MMC Norilsk Nickel PJSC                                                                                                                      | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |       3568 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-29214.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                            | Ghana Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      37505 | PA      | $31973.01     | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                                   | Sino Biopharmaceutical Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |    2000000 | NS      | $2084632.51   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                             | Evergreen Marine Corp Taiwan Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      15000 | NS      | $88345.94     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                  | Infosys Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      18178 | NS      | $295655.80    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                        | Hyundai Glovis Co Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |        689 | NS      | $81281.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $160387.50    | 0.11%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9814000 | PA      | $579474.00    | 0.39%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                         | Petronas Capital Ltd                                                                                                                         | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     310000 | PA      | $322868.10    | 0.22%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-2985.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uni-President China Holdings Ltd                             | Uni-President China Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 529900JUA05094TOKA73 | Long             | EC               | CORP              | KY        |     821000 | NS      | $867631.77    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         19 | NC      | $-2593.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED USD / SOLD CZK                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $1971.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                       | Emaar Development PJSC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     296713 | NS      | $1087272.17   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                            | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $141200.00    | 0.10%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                     | Republic of South Africa Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $202947.00    | 0.14%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Elm Co                                                       | Elm Co                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        388 | NS      | $92649.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Investment & Securities Co Ltd                            | NH Investment & Securities Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |       6222 | NS      | $86160.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD COP                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $7471.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                        | Guatemala Government Bond                                                                                                                    | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $208000.00    | 0.14%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Beijing Oriental Yuhong Waterproof Technology Co Ltd         | Beijing Oriental Yuhong Waterproof Technology Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 300300XMIXB7STDZWT60 | Long             | EC               | CORP              | CN        |      49700 | NS      | $86050.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                           | Dominican Republic International Bond                                                                                                        | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     410000 | PA      | $438392.50    | 0.30%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                      | Latam Airlines Group SA                                                                                                                      | CUSIP: 51817R205<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |      32933 | NS      | $1490218.25   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                                          | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $84790.00     | 0.06%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                       | Turkiye Government International Bonds                                                                                                       | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     210000 | PA      | $204855.00    | 0.14%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | PURCHASED INR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-23181.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                       | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $210400.00    | 0.14%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive India Ltd                                  | Colgate-Palmolive India Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 335800YWKI47DGFKWB26 | Long             | EC               | CORP              | IN        |       7130 | NS      | $179020.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Yuntianhua Co Ltd                                     | Yunnan Yuntianhua Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     282800 | NS      | $1064734.04   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     297000 | PA      | $224526.06    | 0.15%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                   | Akbank TAS                                                                                                                                   | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $209500.00    | 0.14%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                     | Republic of South Africa Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   13822000 | PA      | $691648.16    | 0.47%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                            | SK Telecom Co Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |       4526 | NS      | $175451.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                                 | Gazprom PJSC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     153780 | NS      | $0.15         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                               | PURCHASED CNH / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $4625.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co Ltd                             | Korea Investment Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        795 | NS      | $82221.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                     | Empresa Nacional del Petroleo                                                                                                                | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     300000 | PA      | $251700.00    | 0.17%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                            | Ghana Government International Bond                                                                                                          | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      11040 | PA      | $10653.60     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Industrial Bank Co Ltd                                       | Industrial Bank Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 300300C1030935001303 | Long             | EC               | CORP              | CN        |      30800 | NS      | $85821.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | FUTURE CONTRACT ON US 10YR ULTRA FUT DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          7 | NC      | $3515.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                     | Credicorp Capital Sociedad Titulizadora SA                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     500000 | PA      | $154447.66    | 0.10%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | PURCHASED INR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |          1 | NC      | $-3683.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                      | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     777000 | PA      | $782594.40    | 0.53%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alamtri Resources Indonesia Tbk PT                           | Alamtri Resources Indonesia Tbk PT                                                                                                           | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |     874600 | NS      | $88786.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      94000 | PA      | $83463.38     | 0.06%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Mining Co Ltd                                        | Western Mining Co Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 300300QBV4A9N1NDK519 | Long             | EC               | CORP              | CN        |      32100 | NS      | $99424.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA SOMA TRUST F/6185                                      | CIBANCO SA Institucion de Banca Multiple Trust CIB/3332                                                                                      | CUSIP: 000000000<br>LEI: 549300PN33H8IMG2PD83 | Long             | DBT              |  | MX        |     200000 | PA      | $170980.00    | 0.12%             | 2031-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8437200 | PA      | $399133.21    | 0.27%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co KSCP                            | Mobile Telecommunications Co KSCP                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |      51972 | NS      | $87642.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | PURCHASED USD / SOLD ZAR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-47548.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                       | Jamaica Government International Bonds                                                                                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     208000 | PA      | $252720.00    | 0.17%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vamos Locacao de Caminhoes Maquinas e Equipamentos SA        | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA                                                                                        | CUSIP: 000000000<br>LEI: 9845004ADLE5510G4A37 | Long             | EC               | CORP              | BR        |     114100 | NS      | $73962.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WuXi AppTec Co Ltd                                           | WuXi AppTec Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |       6700 | NS      | $102511.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                      | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     203000 | PA      | $144028.50    | 0.10%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $4083.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                           | Zambia Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     153191 | PA      | $146208.47    | 0.10%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                          | PURCHASED USD / SOLD PHP                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $13759.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang China Commodities City Group Co Ltd                 | Zhejiang China Commodities City Group Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 300300UELW04DCUGGZ27 | Long             | EC               | CORP              | CN        |      27900 | NS      | $72846.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | PURCHASED USD / SOLD ZAR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-10526.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd                                               | Absa Group Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |       8148 | NS      | $85508.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd                                      | Standard Bank Group Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |       2259 | NS      | $30905.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tripod Technology Corp                                       | Tripod Technology Corp                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      18000 | NS      | $178146.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                           | WuXi AppTec Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |       7200 | NS      | $113833.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co Ltd                                          | DB Insurance Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |       1342 | NS      | $132627.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Expressway Co Ltd                                   | Zhejiang Expressway Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 213800X1ZRKM85U9H438 | Long             | EC               | CORP              | CN        |      30000 | NS      | $27717.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Zinc Ltd                                           | Hindustan Zinc Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 335800LB39TLJ8YTWM98 | Long             | EC               | CORP              | IN        |      17544 | NS      | $95342.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd           | Gujarat Narmada Valley Fertilizers & Chemicals Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800CLY1JH3J6OZH70 | Long             | EC               | CORP              | IN        |      15413 | NS      | $85188.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                    | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $161089.47    | 0.11%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                        | PURCHASED TWD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |          1 | NC      | $-1342.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                     | Hana Financial Group Inc                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       3080 | NS      | $191498.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                                       | Bharat Electronics Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |      13346 | NS      | $60748.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     173025 | PA      | $125269.96    | 0.09%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                            | Trinidad & Tobago Government International Bond                                                                                              | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     200000 | PA      | $203650.00    | 0.14%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | FUTURE CONTRACT ON US LONG BOND(CBT) DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -1 | NC      | $-2398.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                                     | Kia Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      20247 | NS      | $1453266.84   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                               | Cia Energetica de Minas Gerais                                                                                                               | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EC               | CORP              | BR        |     311500 | NS      | $652585.84    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                           | Morocco Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     463000 | PA      | $340073.50    | 0.23%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie B                                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     425000 | PA      | $317531.09    | 0.22%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REC Ltd                                                      | REC Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | EC               | CORP              | IN        |       8454 | NS      | $35464.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      43574 | PA      | $21024.46     | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                                 | China Construction Bank Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      95000 | NS      | $91120.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                                | PhosAgro PJSC                                                                                                                                | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |       4393 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sberbank of Russia PJSC                                      | Sberbank of Russia PJSC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     138696 | NS      | $0.14         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ecopetrol SA                                                 | Ecopetrol SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |     189967 | NS      | $86734.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     355000 | PA      | $361258.65    | 0.25%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED IDR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-39007.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                      | KT Corp                                                                                                                                      | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      34050 | NS      | $663975.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| China Life Insurance Co Ltd                                  | China Life Insurance Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |      29000 | NS      | $82125.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                           | Kumba Iron Ore Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |       5042 | NS      | $94840.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     238000 | PA      | $211820.00    | 0.14%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     522000 | PA      | $415151.82    | 0.28%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $3063.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     210000 | PA      | $139885.20    | 0.10%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Tractors Tbk PT                                       | United Tractors Tbk PT                                                                                                                       | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |      29100 | NS      | $46796.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                                | LG Uplus Corp                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       8093 | NS      | $88521.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                                     | Huatai Securities Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |      56000 | NS      | $147629.07    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                                                                                                          | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2000000 | PA      | $1987143.40   | 1.35%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                            | Lebanon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      36000 | PA      | $7956.00      | 0.01%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Innolux Corp                                                 | Innolux Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 3003007EXL0825P1MJ10 | Long             | EC               | CORP              | TW        |      19000 | NS      | $9011.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                           | Peru Government Bond                                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     956000 | PA      | $306672.40    | 0.21%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     110341 | PA      | $53129.19     | 0.04%             | 2036-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                               | ABU DHABI GOVT INT'L REGD REG S                                                                                                              | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     390000 | PA      | $282159.15    | 0.19%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                      | Pakistan Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     200000 | PA      | $184800.00    | 0.13%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                     | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     230000 | PA      | $239082.70    | 0.16%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                           | Leviathan Bond Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      42457 | PA      | $42589.68     | 0.03%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NetEase Inc                                                  | NetEase Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      81400 | NS      | $2472310.38   | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                              | New China Life Insurance Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      92800 | NS      | $549620.18    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                            | Ghana Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     249000 | PA      | $208537.50    | 0.14%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                  | Xiaomi Corp                                                                                                                                  | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | HK        |     324400 | NS      | $2254562.93   | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Henan Shenhuo Coal Industry & Electricity Power Co Ltd       | Henan Shenhuo Coal Industry & Electricity Power Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 300300GF8XK44CSHXV64 | Long             | EC               | CORP              | CN        |      13500 | NS      | $38010.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Integrated Telecommunications Co PJSC               | Emirates Integrated Telecommunications Co PJSC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      34824 | NS      | $87224.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                        | Transnet/South Africa                                                                                                                        | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     204000 | PA      | $215040.48    | 0.15%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Coromandel International Ltd                                 | Coromandel International Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800U73K3HJSQKT249 | Long             | EC               | CORP              | IN        |       2881 | NS      | $72986.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                          | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $-20075.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     119461 | PA      | $66599.51     | 0.05%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     503000 | PA      | $263572.00    | 0.18%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                          | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $-1703.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                | JSW Steel Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $196400.00    | 0.13%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                                    | Hindustan Aeronautics Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |       1654 | NS      | $88386.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                          | Muthoot Finance Ltd                                                                                                                          | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $202560.00    | 0.14%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $134293.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                                | CTBC Financial Holding Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |      35000 | NS      | $49361.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneta Money Bank AS                                         | Moneta Money Bank AS                                                                                                                         | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |      11522 | NS      | $91957.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                            | Ghana Government International Bond                                                                                                          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     166980 | PA      | $162388.05    | 0.11%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                     | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $202400.00    | 0.14%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $13618.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                             | Greenko Dutch BV                                                                                                                             | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |     346000 | PA      | $342628.68    | 0.23%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd                             | Yue Yuen Industrial Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900YUFIBANZ1XU687 | Long             | EC               | CORP              | BM        |      30500 | NS      | $51873.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Aramco Base Oil Co                                     | Saudi Aramco Base Oil Co                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        900 | NS      | $21438.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                      | OPAP SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      55503 | NS      | $1294794.69   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     466588 | PA      | $315180.19    | 0.21%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                                  | Ivory Coast Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     271000 | PA      | $281840.00    | 0.19%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                     | China Hongqiao Group Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |      59500 | NS      | $201516.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Alior Bank SA                                                | Alior Bank SA                                                                                                                                | CUSIP: 000000000<br>LEI: 259400QHDOZWMJ103294 | Long             | EC               | CORP              | PL        |       2113 | NS      | $59802.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Bank PSQC/The                                     | Commercial Bank PSQC/The                                                                                                                     | CUSIP: 000000000<br>LEI: 2138004FUUD4I7X8H721 | Long             | EC               | CORP              | QA        |      15580 | NS      | $19626.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                        | Sri Lanka Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     110119 | PA      | $97840.73     | 0.07%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Magnit PJSC                                                  | Magnit PJSC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |       1178 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sime Darby Bhd                                               | Sime Darby Bhd                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     167200 | NS      | $90645.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                               | CMOC Group Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |      49500 | NS      | $109508.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                                         | HCL Technologies Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      78995 | NS      | $1233225.84   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| AVI Ltd                                                      | AVI Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |      76500 | NS      | $438180.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-38511.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                                | CSPC Pharmaceutical Group Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | HK        |      68000 | NS      | $81908.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                              | Gold Fields Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |       1169 | NS      | $48952.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co Ltd                                       | Bank of Jiangsu Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 300300C1086832000046 | Long             | EC               | CORP              | CN        |      27200 | NS      | $38286.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                     | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     262000 | PA      | $171282.50    | 0.12%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                       | Medco Cypress Tree Pte Ltd                                                                                                                   | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |     250000 | PA      | $263750.00    | 0.18%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd                                         | Far East Horizon Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | EC               | CORP              | HK        |      38000 | NS      | $33546.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                                | HDFC Bank Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       4696 | NS      | $50325.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                         | Tencent Holdings Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      89300 | NS      | $7609217.48   | 5.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                       | Emirates NBD Bank PJSC                                                                                                                       | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     173251 | NS      | $1146186.22   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ANGOLA                                           | Angolan Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     740000 | PA      | $719058.00    | 0.49%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     254100 | PA      | $58557.35     | 0.04%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                           | Midea Group Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |      97300 | NS      | $993648.35    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                       | Power Finance Corp Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | EC               | CORP              | IN        |      19265 | NS      | $89147.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CNH / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |          1 | NC      | $4062.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                 | SK Hynix Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       6038 | NS      | $1496808.05   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                            | Ghana Government International Bond                                                                                                          | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     120120 | PA      | $100600.50    | 0.07%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                   | Samsung Electronics Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       1545 | NS      | $73327.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     152440 | PA      | $103659.20    | 0.07%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co Ltd                                  | Compeq Manufacturing Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      20000 | NS      | $48370.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL                                                      | REPUBLIC OF SENEGAL REGD REG S SER 7Y                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |     482000 | PA      | $388761.92    | 0.26%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                          | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $75640.00     | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                          | Muthoot Finance Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |       5546 | NS      | $191786.93    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND                       | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     134000 | PA      | $129025.25    | 0.09%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                         | China Pacific Insurance Group Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      17700 | NS      | $87408.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                      | Sasol Financing USA LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207559.29    | 0.14%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                     | ORLEN SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      90373 | NS      | $2153306.57   | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                     | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     269547 | PA      | $259813.37    | 0.18%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                     | NMDC Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |     102659 | NS      | $88312.96     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                    | Grupo Aeroportuario del Sureste SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       2635 | NS      | $85105.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashok Leyland Ltd                                            | Ashok Leyland Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |      57222 | NS      | $92118.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                            | Lebanon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     481000 | PA      | $106301.00    | 0.07%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                  | Ivory Coast Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $191550.00    | 0.13%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                     | Volcan Cia Minera SAA                                                                                                                        | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     106000 | PA      | $109953.80    | 0.07%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                       | Turkiye Government International Bonds                                                                                                       | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     955000 | PA      | $940197.50    | 0.64%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                       | Accton Technology Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      12000 | NS      | $414974.51    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                    | Taiwan Semiconductor Manufacturing Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     213400 | NS      | $9269632.32   | 6.30%             |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                       | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $177400.00    | 0.12%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                            | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $209350.00    | 0.14%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                            | Ghana Government International Bond                                                                                                          | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      33463 | PA      | $28527.60     | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     310698 | PA      | $231547.93    | 0.16%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $202.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED ZAR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ZA        |          1 | NC      | $54946.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                         | Colombian TES                                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 3116900000 | PA      | $548255.62    | 0.37%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                       | Egypt Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     353000 | PA      | $334467.50    | 0.23%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Catcher Technology Co Ltd                                    | Catcher Technology Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 5299006PRSCU66N5JF55 | Long             | EC               | CORP              | TW        |       7000 | NS      | $42001.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                          | PURCHASED PHP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PH        |          1 | NC      | $-8648.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD MYR                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1057.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co Ltd                                          | Ping An Bank Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |      54400 | NS      | $86581.85     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                 | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     580000 | PA      | $629706.00    | 0.43%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Banco de Chile                                               | Banco de Chile                                                                                                                               | CUSIP: 000000000<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |     583809 | NS      | $88649.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED INR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | IN        |          1 | NC      | $-117.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                                    | SCB X PCL                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |      22000 | NS      | $87239.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                                 | Hindustan Petroleum Corp Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |      18924 | NS      | $94298.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                       | FUTURE CONTRACT ON MSCI EMGMKT DEC25                                                                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        221 | NC      | $193927.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     128444 | PA      | $20765.93     | 0.01%             | 2025-03-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Simplo Technology Co Ltd                                     | Simplo Technology Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       9000 | NS      | $109509.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                        | Sri Lanka Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      55036 | PA      | $48624.31     | 0.03%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     337000 | PA      | $342729.00    | 0.23%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                               | BB Seguridade Participacoes SA                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      61200 | NS      | $382453.29    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA REGD                                                 | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     280000 | PA      | $301011.90    | 0.20%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     405000 | PA      | $387990.00    | 0.26%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                        | Emaar Properties PJSC                                                                                                                        | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     524025 | NS      | $1861811.37   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                                          | Nigeria Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     787000 | PA      | $772847.38    | 0.53%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                                     | Huatai Securities Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |      17100 | NS      | $52374.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                     | AES Panama Generation Holdings SRL                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     188168 | PA      | $177818.39    | 0.12%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco del Bajio SA                                           | Banco del Bajio SA                                                                                                                           | CUSIP: 000000000<br>LEI: 4469000001BD95FFLY16 | Long             | EC               | CORP              | MX        |      34100 | NS      | $85969.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Long: IS35KJ9   IRS R13.65PBRL-CDI 01/02/31 MORGAN STANL FIXED / Short: IS35KJ9   IRS PBRL-CDIR13.65 01/02/31 MORGAN STANL FLOAT             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    7741202 | OU      | $9388.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD TWD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $238.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Baroda                                               | Bank of Baroda                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               | CORP              | IN        |     276142 | NS      | $804076.73    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                  | Ivory Coast Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     100115 | PA      | $98563.39     | 0.07%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     359851 | PA      | $173628.11    | 0.12%             | 2035-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                     | Industrial Bank of Korea                                                                                                                     | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |       1850 | NS      | $25668.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                                          | Cheil Worldwide Inc                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       6103 | NS      | $88316.95     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                  | Abu Dhabi Islamic Bank PJSC                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |     100650 | NS      | $597482.38    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                         | Paraguay Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     249000 | PA      | $229204.50    | 0.16%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                            | Lebanon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     216000 | PA      | $47736.00     | 0.03%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bosideng International Holdings Ltd                          | Bosideng International Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |     910000 | NS      | $542840.94    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-3588.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                        | PURCHASED TWD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |          1 | NC      | $-119592.33   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                        | PURCHASED USD / SOLD COP                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1636.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Bank Slaski SA                                           | ING Bank Slaski SA                                                                                                                           | CUSIP: 000000000<br>LEI: 259400YLRTOBISHBVX41 | Long             | EC               | CORP              | PL        |        513 | NS      | $42882.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                      | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $178100.00    | 0.12%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     150917 | PA      | $81646.10     | 0.06%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     479347 | PA      | $357233.74    | 0.24%             | 2035-07-31      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                                                                                         | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     250000 | PA      | $257682.15    | 0.18%             | 2030-02-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                       | Oman Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     200000 | PA      | $232012.00    | 0.16%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                                                                                                          | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     190000 | PA      | $189236.20    | 0.13%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coal India Ltd                                               | Coal India Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |      19577 | NS      | $86021.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd                                            | Cummins India Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |       1943 | NS      | $85982.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                     | Empresas Publicas de Medellin ESP                                                                                                            | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |  418000000 | PA      | $98996.80     | 0.07%             | 2027-11-08      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MediaTek Inc                                                 | MediaTek Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       5000 | NS      | $216848.76    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                             | TVS Motor Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |       2236 | NS      | $86778.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD ZAR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-32532.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         11 | NC      | $5515.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKIYE                                          | Turkiye Government International Bond                                                                                                        | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $208200.00    | 0.14%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $12944.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc                | International Container Terminal Services Inc                                                                                                | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      17880 | NS      | $145005.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of China Ltd/The                 | People's Insurance Co Group of China Ltd/The                                                                                                 | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |     720000 | NS      | $629886.73    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Financial Services Software Ltd                       | Oracle Financial Services Software Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3358008SYNPKSPNMTJ57 | Long             | EC               | CORP              | IN        |        869 | NS      | $82251.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                        | Delta Electronics Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      88200 | NS      | $2484603.30   | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd                             | Zhen Ding Technology Holding Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |      33000 | NS      | $180467.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                          | Limak Yenilenebilir Enerji AS                                                                                                                | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $199261.32    | 0.14%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      81000 | PA      | $62280.90     | 0.04%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                     | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     186600 | PA      | $174106.20    | 0.12%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                                   | NAVER Corp                                                                                                                                   | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |       4265 | NS      | $818396.55    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                             | Eva Airways Corp                                                                                                                             | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |      69000 | NS      | $86538.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Foxconn Industrial Internet Co Ltd                           | Foxconn Industrial Internet Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      10300 | NS      | $96045.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                       | Egypt Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     600000 | PA      | $619800.00    | 0.42%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                        | Panama Government International Bonds                                                                                                        | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     370000 | PA      | $239760.00    | 0.16%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd                               | China Galaxy Securities Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |      61000 | NS      | $92443.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Co                                           | Jarir Marketing Co                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      24780 | NS      | $92176.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                               | PURCHASED PHP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |          1 | NC      | $-97590.60    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                          | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     175000 | PA      | $188868.75    | 0.13%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                        | Elite Material Co Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       1000 | NS      | $40471.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                 | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      66000 | PA      | $68145.00     | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                         | Petronas Capital Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     322000 | PA      | $221758.18    | 0.15%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                              | New China Life Insurance Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      19600 | NS      | $168803.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $-77949.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                                | Credicorp Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |        194 | NS      | $51658.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd          | HD Korea Shipbuilding & Offshore Engineering Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       3337 | NS      | $977806.44    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                    | Korea Electric Power Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |       3014 | NS      | $77763.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yutong Bus Co Ltd                                            | Yutong Bus Co Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |     377899 | NS      | $1442538.64   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                      | El Salvador Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     506000 | PA      | $539649.00    | 0.37%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                          | Abu Dhabi Crude Oil Pipeline LLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $185188.00    | 0.13%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Canara Bank                                                  | Canara Bank                                                                                                                                  | CUSIP: 000000000<br>LEI: 335800E4RH82Z8XC3C30 | Long             | EC               | CORP              | IN        |      65652 | NS      | $91487.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corp                                                  | Wiwynn Corp                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |       1000 | NS      | $109571.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Bank of India Ltd                                      | Union Bank of India Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               | CORP              | IN        |      57112 | NS      | $89234.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED USD / SOLD THB                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $15545.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: IS36W29   CDX 2I65BZFI8 01.000 BP 12/20/2030 MSNYUS33XXX FLOAT / Short: IS36W29   CDX 2I65BZFI8 01.000 BP 12/20/2030 MSNYUS33XXX FIXED | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2180000 | OU      | $47233.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                               | COSCO SHIPPING Holdings Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |      42400 | NS      | $85431.89     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                          | PURCHASED USD / SOLD PHP                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $48632.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                     | Eagle Funding Luxco Sarl                                                                                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     374000 | PA      | $379797.00    | 0.26%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         17 | NC      | $-921.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     219000 | PA      | $223708.50    | 0.15%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-45374.81    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                  | Polyus PJSC                                                                                                                                  | CUSIP: 73181M117<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |        284 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                         | Bank Leumi Le-Israel BM                                                                                                                      | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $208636.73    | 0.14%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                               | Old Mutual Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |     110025 | NS      | $85015.79     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                        | Brazil Government International Bonds                                                                                                        | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     400000 | PA      | $405052.00    | 0.28%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                           | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                             | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |     409955 | NS      | $409955.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                    | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      85100 | NS      | $1903186.31   | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                         | Stillwater Mining Co                                                                                                                         | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197600.00    | 0.13%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gree Electric Appliances Inc of Zhuhai                       | Gree Electric Appliances Inc of Zhuhai                                                                                                       | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |     202800 | NS      | $1131395.80   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Financial Asset Management Co Ltd                | China CITIC Financial Asset Management Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 300300D2000111000062 | Long             | EC               | CORP              | HK        |     178000 | NS      | $23702.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fufeng Group Ltd                                             | Fufeng Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | KY        |      43000 | NS      | $48323.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arabian Internet & Communications Services Co                | Arabian Internet & Communications Services Co                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       1347 | NS      | $92486.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Polycab India Ltd                                            | Polycab India Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |       1090 | NS      | $89438.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                           | Turkiye Ihracat Kredi Bankasi AS                                                                                                             | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $209876.00    | 0.14%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                                   | Astra International Tbk PT                                                                                                                   | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |     257100 | NS      | $89162.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     160000 | PA      | $164230.97    | 0.11%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Komercni Banka AS                                            | Komercni Banka AS                                                                                                                            | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |        516 | NS      | $25896.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                     | Banco Nacional de Panama                                                                                                                     | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $174608.00    | 0.12%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAAREE Energies Ltd                                          | WAAREE Energies Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 335800TCF9YCJG3VRZ10 | Long             | EC               | CORP              | IN        |       1004 | NS      | $37600.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Bank                                                  | Indian Bank                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493008JR8FCVQ6FJL94 | Long             | EC               | CORP              | IN        |      10859 | NS      | $91826.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                            | SinoPac Financial Holdings Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        236 | NS      | $193.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                             | Lenovo Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      32000 | NS      | $47417.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                             | Pop Mart International Group Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |      53600 | NS      | $1835898.48   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                               | CMOC Group Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |      60000 | NS      | $120946.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV               | Grupo Aeroportuario del Centro Norte SAB de CV                                                                                               | CUSIP: 000000000<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |       3190 | NS      | $41172.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      96075 | PA      | $52697.14     | 0.04%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY REGD                                                 | HUNGARY REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     400000 | PA      | $431200.00    | 0.29%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                  | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     318000 | PA      | $332866.50    | 0.23%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                   | El Salvador Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     200000 | PA      | $215200.00    | 0.15%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED MXN / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $4147.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                      | Caixa Economica Federal                                                                                                                      | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     400000 | PA      | $404564.84    | 0.27%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                           | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       9175 | NS      | $176798.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     208000 | PA      | $211900.00    | 0.14%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      62476 | PA      | $33799.52     | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                     | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $206374.00    | 0.14%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Long: IS2Z5K6   IRS R03.13PSOFR 09/13/29 MSNYUS33XXX FIXED / Short: IS2Z5K6   IRS PSOFRR03.13 09/13/29 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1910000 | OU      | $-15941.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                                | Novatek Microelectronics Corp                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       6000 | NS      | $84234.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                          | Nigeria Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     207000 | PA      | $214141.50    | 0.15%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                           | Ukraine Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      46661 | PA      | $25593.56     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                     | Petrobras Global Finance BV                                                                                                                  | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     141000 | PA      | $139334.84    | 0.09%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $244107.00    | 0.17%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-16

**Name of Applicant:** AB CAP FUND, INC.

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller