# EDGAR Filing Document

**Accession Number:** 0000783740
**File Stem:** 0001410368-26-032771
**Filing Date:** 2026-3
**Character Count:** 143992
**Document Hash:** 1bc9e0214e02c70b19580e654972a543
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032771.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-032771

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04492
- **FILM NUMBER:** 26802287

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

EML-Q1

![](imgbf92205d1.gif)

**Quarterly Report**

January 31, 2026

MFS<sup>®</sup> Emerging Markets Debt Local Currency Fund

![](img4165edca2.gif)

------

**Portfolio of Investments**

1/31/26 (unaudited)

The Portfolio of Investments is a complete list of all securities owned by your fund. It is categorized by broad-based asset classes.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – 88.8% | Bonds – 88.8% | Bonds – 88.8% |
| Brazil – 2.6% | Brazil – 2.6% | Brazil – 2.6% |
| Federative Republic of Brazil, 10%, 1/01/2029  | 22122000 | &nbsp;&nbsp;&nbsp; $3946711 |
| Federative Republic of Brazil, 10%, 1/01/2031  | 27781000 | &nbsp;&nbsp;&nbsp; 4717649 |
| Federative Republic of Brazil, 10%, 1/01/2035  | 30723000 | &nbsp;&nbsp;&nbsp; 4877202 |
|  |  | &nbsp;&nbsp;&nbsp; $13541562 |
| Chile – 6.5% | Chile – 6.5% | Chile – 6.5% |
| AES Andes S.A., 6.25%, 3/14/2032 (n) | $1064000 | &nbsp;&nbsp;&nbsp; $1103360 |
| Banco Santander Chile, 4.55%, 11/20/2030 (n) | 929000 | &nbsp;&nbsp;&nbsp; 929000 |
| Republic of Chile, 5%, 10/01/2028 (n) | 7665000000 | &nbsp;&nbsp;&nbsp; 8872360 |
| Republic of Chile, 5.8%, 10/01/2029 (n) | 17550000000 | &nbsp;&nbsp;&nbsp; 20768155 |
| Republic of Chile, 4.7%, 9/01/2030  | 1820000000 | &nbsp;&nbsp;&nbsp; 2066221 |
|  |  | &nbsp;&nbsp;&nbsp; $33739096 |
| China – 4.9% | China – 4.9% | China – 4.9% |
| China Development Bank, 2.26%, 7/19/2034  | 77310000 | &nbsp;&nbsp;&nbsp; $11372654 |
| People's Republic of China, 2.88%, 2/25/2033  | 77180000 | &nbsp;&nbsp;&nbsp; 12018204 |
| People's Republic of China, 1.92%, 7/15/2045  | 15520000 | &nbsp;&nbsp;&nbsp; 2096233 |
|  |  | &nbsp;&nbsp;&nbsp; $25487091 |
| Colombia – 6.1% | Colombia – 6.1% | Colombia – 6.1% |
| Empresas Publicas de Medellin E.S.P. (Republic of Colombia), 8.375%, 11/08/2027 (n) | 4009000000 | &nbsp;&nbsp;&nbsp; $988600 |
| Republic of Colombia, 11%, 8/22/2029  | 66735600000 | &nbsp;&nbsp;&nbsp; 17180434 |
| Republic of Colombia, 7%, 3/26/2031  | 13078400000 | &nbsp;&nbsp;&nbsp; 2791455 |
| Republic of Colombia, 6.25%, 7/09/2036  | 28982700000 | &nbsp;&nbsp;&nbsp; 5069661 |
| Republic of Colombia, "B", 7.75%, 9/18/2030  | 25370400000 | &nbsp;&nbsp;&nbsp; 5667206 |
|  |  | &nbsp;&nbsp;&nbsp; $31697356 |
| Czech Republic – 3.7% | Czech Republic – 3.7% | Czech Republic – 3.7% |
| Czech Republic, 1.75%, 6/23/2032  | 109830000 | &nbsp;&nbsp;&nbsp; $4682457 |
| Czech Republic, 4.5%, 11/11/2032  | 107000000 | &nbsp;&nbsp;&nbsp; 5341321 |
| Czech Republic, 2%, 10/13/2033  | 183610000 | &nbsp;&nbsp;&nbsp; 7654651 |
| Czech Republic, 3.5%, 5/30/2035  | 38040000 | &nbsp;&nbsp;&nbsp; 1737055 |
|  |  | &nbsp;&nbsp;&nbsp; $19415484 |
| Egypt – 1.2% | Egypt – 1.2% | Egypt – 1.2% |
| Arab Republic of Egypt, 0%, 2/17/2026  | 117150000 | &nbsp;&nbsp;&nbsp; $2470493 |
| Arab Republic of Egypt, 0%, 3/17/2026  | 65900000 | &nbsp;&nbsp;&nbsp; 1363608 |
| Arab Republic of Egypt, 0%, 4/14/2026  | 61825000 | &nbsp;&nbsp;&nbsp; 1257529 |
| Arab Republic of Egypt, 0%, 4/21/2026  | 50175000 | &nbsp;&nbsp;&nbsp; 1015944 |
|  |  | &nbsp;&nbsp;&nbsp; $6107574 |
| Guatemala – 0.2% | Guatemala – 0.2% | Guatemala – 0.2% |
| Central American Bottling Corp., 5.25%, 4/27/2029 (n) | $626000 | &nbsp;&nbsp;&nbsp; $622665 |
| Central American Bottling Corp., 5.25%, 4/27/2029  | 550000 | &nbsp;&nbsp;&nbsp; 547070 |
|  |  | &nbsp;&nbsp;&nbsp; $1169735 |
| Hungary – 2.0% | Hungary – 2.0% | Hungary – 2.0% |
| Republic of Hungary, 4.5%, 3/23/2028  | 1592290000 | &nbsp;&nbsp;&nbsp; $4791626 |
| Republic of Hungary, 6.75%, 7/23/2031  | 1743900000 | &nbsp;&nbsp;&nbsp; 5540707 |
|  |  | &nbsp;&nbsp;&nbsp; $10332333 |
| India – 3.0% | India – 3.0% | India – 3.0% |
| Republic of India, 7.18%, 7/24/2037  | 615040000 | &nbsp;&nbsp;&nbsp; $6791492 |
| Republic of India, 7.23%, 4/15/2039  | 807760000 | &nbsp;&nbsp;&nbsp; 8912911 |
|  |  | &nbsp;&nbsp;&nbsp; $15704403 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Indonesia – 7.1% | Indonesia – 7.1% | Indonesia – 7.1% |
| Republic of Indonesia, 5.875%, 3/15/2031  | 194514000000 | &nbsp;&nbsp;&nbsp; $11644186 |
| Republic of Indonesia, 6.375%, 4/15/2032  | 105726000000 | &nbsp;&nbsp;&nbsp; 6361827 |
| Republic of Indonesia, 6.75%, 7/15/2035  | 118387000000 | &nbsp;&nbsp;&nbsp; 7218892 |
| Republic of Indonesia, 7.125%, 6/15/2038  | 52414000000 | &nbsp;&nbsp;&nbsp; 3263189 |
| Republic of Indonesia, 8.375%, 4/15/2039  | 124811000000 | &nbsp;&nbsp;&nbsp; 8592142 |
|  |  | &nbsp;&nbsp;&nbsp; $37080236 |
| Jamaica – 0.4% | Jamaica – 0.4% | Jamaica – 0.4% |
| Government of Jamaica, 9.625%, 11/03/2030  | 320500000 | &nbsp;&nbsp;&nbsp; $2149385 |
| Kazakhstan – 0.5% | Kazakhstan – 0.5% | Kazakhstan – 0.5% |
| Baiterek National Managing Holding JSC (Republic of Kazakhstan), 5.45%, 5/08/2028 (n) | $1647000 | &nbsp;&nbsp;&nbsp; $1676812 |
| Development Bank of Kazakhstan JSC, 18.4%, 10/16/2028 (n) | 391500000 | &nbsp;&nbsp;&nbsp; 797126 |
|  |  | &nbsp;&nbsp;&nbsp; $2473938 |
| Malaysia – 4.6% | Malaysia – 4.6% | Malaysia – 4.6% |
| Federation of Malaysia, 3.582%, 7/15/2032  | 63133000 | &nbsp;&nbsp;&nbsp; $16136551 |
| Federation of Malaysia, 4.065%, 6/15/2050  | 30341000 | &nbsp;&nbsp;&nbsp; 7791496 |
|  |  | &nbsp;&nbsp;&nbsp; $23928047 |
| Mexico – 7.8% | Mexico – 7.8% | Mexico – 7.8% |
| America Movil S.A.B. de C.V., 10.125%, 1/22/2029  | 33690000 | &nbsp;&nbsp;&nbsp; $2005898 |
| Eagle Funding LuxCo S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | $895000 | &nbsp;&nbsp;&nbsp; 909159 |
| Petroleos Mexicanos, 7.47%, 11/12/2026  | 10559900 | &nbsp;&nbsp;&nbsp; 597971 |
| Red de Carreteras de Occidente SAPIB de C.V., 9%, 6/10/2028 (n) | 4271700 | &nbsp;&nbsp;&nbsp; 246015 |
| United Mexican States, 7.75%, 5/29/2031  | 185800000 | &nbsp;&nbsp;&nbsp; 10377306 |
| United Mexican States, 7.75%, 11/23/2034  | 344800000 | &nbsp;&nbsp;&nbsp; 18614583 |
| United Mexican States, 8%, 2/21/2036  | 32550000 | &nbsp;&nbsp;&nbsp; 1757581 |
| United Mexican States, 7.75%, 11/13/2042  | 118300000 | &nbsp;&nbsp;&nbsp; 5906741 |
|  |  | &nbsp;&nbsp;&nbsp; $40415254 |
| Nigeria – 1.2% | Nigeria – 1.2% | Nigeria – 1.2% |
| Federal Republic of Nigeria, 0%, 6/09/2026  | 2644569000 | &nbsp;&nbsp;&nbsp; $1772895 |
| Federal Republic of Nigeria, 0%, 6/16/2026  | 1367209000 | &nbsp;&nbsp;&nbsp; 910645 |
| Federal Republic of Nigeria, 0%, 8/11/2026  | 2852493000 | &nbsp;&nbsp;&nbsp; 1859377 |
| Federal Republic of Nigeria, 0%, 9/22/2026  | 2852493000 | &nbsp;&nbsp;&nbsp; 1815529 |
|  |  | &nbsp;&nbsp;&nbsp; $6358446 |
| Paraguay – 0.5% | Paraguay – 0.5% | Paraguay – 0.5% |
| Republic of Paraguay, 8.5%, 3/04/2035 (n) | 7712000000 | &nbsp;&nbsp;&nbsp; $1133748 |
| Republic of Paraguay, 8.5%, 3/04/2035  | 9673000000 | &nbsp;&nbsp;&nbsp; 1422036 |
|  |  | &nbsp;&nbsp;&nbsp; $2555784 |
| Peru – 3.1% | Peru – 3.1% | Peru – 3.1% |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.5%, 5/06/2030 (n) | $996000 | &nbsp;&nbsp;&nbsp; $1027319 |
| Kallpa Generacion S.A., 5.875%, 1/30/2032 (n) | 896000 | &nbsp;&nbsp;&nbsp; 933184 |
| Republic of Peru, 6.85%, 8/12/2035  | 41987000 | &nbsp;&nbsp;&nbsp; 13416732 |
| San Miguel Industrias PET S.A., 3.75%, 8/02/2028 (n) | $945000 | &nbsp;&nbsp;&nbsp; 910782 |
|  |  | &nbsp;&nbsp;&nbsp; $16288017 |
| Poland – 5.8% | Poland – 5.8% | Poland – 5.8% |
| Republic of Poland, 4.5%, 7/25/2030  | 34622000 | &nbsp;&nbsp;&nbsp; $9844120 |
| Republic of Poland, 1.25%, 10/25/2030  | 16730000 | &nbsp;&nbsp;&nbsp; 4110701 |
| Republic of Poland, 1.75%, 4/25/2032  | 41824000 | &nbsp;&nbsp;&nbsp; 9987375 |
| Republic of Poland, 5%, 10/25/2034  | 10428000 | &nbsp;&nbsp;&nbsp; 2940643 |
| Republic of Poland, Inflation Linked Bond, 2%, 8/25/2036  | 12885466 | &nbsp;&nbsp;&nbsp; 3353817 |
|  |  | &nbsp;&nbsp;&nbsp; $30236656 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Romania – 7.3% | Romania – 7.3% | Romania – 7.3% |
| Republic of Romania, 8.75%, 10/30/2028  | 37160000 | &nbsp;&nbsp;&nbsp; $9202443 |
| Republic of Romania, 6.3%, 4/25/2029  | 43640000 | &nbsp;&nbsp;&nbsp; 10186725 |
| Republic of Romania, 8%, 4/29/2030  | 36845000 | &nbsp;&nbsp;&nbsp; 9115515 |
| Republic of Romania, 7.5%, 7/27/2033  | 14375000 | &nbsp;&nbsp;&nbsp; 3512273 |
| Republic of Romania, 7.1%, 7/31/2034  | 25450000 | &nbsp;&nbsp;&nbsp; 6101979 |
|  |  | &nbsp;&nbsp;&nbsp; $38118935 |
| Saudi Arabia – 0.2% | Saudi Arabia – 0.2% | Saudi Arabia – 0.2% |
| STC Sukuk Co. II Ltd. (Kingdom of Saudi Arabia), 4.489%, 1/15/2031 (n) | $1081000 | &nbsp;&nbsp;&nbsp; $1078957 |
| South Africa – 9.2% | South Africa – 9.2% | South Africa – 9.2% |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 7.85%, 4/02/2026  | 36000000 | &nbsp;&nbsp;&nbsp; $2220594 |
| Republic of South Africa, 8.875%, 2/28/2035  | 168566000 | &nbsp;&nbsp;&nbsp; 10992440 |
| Republic of South Africa, 8.5%, 1/31/2037  | 106629000 | &nbsp;&nbsp;&nbsp; 6650755 |
| Republic of South Africa, 9%, 1/31/2040  | 169535000 | &nbsp;&nbsp;&nbsp; 10745299 |
| Republic of South Africa, 8.75%, 1/31/2044  | 264912000 | &nbsp;&nbsp;&nbsp; 16142026 |
| Transnet SOC Ltd. (Republic of South Africa), 13.5%, 4/18/2028  | 14800000 | &nbsp;&nbsp;&nbsp; 965638 |
|  |  | &nbsp;&nbsp;&nbsp; $47716752 |
| Supranational – 4.1% | Supranational – 4.1% | Supranational – 4.1% |
| Asian Infrastructure Investment Bank, 7%, 1/23/2032  | 94400000 | &nbsp;&nbsp;&nbsp; $1014938 |
| Asian Infrastructure Investment Bank, 6.65%, 6/30/2033  | 339800000 | &nbsp;&nbsp;&nbsp; 3541785 |
| European Bank for Reconstruction and Development, 6.875%, 7/30/2031  | 296200000 | &nbsp;&nbsp;&nbsp; 3173860 |
| European Bank for Reconstruction and Development, 6.75%, 1/13/2032  | 94000000 | &nbsp;&nbsp;&nbsp; 1006735 |
| European Investment Bank, 7.4%, 10/23/2033  | 298200000 | &nbsp;&nbsp;&nbsp; 3258957 |
| Inter-American Development Bank, 7.35%, 10/06/2030  | 438000000 | &nbsp;&nbsp;&nbsp; 4793250 |
| International Bank for Reconstruction & Development, 6.5%, 2/14/2033  | 224500000 | &nbsp;&nbsp;&nbsp; 2380463 |
| International Bank for Reconstruction & Development, 0%, 5/29/2035  | 59140000 | &nbsp;&nbsp;&nbsp; 1823320 |
|  |  | &nbsp;&nbsp;&nbsp; $20993308 |
| Thailand – 4.3% | Thailand – 4.3% | Thailand – 4.3% |
| Kingdom of Thailand, 3.775%, 6/25/2032  | 218925000 | &nbsp;&nbsp;&nbsp; $7846552 |
| Kingdom of Thailand, 3.3%, 6/17/2038  | 267281000 | &nbsp;&nbsp;&nbsp; 9468313 |
| Kingdom of Thailand, 3.45%, 6/17/2043  | 117847000 | &nbsp;&nbsp;&nbsp; 4089243 |
| Kingdom of Thailand, 2.98%, 6/17/2045  | 28209000 | &nbsp;&nbsp;&nbsp; 912451 |
|  |  | &nbsp;&nbsp;&nbsp; $22316559 |
| Turkey – 1.2% | Turkey – 1.2% | Turkey – 1.2% |
| Republic of Turkey, 36.78%, 10/13/2027  | 210042593 | &nbsp;&nbsp;&nbsp; $5103004 |
| Republic of Turkey, 26.2%, 10/05/2033  | 59683000 | &nbsp;&nbsp;&nbsp; 1287822 |
|  |  | &nbsp;&nbsp;&nbsp; $6390826 |
| Uruguay – 1.1% | Uruguay – 1.1% | Uruguay – 1.1% |
| Oriental Republic of Uruguay, 8.5%, 3/15/2028  | 99603000 | &nbsp;&nbsp;&nbsp; $2644264 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | 9347000 | &nbsp;&nbsp;&nbsp; 250811 |
| Oriental Republic of Uruguay, 8%, 10/29/2035  | 100121936 | &nbsp;&nbsp;&nbsp; 2693834 |
|  |  | &nbsp;&nbsp;&nbsp; $5588909 |
| Uzbekistan – 0.2% | Uzbekistan – 0.2% | Uzbekistan – 0.2% |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.7%, 10/17/2028 (n) | $785000 | &nbsp;&nbsp;&nbsp; $812635 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$461697278** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| **Par Amount/** <br>**Number of** <br>**Contracts**<br>| **Value ($)** |
| Purchased Options – 0.2% | Purchased Options – 0.2% | Purchased Options – 0.2% | Purchased Options – 0.2% | Purchased Options – 0.2% |  |
| Equity ETFs – 0.2% | Equity ETFs – 0.2% | Equity ETFs – 0.2% | Equity ETFs – 0.2% | Equity ETFs – 0.2% |  |
| iShares MSCI Emerging Markets ETF – 12/18/2026 @ $61 | Call | Goldman Sachs International | &nbsp;&nbsp; $10047000 | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; $663000 |
| iShares MSCI Emerging Markets ETF – 12/18/2026 @ $61 | Put | Goldman Sachs International | &nbsp;&nbsp; 10047000 | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 595000 |
|  |  |  |  |  | &nbsp;&nbsp; **$1258000** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** |  |
| Mutual Funds (h) – 5.6% | Mutual Funds (h) – 5.6% | Mutual Funds (h) – 5.6% |
| Money Market Funds – 5.6% | Money Market Funds – 5.6% |  |
| MFS Institutional Money Market Portfolio, 3.73% (v)  | 28916516 | &nbsp;&nbsp;&nbsp; $28922300 |
| Other Assets, Less Liabilities – 5.4% |  | &nbsp;&nbsp;&nbsp; 28049534 |
| **Net Assets – 100.0%** |  | &nbsp;&nbsp; **$519927112** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more
 of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated
 issuers and in unaffiliated issuers were $28,922,300 and $462,955,278, respectively.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $42,809,877, representing 8.2% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(v) Affiliated issuer that is available only to investment companies managed by MFS. The
 rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of the fund at period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| BUBOR | Budapest Interbank Offered Rate |
| BZDIOVRA | Brazil Interbank Deposit Rate |
| CFRR | China Fixing Repo Rate |
| ETF | Exchange-Traded Fund |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| PRIBOR | Prague Interbank Offered Rate |
| THOR | Thai Overnight Repurchase Rate |
| WIBOR | Warsaw Interbank Offered Rate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: |
| ARS | Argentine Peso  |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CNY | China Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| EGP | Egypt Pound |
| EUR | Euro |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JMD | Jamaican Dollar |
| KZT | Kazakhstani Tenge |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NGN | Nigerian Naira |
| NOK | Norwegian Krone |
| PEN | Peruvian Nuevo Sol  |
| PHP | Philippine Peso |
| PLN | Polish Zloty |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | |
|:---|:---|
| RON | Romanian New Leu |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** |
| **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  |
| **Currency** <br>**Purchased** | **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| BRL | &nbsp;&nbsp; 84192629 | USD | &nbsp;&nbsp; 15314571 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; $683269 |
| BRL | &nbsp;&nbsp; 38306851 | USD | &nbsp;&nbsp; 7095912 | Citibank N.A. | 2/03/2026 | &nbsp;&nbsp; 182954 |
| BRL | &nbsp;&nbsp; 41210240 | USD | &nbsp;&nbsp; 7579150 | Deutsche Bank AG | 2/03/2026 | &nbsp;&nbsp; 251401 |
| BRL | &nbsp;&nbsp; 6650000 | USD | &nbsp;&nbsp; 1227898 | Goldman Sachs International | 2/03/2026 | &nbsp;&nbsp; 35700 |
| CAD | &nbsp;&nbsp; 3438540 | USD | &nbsp;&nbsp; 2495386 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 37786 |
| CLP | &nbsp;&nbsp; 2308398578 | USD | &nbsp;&nbsp; 2442750 | Barclays Bank PLC | 2/19/2026 | &nbsp;&nbsp; 198508 |
| CLP | &nbsp;&nbsp; 1073723276 | USD | &nbsp;&nbsp; 1151876 | Citibank N.A. | 2/19/2026 | &nbsp;&nbsp; 76672 |
| CLP | &nbsp;&nbsp; 2259044307 | USD | &nbsp;&nbsp; 2452550 | Goldman Sachs International | 2/19/2026 | &nbsp;&nbsp; 132236 |
| CNH | &nbsp;&nbsp; 151786164 | USD | &nbsp;&nbsp; 21869945 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 29242 |
| CNH | &nbsp;&nbsp; 34470868 | USD | &nbsp;&nbsp; 4972387 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 952 |
| CNH | &nbsp;&nbsp; 54194978 | USD | &nbsp;&nbsp; 7812609 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 6457 |
| COP | &nbsp;&nbsp; 2052240276 | USD | &nbsp;&nbsp; 540063 | Barclays Bank PLC | 2/09/2026 | &nbsp;&nbsp; 14414 |
| COP | &nbsp;&nbsp; 1277136640 | USD | &nbsp;&nbsp; 343007 | Deutsche Bank AG | 2/09/2026 | &nbsp;&nbsp; 2051 |
| COP | &nbsp;&nbsp; 3604867792 | USD | &nbsp;&nbsp; 964224 | Morgan Stanley Capital Services LLC | 2/09/2026 | &nbsp;&nbsp; 9745 |
| CZK | &nbsp;&nbsp; 166298687 | USD | &nbsp;&nbsp; 7998175 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 107432 |
| CZK | &nbsp;&nbsp; 65922753 | USD | &nbsp;&nbsp; 3159285 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 53872 |
| EUR | &nbsp;&nbsp; 6134375 | USD | &nbsp;&nbsp; 7219855 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 76504 |
| HUF | &nbsp;&nbsp; 1168194891 | USD | &nbsp;&nbsp; 3500365 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 112544 |
| IDR | &nbsp;&nbsp; 85056404282 | USD | &nbsp;&nbsp; 5041276 | Barclays Bank PLC | 4/30/2026 | &nbsp;&nbsp; 18701 |
| IDR | &nbsp;&nbsp; 27889108060 | USD | &nbsp;&nbsp; 1656409 | Morgan Stanley Capital Services LLC | 4/30/2026 | &nbsp;&nbsp; 2705 |
| ILS | &nbsp;&nbsp; 15882334 | USD | &nbsp;&nbsp; 5054251 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 73433 |
| MXN | &nbsp;&nbsp; 253748630 | USD | &nbsp;&nbsp; 14114790 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 306764 |
| MYR | &nbsp;&nbsp; 144665784 | USD | &nbsp;&nbsp; 35611276 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; 1143468 |
| NOK | &nbsp;&nbsp; 49975922 | USD | &nbsp;&nbsp; 5051423 | Deutsche Bank AG | 4/17/2026 | &nbsp;&nbsp; 135913 |
| PLN | &nbsp;&nbsp; 27890644 | USD | &nbsp;&nbsp; 7731916 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 117347 |
| PLN | &nbsp;&nbsp; 1273240 | USD | &nbsp;&nbsp; 349926 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 8402 |
| RSD | &nbsp;&nbsp; 378655964 | USD | &nbsp;&nbsp; 3752413 | Deutsche Bank AG | 4/17/2026 | &nbsp;&nbsp; 65931 |
| TRY | &nbsp;&nbsp; 89787972 | USD | &nbsp;&nbsp; 1937194 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 16197 |
| TRY | &nbsp;&nbsp; 28122565 | USD | &nbsp;&nbsp; 609198 | BNP Paribas | 4/17/2026 | &nbsp;&nbsp; 2625 |
| TRY | &nbsp;&nbsp; 23760008 | USD | &nbsp;&nbsp; 514354 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 2560 |
| TRY | &nbsp;&nbsp; 88777610 | USD | &nbsp;&nbsp; 1915085 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 16325 |
| TRY | &nbsp;&nbsp; 178565581 | USD | &nbsp;&nbsp; 3850803 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 33998 |
| USD | &nbsp;&nbsp; 16097710 | BRL | &nbsp;&nbsp; 84192629 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; 99871 |
| USD | &nbsp;&nbsp; 7324305 | BRL | &nbsp;&nbsp; 38306851 | Citibank N.A. | 2/03/2026 | &nbsp;&nbsp; 45439 |
| USD | &nbsp;&nbsp; 7879437 | BRL | &nbsp;&nbsp; 41210240 | Deutsche Bank AG | 2/03/2026 | &nbsp;&nbsp; 48884 |
| USD | &nbsp;&nbsp; 23881698 | BRL | &nbsp;&nbsp; 124528339 | Goldman Sachs International | 2/03/2026 | &nbsp;&nbsp; 219479 |
| USD | &nbsp;&nbsp; 1360839 | BRL | &nbsp;&nbsp; 7272733 | JPMorgan Chase Bank N.A. | 5/05/2026 | &nbsp;&nbsp; 6998 |
| USD | &nbsp;&nbsp; 2680214 | CLP | &nbsp;&nbsp; 2321601498 | Deutsche Bank AG | 2/19/2026 | &nbsp;&nbsp; 23850 |
| USD | &nbsp;&nbsp; 1810933 | CLP | &nbsp;&nbsp; 1546091000 | Goldman Sachs International | 2/19/2026 | &nbsp;&nbsp; 41903 |
| USD | &nbsp;&nbsp; 769446 | COP | &nbsp;&nbsp; 2889801076 | Goldman Sachs International | 5/08/2026 | &nbsp;&nbsp; 3837 |
| USD | &nbsp;&nbsp; 459880 | COP | &nbsp;&nbsp; 1681943408 | Morgan Stanley Capital Services LLC | 2/09/2026 | &nbsp;&nbsp; 5450 |
| USD | &nbsp;&nbsp; 7546547 | CZK | &nbsp;&nbsp; 152733575 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 102121 |
| USD | &nbsp;&nbsp; 5128802 | ILS | &nbsp;&nbsp; 15882334 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 1116 |
| USD | &nbsp;&nbsp; 1611705 | MXN | &nbsp;&nbsp; 28146896 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 12004 |
| USD | &nbsp;&nbsp; 12839335 | THB | &nbsp;&nbsp; 400887657 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 94934 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| USD | &nbsp;&nbsp; 2253453 | UYU | &nbsp;&nbsp; 85961346 | Citibank N.A. | 4/27/2026 | &nbsp;&nbsp; $39667 |
| USD | &nbsp;&nbsp; 1584535 | ZAR | &nbsp;&nbsp; 25549539 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 11314 |
|  |  |  |  |  |  | &nbsp;&nbsp; $4712975 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ARS | &nbsp;&nbsp; 1792135892 | USD | &nbsp;&nbsp; 1164481 | Goldman Sachs International | 4/27/2026 | &nbsp;&nbsp; $(81215)<br>|
| BRL | &nbsp;&nbsp; 28679116 | USD | &nbsp;&nbsp; 5483474 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; (34019)<br>|
| BRL | &nbsp;&nbsp; 6755930 | USD | &nbsp;&nbsp; 1291740 | Citibank N.A. | 2/03/2026 | &nbsp;&nbsp; (8014)<br>|
| BRL | &nbsp;&nbsp; 124559339 | USD | &nbsp;&nbsp; 23815861 | Goldman Sachs International | 2/03/2026 | &nbsp;&nbsp; (147753)<br>|
| BRL | &nbsp;&nbsp; 117878339 | USD | &nbsp;&nbsp; 22142599 | Goldman Sachs International | 5/05/2026 | &nbsp;&nbsp; (199181)<br>|
| BRL | &nbsp;&nbsp; 10365335 | USD | &nbsp;&nbsp; 1981862 | JPMorgan Chase Bank N.A. | 2/03/2026 | &nbsp;&nbsp; (12295)<br>|
| CNH | &nbsp;&nbsp; 6744435 | USD | &nbsp;&nbsp; 974255 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (1191)<br>|
| COP | &nbsp;&nbsp; 4168368737 | USD | &nbsp;&nbsp; 1146571 | Deutsche Bank AG | 2/09/2026 | &nbsp;&nbsp; (20354)<br>|
| EUR | &nbsp;&nbsp; 2138123 | USD | &nbsp;&nbsp; 2571151 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (28021)<br>|
| EUR | &nbsp;&nbsp; 2153679 | USD | &nbsp;&nbsp; 2567049 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (5417)<br>|
| EUR | &nbsp;&nbsp; 8585382 | USD | &nbsp;&nbsp; 10321557 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (109917)<br>|
| IDR | &nbsp;&nbsp; 182236168708 | USD | &nbsp;&nbsp; 10854498 | Merrill Lynch International | 4/30/2026 | &nbsp;&nbsp; (13330)<br>|
| INR | &nbsp;&nbsp; 262005696 | USD | &nbsp;&nbsp; 2832065 | Goldman Sachs International | 4/30/2026 | &nbsp;&nbsp; (2095)<br>|
| INR | &nbsp;&nbsp; 1171394143 | USD | &nbsp;&nbsp; 12669199 | JPMorgan Chase Bank N.A. | 4/30/2026 | &nbsp;&nbsp; (16763)<br>|
| PEN | &nbsp;&nbsp; 6554890 | USD | &nbsp;&nbsp; 1949700 | Barclays Bank PLC | 4/23/2026 | &nbsp;&nbsp; (7530)<br>|
| PLN | &nbsp;&nbsp; 2105604 | USD | &nbsp;&nbsp; 595376 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (2796)<br>|
| THB | &nbsp;&nbsp; 80464418 | USD | &nbsp;&nbsp; 2567467 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (9467)<br>|
| THB | &nbsp;&nbsp; 681586999 | USD | &nbsp;&nbsp; 21755785 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (87824)<br>|
| USD | &nbsp;&nbsp; 5195492 | BRL | &nbsp;&nbsp; 28679116 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; (253962)<br>|
| USD | &nbsp;&nbsp; 1217596 | BRL | &nbsp;&nbsp; 6755930 | Citibank N.A. | 2/03/2026 | &nbsp;&nbsp; (66130)<br>|
| USD | &nbsp;&nbsp; 1219648 | BRL | &nbsp;&nbsp; 6681000 | Goldman Sachs International | 2/03/2026 | &nbsp;&nbsp; (49840)<br>|
| USD | &nbsp;&nbsp; 1857760 | BRL | &nbsp;&nbsp; 10365335 | JPMorgan Chase Bank N.A. | 2/03/2026 | &nbsp;&nbsp; (111806)<br>|
| USD | &nbsp;&nbsp; 2487625 | CAD | &nbsp;&nbsp; 3438540 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (45547)<br>|
| USD | &nbsp;&nbsp; 8177691 | CLP | &nbsp;&nbsp; 7887042182 | Barclays Bank PLC | 2/19/2026 | &nbsp;&nbsp; (846621)<br>|
| USD | &nbsp;&nbsp; 10084345 | CLP | &nbsp;&nbsp; 9706181644 | JPMorgan Chase Bank N.A. | 2/19/2026 | &nbsp;&nbsp; (1021417)<br>|
| USD | &nbsp;&nbsp; 2472943 | CLP | &nbsp;&nbsp; 2219961000 | Merrill Lynch International | 10/13/2026 | &nbsp;&nbsp; (64872)<br>|
| USD | &nbsp;&nbsp; 7745557 | COP | &nbsp;&nbsp; 29346065041 | Barclays Bank PLC | 2/09/2026 | &nbsp;&nbsp; (183210)<br>|
| USD | &nbsp;&nbsp; 5898643 | COP | &nbsp;&nbsp; 23225305999 | Citibank N.A. | 2/09/2026 | &nbsp;&nbsp; (376407)<br>|
| USD | &nbsp;&nbsp; 2545912 | EUR | &nbsp;&nbsp; 2175186 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (41301)<br>|
| USD | &nbsp;&nbsp; 4947779 | EUR | &nbsp;&nbsp; 4202646 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (50939)<br>|
| USD | &nbsp;&nbsp; 2696041 | EUR | &nbsp;&nbsp; 2302483 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (42582)<br>|
| USD | &nbsp;&nbsp; 22051999 | EUR | &nbsp;&nbsp; 18848378 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (366671)<br>|
| USD | &nbsp;&nbsp; 700557 | KZT | &nbsp;&nbsp; 388192628 | Goldman Sachs International | 10/13/2026 | &nbsp;&nbsp; (6924)<br>|
| USD | &nbsp;&nbsp; 2567883 | MXN | &nbsp;&nbsp; 45576409 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (22407)<br>|
| USD | &nbsp;&nbsp; 2488283 | NOK | &nbsp;&nbsp; 25065680 | Deutsche Bank AG | 4/17/2026 | &nbsp;&nbsp; (113453)<br>|
| USD | &nbsp;&nbsp; 2466668 | NOK | &nbsp;&nbsp; 24910242 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (118933)<br>|
| USD | &nbsp;&nbsp; 10061915 | PHP | &nbsp;&nbsp; 596142078 | Barclays Bank PLC | 3/13/2026 | &nbsp;&nbsp; (51889)<br>|
| USD | &nbsp;&nbsp; 5032132 | PHP | &nbsp;&nbsp; 297902235 | Citibank N.A. | 3/13/2026 | &nbsp;&nbsp; (21906)<br>|
| USD | &nbsp;&nbsp; 11997798 | RON | &nbsp;&nbsp; 52696730 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (221269)<br>|
| USD | &nbsp;&nbsp; 616461 | RON | &nbsp;&nbsp; 2662742 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (963)<br>|
| USD | &nbsp;&nbsp; 9995493 | SGD | &nbsp;&nbsp; 12766004 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (90373)<br>|
| USD | &nbsp;&nbsp; 2928915 | TRY | &nbsp;&nbsp; 134751930 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (2694)<br>|
| USD | &nbsp;&nbsp; 12033559 | ZAR | &nbsp;&nbsp; 198428571 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (184749)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(5144047)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  |
| **Description** | **Long/** <br>**Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value/Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Short | USD | &nbsp;&nbsp; 108 | $11764406 | March – 2026 | &nbsp;&nbsp; $10494 |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | USD | &nbsp;&nbsp; 80 | 9132500 | March – 2026 | &nbsp;&nbsp; 13955 |
|  |  |  |  |  |  | &nbsp;&nbsp; $24449 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | EUR | &nbsp;&nbsp; 41 | $6228979 | March – 2026 | &nbsp;&nbsp; $(28594)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  |
| **Maturity** <br>**Date** | **Maturity** <br>**Date** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows** <br>**to Receive/** <br>**Frequency**<br>| &nbsp;&nbsp; **Cash Flows** <br>**to Pay/** <br>**Frequency**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Net Unamortized** <br>**Upfront Payments** <br>**(Receipts)**<br>| **Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 1/02/29 | BRL | 14000000  | centrally cleared | &nbsp;&nbsp; 14.4668% / At <br> Maturity <br>| &nbsp;&nbsp; Daily BZDIOVRA / At <br> Maturity <br>| &nbsp;&nbsp; $82716 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $82716 |
| 1/02/31 | BRL | 20172000  | centrally cleared | &nbsp;&nbsp; 13.75% / At <br> Maturity <br>| &nbsp;&nbsp; Daily BZDIOVRA / At <br> Maturity <br>| &nbsp;&nbsp; 67907 | &nbsp;&nbsp; 3678 | &nbsp;&nbsp; 71585 |
| 1/02/31 | BRL | 147678000  | centrally cleared | &nbsp;&nbsp; 12.96% / At <br> Maturity <br>| &nbsp;&nbsp; Daily BZDIOVRA / At <br> Maturity <br>| &nbsp;&nbsp; 85308 | &nbsp;&nbsp; (5587)<br>| &nbsp;&nbsp; 79721 |
| 9/15/29 | CZK | 257754000  | centrally cleared | 4.071% / Annually  | &nbsp;&nbsp; PRIBOR / <br> Semi-annually <br>| &nbsp;&nbsp; 97957 | &nbsp;&nbsp; — | &nbsp;&nbsp; 97957 |
|  |  |  |  |  |  | &nbsp;&nbsp; $333888 | &nbsp;&nbsp; $(1909)<br>| &nbsp;&nbsp; $331979 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 1/02/29 | BRL | 10545000  | centrally cleared | &nbsp;&nbsp; 11.156308% / At <br> Maturity <br>| &nbsp;&nbsp; Daily BZDIOVRA / At <br> Maturity <br>| &nbsp;&nbsp; $(103750)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(103750)<br>|
| 6/18/31 | CNY | 103627000  | centrally cleared | 1.55% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; (72423)<br>| &nbsp;&nbsp; 5616 | &nbsp;&nbsp; (66807)<br>|
| 12/20/33 | HUF | 1000000000  | centrally cleared | 6.1747% / Annually  | &nbsp;&nbsp; BUBOR / <br> Semi-annually <br>| &nbsp;&nbsp; (32650)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (32650)<br>|
| 12/20/33 | HUF | 2205927000  | centrally cleared | 6.05% / Annually  | &nbsp;&nbsp; BUBOR / <br> Semi-annually <br>| &nbsp;&nbsp; (102759)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (102759)<br>|
| 9/15/29 | PLN | 44977000  | centrally cleared | &nbsp;&nbsp; WIBOR / <br> Semi-annually <br>| 3.9795% / Annually  | &nbsp;&nbsp; (46648)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (46648)<br>|
| 6/18/31 | THB | 324751000  | centrally cleared | 1.425% / Quarterly  | THOR / Quarterly  | &nbsp;&nbsp; (51305)<br>| &nbsp;&nbsp; (4956)<br>| &nbsp;&nbsp; (56261)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(409535)<br>| &nbsp;&nbsp; $660 | &nbsp;&nbsp; $(408875)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Uncleared Swap Agreements**  | **Uncleared Swap Agreements**  | **Uncleared Swap Agreements**  | **Uncleared Swap Agreements**  | **Uncleared Swap Agreements**  | **Uncleared Swap Agreements**  | **Uncleared Swap Agreements**  | **Uncleared Swap Agreements**  | **Uncleared Swap Agreements**  |
| **Maturity** <br>**Date** | **Maturity** <br>**Date** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows** <br>**to Receive/** <br>**Frequency**<br>| &nbsp;&nbsp; **Cash Flows** <br>**to Pay/** <br>**Frequency**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Net Unamortized** <br>**Upfront Payments** <br>**(Receipts)**<br>| **Value** |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 3/18/31 | MYR | 42054000  | &nbsp;&nbsp; Merrill Lynch <br> International<br>| 3.2735% / Quarterly  | &nbsp;&nbsp; 3-Month KLIBOR / <br> Quarterly <br>| &nbsp;&nbsp; $(118922)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(118922)<br>|

---

At January 31, 2026, the fund had cash collateral of $5,275,850 to cover any collateral or margin obligations for certain derivative contracts.

See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.

------

**Supplemental Information**

1/31/26 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial

Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

**(1) Investment Valuations**

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. In accordance with Rule 2a-5 under the Investment Company Act of 1940, the Board of Trustees designated the adviser as the "valuation designee" of the fund. If the adviser, as valuation designee, determines that reliable market quotations are not readily available for an investment, the investment is valued at fair value as determined in good faith by the adviser in accordance with the adviser's fair valuation policy and procedures.

Under the fund's valuation policy and procedures, debt instruments and floating rate loans, including restricted debt instruments, are

generally valued at an evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at

issuance of 60 days or less may be valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price on their primary exchange as provided by a third-party pricing service. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation on their primary exchange as provided by a third-party pricing service. For put options, the position may be valued at the last daily ask quotation if there are no trades reported during the day. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally

valued at valuations provided by a third-party pricing service. Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular

position are generally valued at the closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates

provided by a third-party pricing service for proximate time periods. Swap agreements are generally valued using valuations provided by a

third-party pricing service, which for cleared swaps includes an evaluation of any trading activity at the clearinghouses. Open-end investment

companies are generally valued at net asset value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

Under the fund's valuation policy and procedures, market quotations are not considered to be readily available for debt instruments, floating rate loans, and many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services or otherwise determined by the adviser in accordance with the adviser's fair valuation policy and procedures. Securities and other assets generally valued on the basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation. In determining values, third-party pricing services can utilize both transaction data and market information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, spreads and other market data. Pricing services generally value debt instruments assuming orderly transactions of institutional round lot sizes, but a fund may hold or transact in such securities in smaller, odd lot sizes. In instances where a fund holds an odd lot size position in a debt instrument, such position will typically be valued using the pricing agent's institutional round lot price for the debt instrument. Odd lots may trade at lower prices than institutional round lots, and the fund may receive different prices when it sells odd lot positions than it would receive for sales of institutional round lot positions. An investment may also be valued at fair value if the adviser determines that the investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund's net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an investment. The value of an investment for purposes of calculating the fund's net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment used to determine the fund's net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned to an investment if it were to sell the investment at the same time at which the fund determines its net

asset value per share.

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk).

------

*Supplemental Information (unaudited) – continued*

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of January 31, 2026 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $453410705 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $453410705 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8286573 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8286573 |
| Purchased Options | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1258000 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1258000 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 28922300 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28922300 |
| Total | &nbsp;&nbsp;&nbsp; $28922300 | &nbsp;&nbsp;&nbsp; $462955278 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $491877578 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $24449 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $24449 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (28594)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (28594)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4712975 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4712975 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (5144047)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (5144047)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 331979 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 331979 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (527797)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (527797)<br>|

---

For further information regarding security characteristics, see the Portfolio of Investments.

**(2) Investments in Affiliated Issuers**

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. The following were affiliated issuers for the period ended January 31, 2026:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $26170367 | &nbsp;&nbsp; $57662109 | &nbsp;&nbsp; $54910381 | &nbsp;&nbsp; $(257)<br>| &nbsp;&nbsp; $462 | &nbsp;&nbsp; $28922300<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $359901 | &nbsp;&nbsp; $— |

---

**(3) Issuer Country Weightings**

Issuer country weighting percentages of portfolio holdings based on net assets, as of January 31, 2026, are as follows:

---

| | |
|:---|:---|
| South Africa | 9.3% |
| Mexico | 7.9% |
| China | 7.8% |
| Romania | 7.6% |
| Indonesia | 7.2% |
| Brazil | 6.9% |
| Chile | 6.6% |
| Malaysia | 6.6% |
| Colombia | 6.4% |
| Other Countries | 33.7% |

---

The issuer country weighting percentages include both accrued interest amounts and the equivalent exposure from any derivative holdings, if applicable.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $513324117.88

**Total Liabilities:** $9235702.43

**Net Assets:** $504088415.45

**Cash Not Reported:** $5314204.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -76.44000000 | **1-Year:** -2266.57000000 | **5-Year:** -10365.78000000 | **10-Year:** -5527.68000000 | **30-Year:** 0.00000000

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

- **3-Month:** -252.18000000 | **1-Year:** -794.23000000 | **5-Year:** -3309.43000000 | **10-Year:** -5788.22000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104416 | 1.62%                | 1.33%                | 1.99%                |
| Class ID C000104417 | 1.55%                | 1.27%                | 1.93%                |
| Class ID C000104418 | 1.38%                | 1.27%                | 2.10%                |
| Class ID C000104419 | 1.47%                | 1.53%                | 2.02%                |
| Class ID C000104420 | 1.37%                | 1.27%                | 2.09%                |
| Class ID C000104421 | 1.59%                | 1.31%                | 1.97%                |
| Class ID C000104422 | 1.61%                | 1.33%                | 1.99%                |
| Class ID C000104423 | 1.46%                | 1.52%                | 2.00%                |
| Class ID C000123138 | 1.47%                | 1.53%                | 2.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3554356.45              | $784413.50                                 |
| Month 2  | $2550451.58              | $2478619.98                                |
| Month 3  | $1562847.26              | $5551759.84                                |

**Designated Index Information**

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

- **Index Identifier:** JGENVUUG

### Schedule of Portfolio Investments

| Name                                     | Title                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES ANDES SA                             | AES Andes SA                                                                                                               | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      1064000 | PA      | $1103359.49   | 0.22%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BAITEREK NATIONAL MANAGI                 | Baiterek National Managing Holding JSC                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      1647000 | PA      | $1676811.57   | 0.33%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER CHILE                    | Banco Santander Chile                                                                                                      | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |       929000 | PA      | $929000.00    | 0.18%             | 2030-11-20      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| CNTL AMR BOTTLING CORP                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       626000 | PA      | $622664.92    | 0.12%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                 | Corp Financiera de Desarrollo SA                                                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       996000 | PA      | $1027319.22   | 0.20%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-761152.20   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-85469.48    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-205782.44   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1021416.86  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-170625.11   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-140710.17   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |            1 | NC      | $198507.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-17147.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-34990.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |            1 | NC      | $76672.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $317120.70    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |            1 | NC      | $47826.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $33274.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |            1 | NC      | $192126.53    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $132235.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $322481.62    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $43963.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $66323.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-49840.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-111806.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-66129.91    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-253962.34   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |            1 | NC      | $14414.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                 | Eagle Funding Luxco Sarl                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |       895000 | PA      | $909158.90    | 0.18%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $43665.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $19850.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CO        |            1 | NC      | $9744.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-42582.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD NOK                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-118933.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-64872.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |            1 | NC      | $16324.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $16197.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International              | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | TR        |            1 | NC      | $33998.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $1136668.58   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |            1 | NC      | $1981.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-90372.77    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD KZT                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-6924.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $117346.72    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $-87823.58    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD THB                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $23087.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD RON                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-221269.09   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED RSD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RS        |            1 | NC      | $65930.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED CZK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $107431.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $29242.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED HUF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |            1 | NC      | $112544.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-184748.65   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $-9466.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED ILS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |            1 | NC      | $40961.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-41301.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |            1 | NC      | $951.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $306764.21    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $35700.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |            1 | NC      | $-20354.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-45546.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD NOK                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-113452.60   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-366670.88   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PEN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |            1 | NC      | $-7529.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $2559.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |            1 | NC      | $11448.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED CZK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |            1 | NC      | $53872.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $6799.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-25351.77    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |            1 | NC      | $2051.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |            1 | NC      | $8402.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                           | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |            1 | NC      | $2624.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED CAD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |            1 | NC      | $37785.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-22406.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $27951.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $48552.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED ILS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |            1 | NC      | $32472.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-16897.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD THB                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $51750.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-50939.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |            1 | NC      | $4475.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $19542.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED ARS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |            1 | NC      | $-81215.19    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED NOK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |            1 | NC      | $135913.22    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-21905.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $18701.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UYU                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $25503.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |            1 | NC      | $-16763.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |            1 | NC      | $1747.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UYU                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $14162.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD RON                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-962.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International              | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ID        |            1 | NC      | $-13329.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-5417.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CZK                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $102120.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $-109916.85   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-28021.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-199181.27   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $211591.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $5450.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD ILS                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $1116.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD THB                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $20095.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $41903.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                 | Empresas Publicas de Medellin ESP                                                                                          | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   4009000000 | PA      | $988600.16    | 0.20%             | 2027-11-08      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GOVERNMENT OF JAMAICA                    | Jamaica Government International Bond                                                                                      | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    320500000 | PA      | $2149384.92   | 0.43%             | 2030-11-03      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    391500000 | PA      | $797126.09    | 0.16%             | 2028-10-16      | Fixed         | 18.40%                | Yes           | 2                  | On Loan: No      |
| KALLPA GENERACION SA                     | Kallpa Generacion SA                                                                                                       | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |       896000 | PA      | $933184.00    | 0.19%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSNET/SOUTH AFRICA                    | Transnet/South Africa                                                                                                      | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     14800000 | PA      | $965638.06    | 0.19%             | 2028-04-18      | Fixed         | 13.50%                | No            | 2                  | On Loan: No      |
| MFS Institutional Money Market Portfolio | MFS Institutional Money Market Portfolio                                                                                   | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |     28799448 | NS      | $28805208.03  | 5.71%             |  |  |  | No            | 1                  | On Loan: No      |
| NAVOI MINING METALLURGIC                 | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       785000 | PA      | $812634.85    | 0.16%             | 2028-10-17      | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   7712000000 | PA      | $1133747.91   | 0.22%             | 2035-03-04      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100121936 | PA      | $2693833.66   | 0.53%             | 2035-10-29      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| STC SUKUK CO II LTD                      | STC Sukuk Co II Ltd                                                                                                        | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |      1081000 | PA      | $1078956.91   | 0.21%             | 2031-01-15      | Fixed         | 4.49%                 | Yes           | 2                  | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                    | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                 | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       945000 | PA      | $910781.55    | 0.18%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                      | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      9347000 | PA      | $250811.37    | 0.05%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    185800000 | PA      | $10377306.36  | 2.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ESKOM HOLDINGS                           | Eskom Holdings                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     36000000 | PA      | $2220594.33   | 0.44%             | 2026-04-02      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International              | Long: SM11489   EQT BRL R E CDI/FIXED11.12/MAT02012029 / Short: SM11489   EQT BRL P E FLOAT/BCDIDR/CCP                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DIR              |  | BR        |     10545000 | OU      | $-103749.86   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                 | Long: SM11527   IRS HUF R F  6.05000 SM11527_FIX CCPVANILLA / Short: SM11527   IRS HUF P V 03MBUBOR SM11527_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2205927000 | OU      | $-102759.38   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                 | Long: SM11568   IRS HUF R F  6.17470 SM11568_FIX CCPVANILLA / Short: SM11568   IRS HUF P V 06MBUBOR SM11568_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000000 | OU      | $-32649.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International              | Long: SM11777   EQT BRL R E CDI/FIXED14.46680/MAT20290102 / Short: SM11777   EQT BRL P E FLOAT/BCDIDR/CCP                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DIR              |  | BR        |     14000000 | OU      | $82716.45     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International              | Long: SM11793   IRS MYR R F  3.27350 SM11793_FIX VANILLA / Short: SM11793   IRS MYR P V 03MKLIBO SM11793_FLO VANILLA       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DIR              |  | US        |     42054000 | OU      | $-118922.68   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11801   EQT BRL R E CDI/FIXED13.75/MAT02012031 / Short: SM11801   EQT BRL P E FLOAT/BZDIOVRA/CCP                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     20172000 | OU      | $71584.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11915   EQT BRL R E CDI/FIXED12.96/MAT02012031 / Short: SM11915   EQT BRL P E FLOAT/BZDIOVRA/CCP                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    147678000 | OU      | $79721.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                 | Long: SM11945   IRS CZK R F  4.07100 SM11945_FIX CCPVANILLA / Short: SM11945   IRS CZK P V 06MPRIBR SM11945_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    257754000 | OU      | $97956.72     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                 | Long: BM11946   IRS PLN R V 06MWIBOR SM11946_FLO CCPVANILLA / Short: BM11946   IRS PLN P F  3.97950 SM11946_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     44977000 | OU      | $-46648.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                 | Long: SM11969   IRS CNY R F  1.55000 SM11969_FIX CCPVANILLA / Short: SM11969   IRS CNY P V 03MCNRR SM11969_FLO CCPVANILLA  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    103627000 | OU      | $-66806.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                 | Long: SM11968   IRS THB R F  1.42500 SM11968_FIX CCPNDFOIS / Short: SM11968   IRS THB P V 03MTHOR SM11968_FLO CCPNDFOIS    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    324751000 | OU      | $-56260.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    118300000 | PA      | $5906741.47   | 1.17%             | 2042-11-13      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| RED CARRETERAS OCCIDE                    | Red de Carreteras de Occidente SAB de CV                                                                                   | CUSIP: 000000000<br>LEI: 549300L1K86IY3XOY318 | Long             | DBT              | CORP              | MX        |      4271700 | PA      | $246014.70    | 0.05%             | 2028-06-10      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    106629000 | PA      | $6650754.65   | 1.32%             | 2037-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    344800000 | PA      | $18614583.20  | 3.69%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  25370400000 | PA      | $5667206.54   | 1.12%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | International Bank for Reconstruction & Development                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     59140000 | PA      | $1823320.02   | 0.36%             | 2035-05-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    169535000 | PA      | $10745298.69  | 2.13%             | 2040-01-31      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     22122000 | PA      | $3946711.50   | 0.78%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    183610000 | PA      | $7654650.97   | 1.52%             | 2033-10-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1820000000 | PA      | $2066221.05   | 0.41%             | 2030-09-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    267281000 | PA      | $9468313.26   | 1.88%             | 2038-06-17      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 124811000000 | PA      | $8592142.42   | 1.70%             | 2039-04-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     27781000 | PA      | $4717649.04   | 0.94%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     16730000 | PA      | $4110700.94   | 0.82%             | 2030-10-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     30341000 | PA      | $7791495.99   | 1.55%             | 2050-06-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  28982700000 | PA      | $5069660.56   | 1.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    109830000 | PA      | $4682457.09   | 0.93%             | 2032-06-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  13078400000 | PA      | $2791455.25   | 0.55%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     41824000 | PA      | $9987374.50   | 1.98%             | 2032-04-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   7665000000 | PA      | $8872360.26   | 1.76%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 105726000000 | PA      | $6361826.63   | 1.26%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     63133000 | PA      | $16136551.36  | 3.20%             | 2032-07-15      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1592290000 | PA      | $4791626.20   | 0.95%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     38040000 | PA      | $1737055.28   | 0.34%             | 2035-05-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    117847000 | PA      | $4089242.66   | 0.81%             | 2043-06-17      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  52414000000 | PA      | $3263189.16   | 0.65%             | 2038-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     37160000 | PA      | $9202443.09   | 1.83%             | 2028-10-30      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     36845000 | PA      | $9115514.47   | 1.81%             | 2030-04-29      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | China Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     77180000 | PA      | $12018204.69  | 2.38%             | 2033-02-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                 | Asian Infrastructure Investment Bank/The                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    339800000 | PA      | $3541785.41   | 0.70%             | 2033-06-30      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    615040000 | PA      | $6791492.49   | 1.35%             | 2037-07-24      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    107000000 | PA      | $5341320.36   | 1.06%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                  | Inter-American Development Bank                                                                                            | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    438000000 | PA      | $4793249.88   | 0.95%             | 2030-10-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                 | European Investment Bank                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    298200000 | PA      | $3258957.04   | 0.65%             | 2033-10-23      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    167376000 | PA      | $3611590.62   | 0.72%             | 2033-10-05      | Fixed         | 26.20%                | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25450000 | PA      | $6101979.09   | 1.21%             | 2034-07-31      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     30723000 | PA      | $4877201.74   | 0.97%             | 2035-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     43640000 | PA      | $10186725.40  | 2.02%             | 2029-04-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     10428000 | PA      | $2940643.02   | 0.58%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    807760000 | PA      | $8912910.99   | 1.77%             | 2039-04-15      | Fixed         | 7.23%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     12885466 | PA      | $3353817.06   | 0.67%             | 2036-08-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    296200000 | PA      | $3173860.08   | 0.63%             | 2031-07-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CHINA DEVELOPMENT BANK                   | China Development Bank                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     77310000 | PA      | $11372653.70  | 2.26%             | 2034-07-19      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  17550000000 | PA      | $20768155.41  | 4.12%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 118387000000 | PA      | $7218891.54   | 1.43%             | 2035-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     28209000 | PA      | $912451.10    | 0.18%             | 2045-06-17      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     94000000 | PA      | $1006734.74   | 0.20%             | 2032-01-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    117150000 | PA      | $2470493.30   | 0.49%             | 2026-02-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     65900000 | PA      | $1363608.18   | 0.27%             | 2026-03-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     61825000 | PA      | $1257528.55   | 0.25%             | 2026-04-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1743900000 | PA      | $5540706.48   | 1.10%             | 2031-07-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14375000 | PA      | $3512272.84   | 0.70%             | 2033-07-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     50175000 | PA      | $1015943.50   | 0.20%             | 2026-04-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                 | Asian Infrastructure Investment Bank/The                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     94400000 | PA      | $1014937.90   | 0.20%             | 2032-01-23      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     34622000 | PA      | $9844120.23   | 1.95%             | 2030-07-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  66735600000 | PA      | $17180433.96  | 3.41%             | 2029-08-22      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     41987000 | PA      | $13416732.03  | 2.66%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     32550000 | PA      | $1757580.80   | 0.35%             | 2036-02-21      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | China Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15520000 | PA      | $2096233.03   | 0.42%             | 2045-07-15      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 194514000000 | PA      | $11644186.31  | 2.31%             | 2031-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | International Bank for Reconstruction & Development                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    224500000 | PA      | $2380462.67   | 0.47%             | 2033-02-14      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   2644569000 | PA      | $1772895.20   | 0.35%             | 2026-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   1367209000 | PA      | $910644.63    | 0.18%             | 2026-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   2852493000 | PA      | $1815529.45   | 0.36%             | 2026-09-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   2852493000 | PA      | $1859377.25   | 0.37%             | 2026-08-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE MAR26                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -41 | NC      | $-28596.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -108 | NC      | $10493.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -71 | NC      | $14551.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exchange traded                          | ISHARES MSCI EMERGING MARKETS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1700 | NC      | $663000.00    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Exchange traded                          | ISHARES MSCI EMERGING MARKETS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1700 | NC      | $595000.00    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    218925000 | PA      | $7846551.77   | 1.56%             | 2032-06-25      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    264912000 | PA      | $16142025.92  | 3.20%             | 2044-01-31      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10559900 | PA      | $597970.80    | 0.12%             | 2026-11-12      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                  | America Movil SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     33690000 | PA      | $2005898.07   | 0.40%             | 2029-01-22      | Fixed         | 10.13%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    168566000 | PA      | $10992440.37  | 2.18%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| CHILEAN PESO                             | CHILEAN PESO                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CL        |            1 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| YUAN RENMINBI                            | YUAN RENMINBI                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CN        |       148992 | NS      | $21442.33     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| CZECH KORUNA                             | CZECH KORUNA                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | CZ        |         -337 | NS      | $-16.40       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| EGYPTIAN POUND                           | EGYPTIAN POUND                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | EG        |     73775000 | NS      | $1572022.16   | 0.31%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO CURRENCY                            | EURO CURRENCY                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | N/A       |           80 | NS      | $94.48        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| CNTL AMR BOTTLING CORP                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       550000 | PA      | $547069.82    | 0.11%             | 2029-04-27      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| POUND STERLING                           | POUND STERLING                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | GB        |          -10 | NS      | $-13.68       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| HUNGARIAN FORINT                         | HUNGARIAN FORINT                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | HU        |        13921 | NS      | $43.26        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| INDIAN RUPEE                             | INDIAN RUPEE                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | IN        |      6291898 | NS      | $68399.49     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   9673000000 | PA      | $1422036.24   | 0.28%             | 2035-03-04      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     99603000 | PA      | $2644263.63   | 0.52%             | 2028-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| POLISH ZLOTY                             | POLISH ZLOTY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | PL        |           46 | NS      | $13.07        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| THAILAND BAHT                            | THAILAND BAHT                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | TH        |            1 | NS      | $0.03         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer