# EDGAR Filing Document

**Accession Number:** 0001394395
**File Stem:** 0001752724-25-150449
**Filing Date:** 2025-6
**Character Count:** 369795
**Document Hash:** a0f80d98e4747262fc61706c7bcf0607
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-150449.hdr.sgml**: 20250623

**ACCESSION NUMBER**: 0001752724-25-150449

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250623

**DATE AS OF CHANGE**: 20250623

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Emerging Markets Local Income Portfolio
- **CENTRAL INDEX KEY:** 0001394395

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22048
- **FILM NUMBER:** 251063232

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Emerging Markets Income Portfolio
- **DATE OF NAME CHANGE:** 20070326

## Series and Classes Contracts Data

### Emerging Markets Local Income Portfolio (Series ID: S000017994)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000049877 | Emerging Markets Local Income Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Emerging Markets Local Income Portfolio

- **b. Investment Company Act file number:** 811-22048

- **c. CIK number of Registrant:** 0001394395

- **d. LEI of Registrant:** TJHVIYYZOASBZ463H550

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Emerging Markets Local Income Portfolio

- **b. EDGAR series identifier (if any):** S000017994

- **c. LEI of Series:** TJHVIYYZOASBZ463H550

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1034011115.32

**Total Liabilities:** $30372934.92

**Net Assets:** $1003638180.40

**Cash Not Reported:** $31844846.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -46.02000000 | **1-Year:** -779.10000000 | **5-Year:** -173.40000000 | **10-Year:** -215.94000000 | **30-Year:** -66.33000000

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

- **3-Month:** -175.70000000 | **1-Year:** -12995.71000000 | **5-Year:** -24755.47000000 | **10-Year:** -28512.16000000 | **30-Year:** -11078.48000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049877 | 0.88%                | 1.25%                | 3.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1145611.69             | $1543741.15                                |
| Month 2  | $-1078724.88             | $204157.52                                 |
| Month 3  | $-10598130.19            | $17929252.31                               |

**Designated Index Information**

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

- **Index Identifier:** JPMGBIEGDV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LCH Ltd.                              | Long: SMID7N3V5 IRS THB R F  2.17600 BMID7N3W3 CCPNDFOIS / Short: SMID7N3V5 IRS THB P V 12MTHOR BMID7N3X1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    830000000 | OU      | $821569.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $38255.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 170936000000 | PA      | $10264552.34  | 1.02%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $2518.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S              | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5138300 | PA      | $608888.55    | 0.06%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-34722.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $14456.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHFGP8 IRS CNY R F  1.49250 BMIEHFGQ6 CCPNDF / Short: SMIEHFGP8 IRS CNY P V 00MCNRR BMIEHFGR4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13670000 | OU      | $6665.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                     | EURO-BUND FUTURE JUN25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -28 | NC      | $-4434.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHAM72 IRS CNY R F  1.52000 BMIEHAM80 CCPNDF / Short: SMIEHAM72 IRS CNY P V 00MCNRR BMIEHAM98 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9900000 | OU      | $6596.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $16441.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $38160.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4127.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $12264.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQTQ44 IRS THB R F  1.41300 BMIEQTQ51 CCPNDFOIS / Short: SMIEQTQ44 IRS THB P V 12MTHOR BMIEQTQ69 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    259000000 | OU      | $2961.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIC4QGF4 IRS CNY R F  2.49300 2 CCPNDF / Short: SMIC4QGF4 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     62400000 | OU      | $311225.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIESUPQ1 IRS SGD R F  1.95700 BMIESUPR9 CCPOIS / Short: SMIESUPQ1 IRS SGD P V 06MSORA BMIESUPS7 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6720000 | OU      | $18161.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                     | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     10000000 | PA      | $57312.91     | 0.01%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-3771.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $82158.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $28635.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S              | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1922200 | PA      | $227780.70    | 0.02%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQSGZ8 IRS INR R F  5.78100 BMIEQSH04 CCPNDFOIS / Short: SMIEQSGZ8 IRS INR P V 06MMIBOR BMIEQSH12 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    186000000 | OU      | $17198.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    568540000 | PA      | $9045636.81   | 0.90%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       157000 | PA      | $27056.87     | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $-476.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                  | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  24000000000 | PA      | $1872166.60   | 0.19%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND               | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000000 | PA      | $3411529.88   | 0.34%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $21717.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | Long: BMIEMLW22 TRS COP R F   .00000 ACI17K571 BOND TRS / Short: BMIEMLW22 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  17300000000 | OU      | $-138778.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-14206.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                     | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      4703000 | PA      | $5170892.37   | 0.52%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $80660.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-135303.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $78822.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEALNY5 IRS INR R F  6.08400 BMIEALNZ2 CCPNDFOIS / Short: SMIEALNY5 IRS INR P V 06MMIBOR BMIEALP07 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150900000 | OU      | $35599.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       517000 | PA      | $89767.49     | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIE8NTP7 IRS INR R F  6.00450 BMIE8NTQ5 CCPNDFOIS / Short: SMIE8NTP7 IRS INR P V 06MMIBOR BMIE8NTR3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    509000000 | OU      | $87058.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $25209.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA               | Ethiopia International Bond                                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       781000 | PA      | $657969.07    | 0.07%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-156373.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $293430.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND               | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57650000 | PA      | $12632986.73  | 1.26%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $3098.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIE9EMZ1 IRS INR R F  5.93300 BMIE9EN07 CCPNDFOIS / Short: SMIE9EMZ1 IRS INR P V 06MMIBOR BMIE9EN15 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    476000000 | OU      | $75969.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $26540.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMID0M5R1 IRS CNY R F  2.21400 BMID0M5S9 CCPNDF / Short: SMID0M5R1 IRS CNY P V 00MCNRR BMID0M5T7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38000000 | OU      | $159066.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $854371.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $92809.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $137933.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797ND5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     20000000 | PA      | $20000000.00  | 1.99%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                   | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      4200000 | PA      | $3785491.50   | 0.38%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2439.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMICBUL79 IRS CNY R F  2.28100 BMICBUL87 CCPNDF / Short: SMICBUL79 IRS CNY P V 00MCNRR BMICBUL95 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45000000 | OU      | $180223.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $5231.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | BMIEEFP14 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -11000000 | OU      | $-29788.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM              | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     34685000 | PA      | $51747.77     | 0.01%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-27001.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SEV4NL799 IRS CLP R F  2.87000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4NL799 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    584900000 | OU      | $-16921.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F  2.69000 BMIED1R30 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3927000000 | OU      | $-77168.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $16260.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | BMIEEFP22 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -11000000 | OU      | $-43043.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $151057.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIE71CL3 IRS MXN R F  9.11000 BMIE71CM1 CCPOIS / Short: SMIE71CL3 IRS MXN P V 00MTIEF BMIE71CN9 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    323500000 | OU      | $391858.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMICJT358 IRS THB R F  2.95300 BMICJT366 CCPNDFOIS / Short: SMICJT358 IRS THB P V 12MTHOR BMICJT374 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27500000 | OU      | $48121.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7256.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $30243.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $285384.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | BMIEEFP06 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     11000000 | OU      | $66858.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-183.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | BMIESYV78 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -10772000 | OU      | $-10772829.44 | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-913903.38   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $12303.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-21517.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |            1 | NC      | $-2480.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHH9R8 IRS CNY R F  1.51470 BMIEHH9S6 CCPNDF / Short: SMIEHH9R8 IRS CNY P V 00MCNRR BMIEHH9T4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14340000 | OU      | $9060.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1699.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SEV4J8B07 IRS CZK R F  1.46070 2 CCPVANILLA / Short: SEV4J8B07 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000000 | OU      | $-232625.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $33961.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-184385.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDJZLA1 IRS CNY R F  2.03050 BMIDJZLB9 CCPNDF / Short: SMIDJZLA1 IRS CNY P V 00MCNRR BMIDJZLC7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40800000 | OU      | $147249.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $196916.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-22304.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIEU6526 IRS COP R F  8.24000 BMIEU6534 CCPNDFOIS / Short: SMIEU6526 IRS COP P V 03MCPIBR BMIEU6542 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16815980000 | OU      | $-12280.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10565.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | Long: BMIELFGM0 IRS MYR R F  3.48250 BMIELFGN8 NDF / Short: BMIELFGM0 IRS MYR P V 03MKLIBO BMIELFGP3 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     19879000 | OU      | $42134.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDJYLY2 IRS PLN R F  5.02000 BMIDJYLZ9 CCPVANILLA / Short: SMIDJYLY2 IRS PLN P V 06MWIBOR BMIDJYM05 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13700000 | OU      | $152727.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: BMICACCM7 IRS CLP R V 00MCLICP BMICACCP0 CCPNDFCAMARAPROMEDIO / Short: BMICACCM7 IRS CLP P F  5.23150 BMICACCN5 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11447419770 | OU      | $-2531.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-115664.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1917000 | PA      | $1353656.00   | 0.13%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     38401000 | PA      | $10910910.30  | 1.09%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-245708.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-119699.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-4088.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     60000000 | PA      | $1998665.52   | 0.20%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIES6CT2 IRS INR R F  5.70400 BMIES6CU9 CCPNDFOIS / Short: SMIES6CT2 IRS INR P V 06MMIBOR BMIES6CV7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    131000000 | OU      | $7092.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       637500 | PA      | $82875.00     | 0.01%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40533000 | PA      | $10943617.63  | 1.09%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SEV484E54 IRS CLP R F  1.33000 2 CCPNDFCAMARAPROMEDIO / Short: SEV484E54 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3700000000 | OU      | $-71663.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $50714.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-251782.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-273984.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIELU2C4 IRS CNY R F  1.65950 BMIELU2D2 CCPNDF / Short: SMIELU2C4 IRS CNY P V 00MCNRR BMIELU2E0 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000000 | OU      | $78639.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-64241.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $28052.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-116850.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SEV4GQH87 IRS CLP R F  1.92000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4GQH87 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-73928.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQY9V2 IRS THB R F  1.36600 BMIEQY9W0 CCPNDFOIS / Short: SMIEQY9V2 IRS THB P V 12MTHOR BMIEQY9X8 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77700000 | OU      | $-4394.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEE3D48 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -12000000 | OU      | $-32268.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $149344.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                      | Dominican Republic Central Bank Notes                                                                                                      | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     36140000 | PA      | $590551.94    | 0.06%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $211458.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria       | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    673840000 | PA      | $408440.71    | 0.04%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-1078.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $26158.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-1468.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |            1 | NC      | $53262.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2338.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED KES / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KE        |            1 | NC      | $32119.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-484861.01   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                   | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17415000 | PA      | $4014501.72   | 0.40%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       286000 | PA      | $49178.42     | 0.00%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1159132.91  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria       | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1803986000 | PA      | $1087419.90   | 0.11%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIE2SK14 IRS COP R F  8.44500 BMIE2SK22 CCPNDFOIS / Short: SMIE2SK14 IRS COP P V 12MCPIBR BMIE2SK30 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10004000000 | OU      | $-15291.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                 | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1158970000 | PA      | $10957779.00  | 1.09%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-22233.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $45099.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7344.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-198752.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEF2704 IRS THB R F  1.95800 BMIEF2712 CCPNDFOIS / Short: SMIEF2704 IRS THB P V 12MTHOR BMIEF2720 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60900000 | OU      | $48182.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-34851.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $11783.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-249917.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHB9R1 IRS CNY R F  1.51000 BMIEHB9S9 CCPNDF / Short: SMIEHB9R1 IRS CNY P V 00MCNRR BMIEHB9T7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13460000 | OU      | $8093.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM              | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     52027000 | PA      | $97697.92     | 0.01%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND               | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     44150000 | PA      | $7779704.12   | 0.78%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-13063.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMID0VS88 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12900000 | OU      | $133450.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3903.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $8235.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                  | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  11212000000 | PA      | $1383911.16   | 0.14%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $24280.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1243.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       475100 | PA      | $80470.06     | 0.01%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-279524.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       668900 | PA      | $112040.75    | 0.01%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    284000000 | PA      | $11920546.82  | 1.19%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F  2.79200 BMIED9T23 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1497000000 | OU      | $-39209.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON              | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  47340000000 | PA      | $3664041.31   | 0.37%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND               | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000000 | PA      | $4326760.77   | 0.43%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-31425.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEEULF4 IRS KRW R F  2.60000 BMIEEULG2 CCPNDF / Short: SMIEEULF4 IRS KRW P V 03MKSDA BMIEEULH0 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3640000000 | OU      | $40483.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT              | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2093000 | PA      | $2215440.50   | 0.22%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEGHUB0 IRS KRW R F  2.56500 BMIEGHUC8 CCPNDF / Short: SMIEGHUB0 IRS KRW P V 03MKSDA BMIEGHUD6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1683000000 | OU      | $16995.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND               | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     20000000 | PA      | $444746.36    | 0.04%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $40558.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND               | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000000 | PA      | $229347.98    | 0.02%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $585490.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7855.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F  2.80500 BMIED9UX3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3975000000 | OU      | $-107428.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $759349.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEFTDG3 IRS INR R F  6.07300 BMIEFTDH1 CCPNDFOIS / Short: SMIEFTDG3 IRS INR P V 06MMIBOR BMIEFTDJ7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    559000000 | OU      | $128769.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $30112.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDBSS75 IRS PLN R F  5.50000 BMIDBSS83 CCPVANILLA / Short: SMIDBSS75 IRS PLN P V 06MWIBOR BMIDBSS91 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18000000 | OU      | $460651.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                     | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  25170000000 | PA      | $2009552.20   | 0.20%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $108908.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SEV43EYV8 IRS CLP R F  1.38000 CCP OIS CME / Short: SEV43EYV8 IRS CLP P V 00MCLICP CLICP OIS CCP CME                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   2650000000 | OU      | $-51775.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria       | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2341994000 | PA      | $1347209.72   | 0.13%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    134580000 | PA      | $2152205.88   | 0.21%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-60664.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-144874.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEGKYZ6 IRS CNY R F  1.45800 BMIEGKZ02 CCPNDF / Short: SMIEGKYZ6 IRS CNY P V 00MCNRR BMIEGKZ10 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21200000 | OU      | $5584.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-23308.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMID6F6S7 IRS INR R F  6.23300 BMID6F6T5 CCPNDFOIS / Short: SMID6F6S7 IRS INR P V 06MMIBOR BMID6F6U2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1636353384 | OU      | $447009.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIERHEA8 IRS ZAR R F  7.70890 BMIERHEB6 CCPVANILLA / Short: SMIERHEA8 IRS ZAR P V 03MJIBAR BMIERHEC4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    114730000 | OU      | $47244.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-47699.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $8682.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | Long: BMIEQ3EL6 TRS KZT R F   .00000 KZW100014270 BOND TRS / Short: BMIEQ3EL6 TRS USD P V 00MSOFR SOFRRATE+0BPS                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   2938997734 | OU      | $-56530.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alicorp SAA                           | Alicorp SAA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300Z1XH47TTIIJS11 | Long             | DBT              | CORP              | PE        |     17020851 | PA      | $4660813.83   | 0.46%             | 2027-04-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $131337.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-46941.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDZPE62 IRS INR R F  5.94100 BMIDZPE70 CCPNDFOIS / Short: SMIDZPE62 IRS INR P V 06MMIBOR BMIDZPE88 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    866000000 | OU      | $119892.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $36457.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $322.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $79417.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-115954.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5929628 | PA      | $317983.84    | 0.03%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  78761000000 | PA      | $4767412.82   | 0.48%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | Long: BMIDJJRY9 CYS PLN R V 03MWIBOR WIBO3+63BPS / Short: BMIDJJRY9 CYS EUR P V 03MEURIB EUR003M+0BPS                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | PL        |    109473675 | NC      | $200235.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2529294 | PA      | $96634.59     | 0.01%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1912.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                   | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      3000000 | PA      | $2672111.15   | 0.27%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIERGTA4 IRS ILS R F  3.87750 BMIERGTB2 CCPVANILLA / Short: SMIERGTA4 IRS ILS P V 03MTELBO BMIERGTC0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21920000 | OU      | $8053.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS               | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      3415000 | PA      | $3451418.69   | 0.34%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S              | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       874800 | PA      | $120285.00    | 0.01%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $42713.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-9729.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-85596.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $83958.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND               | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16020000 | PA      | $3561417.75   | 0.35%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDZPBT5 IRS INR R F  5.94300 BMIDZPBU2 CCPNDFOIS / Short: SMIDZPBT5 IRS INR P V 06MMIBOR BMIDZPBV0 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    377000000 | OU      | $52580.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMID18J62 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12500000 | OU      | $129625.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: BMIE57HA1 IRS CLP R V 00MCLICP BMIE57HC7 CCPNDFCAMARAPROMEDIO / Short: BMIE57HA1 IRS CLP P F  5.35000 BMIE57HB9 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    477650000 | OU      | $-15785.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $74859.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEF2621 IRS THB R F  1.96500 BMIEF2639 CCPNDFOIS / Short: SMIEF2621 IRS THB P V 12MTHOR BMIEF2647 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     78000000 | OU      | $62504.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-156035.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                      | Dominican Republic Central Bank Notes                                                                                                      | CUSIP: 25714PEU8<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    105090000 | PA      | $1797634.84   | 0.18%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $257405.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | BMIESYV78 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     10772000 | OU      | $10772000.00  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       903900 | PA      | $167221.50    | 0.02%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                  | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      1952000 | PA      | $1620723.73   | 0.16%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $84104.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $19629.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIDJ6JW0 IRS BRL R F 10.64750 BMIDJ6JX8 CCPNDFPREDISWAP / Short: SMIDJ6JW0 IRS BRL P V 00MBRCDI BMIDJ6JY6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     79775000 | OU      | $-492226.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds | Jordan Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      1489000 | PA      | $1376223.14   | 0.14%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2589.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-31006.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIBCKQ36 IRS CNY R F  2.46500 2 CCPNDF / Short: SMIBCKQ36 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    215650000 | OU      | $825350.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | Long: BMIDJYNA2 CYS PLN R V 03MWIBOR WIBO3+59BPS / Short: BMIDJYNA2 CYS EUR P V 03MEURIB EUR003+0BPS                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PL        |     57353966 | NC      | $91769.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $22695.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $16442.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $145535.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    622878700 | PA      | $28971117.28  | 2.89%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-373231.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIDPMF69 IRS BRL R F 11.89250 BMIDPMF77 CCPNDFPREDISWAP / Short: SMIDPMF69 IRS BRL P V 00MBRCDI BMIDPMF85 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     28020000 | OU      | $-270551.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-16915.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $4830.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $142118.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $48441.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA               | Ethiopia International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     13254000 | PA      | $11199630.00  | 1.12%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria       | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2595153000 | PA      | $1455336.31   | 0.15%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-49727.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7545605 | PA      | $447094.71    | 0.04%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Citibank NA                           | Long: BMIELLPL9 IRS MYR R F  3.49000 BMIELLPM7 NDF / Short: BMIELLPL9 IRS MYR P V 03MKLIBO BMIELLPN5 NDF                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     77049000 | OU      | $169539.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6053170 | OU      | $1088.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                  | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  24969700000 | PA      | $5327850.42   | 0.53%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-85699.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQTGD5 IRS THB R F  1.41000 BMIEQTGE3 CCPNDFOIS / Short: SMIEQTGD5 IRS THB P V 12MTHOR BMIEQTGF0 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    132000000 | OU      | $936.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                   | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $-129686.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $5231.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $238153.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-67284.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      6500000 | PA      | $6473300.34   | 0.64%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $59295.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEEULT4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -6000000 | OU      | $-23922.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10188.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $30787.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-46342.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-207717.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SEV4ATVG3 IRS HUF R F  1.20220 2 CCPVANILLA / Short: SEV4ATVG3 IRS HUF P V 06MBUBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000000 | OU      | $-75726.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $17581.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TH        |            1 | NC      | $166885.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1779000 | PA      | $66365.03     | 0.01%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEDFPS6 IRS KRW R F  2.71750 BMIEDFPT4 CCPNDF / Short: SMIEDFPS6 IRS KRW P V 03MKSDA BMIEDFPU1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3735000000 | OU      | $56906.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-92776.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $36086.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-1943117.64  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $154263.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SEV479W54 IRS PLN R F   .68720 2 CCPVANILLA / Short: SEV479W54 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $-47238.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | Long: BMIEUCFS5 TRS COP R F   .00000 ACI0BJ3C2 BOND TRS / Short: BMIEUCFS5 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  67000000000 | OU      | $-20089.36    | -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        |     79197873 | PA      | $4127735.49   | 0.41%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-9217.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    913000000 | PA      | $2807279.50   | 0.28%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-3746.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     38700000 | PA      | $492103.16    | 0.05%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $15573.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       780000 | PA      | $861924.93    | 0.09%             | 2027-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |            1 | NC      | $-8797.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $45671.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $153362.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND               | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     21190000 | PA      | $4495454.91   | 0.45%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-13016.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 216845000000 | PA      | $13144072.74  | 1.31%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $69015.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                        | Long: BMIELETZ0 IRS MYR R F  3.50500 BMIELEU05 NDF / Short: BMIELETZ0 IRS MYR P V 03MKLIBO BMIELEU13 NDF                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |     17080000 | OU      | $41566.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                   | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1000000 | PA      | $994005.52    | 0.10%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       553000 | PA      | $95865.32     | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-4146.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $3534.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-53027.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-68278.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-3146.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMICJT382 IRS THB R F  2.94400 BMICJT390 CCPNDFOIS / Short: SMICJT382 IRS THB P V 12MTHOR BMICJT3A7 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    514900000 | OU      | $895913.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY              | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      8910196 | PA      | $223910.52    | 0.02%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     64131000 | PA      | $16134780.15  | 1.61%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-540777.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SEV54GJD6 IRS PLN R F  3.91000 2 CCPVANILLA / Short: SEV54GJD6 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99138111 | OU      | $-126010.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $28389.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRIMONIO AUTONOMO UNIO              | Patrimonio Autonomo Union Del Sur                                                                                                          | CUSIP: 70338LAA7<br>LEI: 549300ML8J9167SJSI62 | Long             | DBT              | CORP              | CO        |  18050431000 | PA      | $3684354.24   | 0.37%             | 2041-02-28      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      8424000 | PA      | $2245272.99   | 0.22%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-8444.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQTG37 IRS KRW R F  2.50700 BMIEQTG45 CCPNDF / Short: SMIEQTG37 IRS KRW P V 03MKSDA BMIEQTG52 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9742000000 | OU      | $87064.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $59527.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US LONG BOND(CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -27 | NC      | $-65250.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                   | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $1171452.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIBCBKD0 IRS CNY R F  2.40250 2 CCPNDF / Short: SMIBCBKD0 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68700422 | OU      | $247180.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 10YR NOTE (CBT)JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -87 | NC      | $-77747.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $41164.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $80640.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $81831.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $530030.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $35637.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $14703.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-998874.84   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND               | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6025000 | PA      | $1428555.81   | 0.14%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-244944.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $6159.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $131534.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $50437.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-4524.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9938227 | PA      | $403082.77    | 0.04%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-944.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIED9SS7 IRS KRW R F  2.71000 BMIED9ST5 CCPNDF / Short: SMIED9SS7 IRS KRW P V 03MKSDA BMIED9SU2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2841000000 | OU      | $42567.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $3615.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $202602.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $5958.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                           | Ivory Coast Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      2184000 | PA      | $1858655.43   | 0.19%             | 2048-03-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                    | Long: BMIDMVZV5 IRS MYR R F  3.63760 BMIDMVZW3 NDF / Short: BMIDMVZV5 IRS MYR P V 03MKLIBO BMIDMVZX1 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    112767000 | OU      | $390296.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $257267.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-13499.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | Long: BMIELUKR1 IRS MYR R F  3.48000 BMIELUKS9 NDF / Short: BMIELUKR1 IRS MYR P V 03MKLIBO BMIELUKT7 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     79041000 | OU      | $165401.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-87155.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |            1 | NC      | $-85477.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SEV4EVDX7 IRS PLN R F   .63970 2 CCPVANILLA / Short: SEV4EVDX7 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     42000000 | OU      | $-335726.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIERBZS9 IRS THB R F  1.40500 BMIERBZT7 CCPNDFOIS / Short: SMIERBZS9 IRS THB P V 12MTHOR BMIERBZU4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79220000 | OU      | $-11.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-2683.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB               | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    623340000 | PA      | $533847.26    | 0.05%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-130556.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-7258.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $129971.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $7269.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $8818472.65   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND               | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000000 | PA      | $156021.03    | 0.02%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6169000 | PA      | $1067237.00   | 0.11%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-886.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIETMLA7 IRS CNY R F  1.44325 BMIETMLC3 CCPNDF / Short: SMIETMLA7 IRS CNY P V 00MCNRR BMIETMLD1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33000000 | OU      | $10022.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       232000 | PA      | $40142.38     | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND               | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        58094 | PA      | $33446.71     | 0.00%             | 2025-12-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic International Bond                                                                                                      | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     43300000 | PA      | $813482.72    | 0.08%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $32063.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    591000000 | PA      | $2014125.83   | 0.20%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $13573.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                      | Dominican Republic Central Bank Notes                                                                                                      | CUSIP: 25714PER5<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    265780000 | PA      | $4527876.71   | 0.45%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                    | Long: BMIEUCG62 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIEUCG62 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  56900000000 | OU      | $210427.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONCER                                | Argentina Treasury Bond BONCER                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    623338000 | PA      | $674992.17    | 0.07%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-29678.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-531.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $421724.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa              | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    469031967 | PA      | $22623785.07  | 2.25%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIELEU21 IRS CNY R F  1.57850 BMIELEU39 CCPNDF / Short: SMIELEU21 IRS CNY P V 00MCNRR BMIELEU47 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     64300000 | OU      | $67286.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND               | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1227010000 | PA      | $2140081.24   | 0.21%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIERFN61 IRS THB R F  1.36400 BMIERFN79 CCPNDFOIS / Short: SMIERFN61 IRS THB P V 12MTHOR BMIERFN87 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32680000 | OU      | $-1942.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1313500 | PA      | $203592.50    | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $130743.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-36261.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $12937.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-12677.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |            1 | NC      | $-1776285.98  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1082.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SEV2RH6F5 IRS PLN R F  2.84000 CCP LCH / Short: SEV2RH6F5 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     75000000 | OU      | $-545638.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-124825.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                | Itau BBA International PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |   7212000000 | PA      | $980615.64    | 0.10%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UZ        |            1 | NC      | $32085.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $142742.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31320659 | OU      | $-41127.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | BMIETK0D8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -10770000 | OU      | $-10770000.00 | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     91000000 | PA      | $1075495.12   | 0.11%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |            1 | NC      | $-1685.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $16009.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $30469.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHB9U4 IRS CNY R F  1.51500 BMIEHB9V2 CCPNDF / Short: SMIEHB9U4 IRS CNY P V 00MCNRR BMIEHB9W0 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10150000 | OU      | $6433.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-42304.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3073.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $79725.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMICBUL46 IRS CNY R F  2.28600 BMICBUL53 CCPNDF / Short: SMICBUL46 IRS CNY P V 00MCNRR BMICBUL61 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45000000 | OU      | $181266.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-14938.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     50000000 | PA      | $49836091.01  | 4.97%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $1392115.23   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $47474.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                 | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1863490000 | PA      | $20267075.12  | 2.02%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2780.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-50464.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-16668.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1959000 | PA      | $288952.50    | 0.03%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-33371.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Seychelles                | Seychelles International Bond                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SC        |       196500 | PA      | $198368.83    | 0.02%             | 2026-01-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | Long: BMIE3L4T5 IRS MYR R F  3.58200 BMIE3L4U2 NDF / Short: BMIE3L4T5 IRS MYR P V 03MKLIBO BMIE3L4V0 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     16800000 | OU      | $50709.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    106400000 | PA      | $1256658.61   | 0.13%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-1268.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds            | Guatemala Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       822000 | PA      | $823451.50    | 0.08%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: BMICUXGX1 IRS CNY R F  2.35000 BMICUXGY9 NDF / Short: BMICUXGX1 IRS CNY P V 00MCNRR BMICUXGZ6 NDF                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     34000000 | OU      | $166648.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    383300000 | PA      | $4528367.24   | 0.45%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                     | EURO-BUXL 30Y BND JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -14 | NC      | $45042.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-60166.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1617416.43  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEALP64 IRS INR R F  6.07500 BMIEALP72 CCPNDFOIS / Short: SMIEALP64 IRS INR P V 06MMIBOR BMIEALP80 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    190100000 | OU      | $43982.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1624000 | PA      | $279125.00    | 0.03%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDBUU85 IRS PLN R F  5.53000 BMIDBUU93 CCPVANILLA / Short: SMIDBUU85 IRS PLN P V 06MWIBOR BMIDBUUA0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7085714 | OU      | $185600.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       144000 | PA      | $24824.70     | 0.00%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F  2.68500 BMIEEULN7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1916000000 | OU      | $-36518.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $380844.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4779.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $151067.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     40900000 | PA      | $488848.68    | 0.05%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-30009.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2885.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQFZN2 IRS CNY R F  1.58100 BMIEQFZP7 CCPNDF / Short: SMIEQFZN2 IRS CNY P V 00MCNRR BMIEQFZQ5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000000 | OU      | $17904.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $26862.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIDDGFU2 IRS BRL R F 10.05682 BMIDDGFV0 CCPNDFPREDISWAP / Short: SMIDDGFU2 IRS BRL P V 00MBRCDI BMIDDGFW8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     88800000 | OU      | $-1594710.40  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     16000000 | PA      | $188632.32    | 0.02%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    383618000 | PA      | $13073765.06  | 1.30%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-14571.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMICVDZF2 IRS CNY R F  2.33900 BMICVDZG0 CCPNDF / Short: SMICVDZF2 IRS CNY P V 00MCNRR BMICVDZH8 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000000 | OU      | $484354.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5238000 | PA      | $929745.00    | 0.09%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-121175.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMID0PTL1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     24100000 | OU      | $249314.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $383602.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIE0UEK6 IRS INR R F  6.01200 BMIE0UEL4 CCPNDFOIS / Short: SMIE0UEK6 IRS INR P V 06MMIBOR BMIE0UEM2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1940000000 | OU      | $339282.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5111455 | PA      | $238257.95    | 0.02%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| UBS AG                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $22736.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1160408.76  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $26072.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1420000000 | PA      | $4872495.70   | 0.49%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4447000 | PA      | $165066.22    | 0.02%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIBCBKA6 IRS CNY R F  2.39750 2 CCPNDF / Short: SMIBCBKA6 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000000 | OU      | $1610825.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIE8TBR9 IRS MXN R F  8.88000 BMIE8TBS7 CCPOIS / Short: SMIE8TBR9 IRS MXN P V 00MTIEF BMIE8TBT5 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    356400000 | OU      | $908055.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-69625.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      5762000 | PA      | $6344161.81   | 0.63%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4409.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEALQL0 IRS INR R F  6.06200 BMIEALQM8 CCPNDFOIS / Short: SMIEALQL0 IRS INR P V 06MMIBOR BMIEALQN6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77300000 | OU      | $17400.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        75000 | PA      | $12944.06     | 0.00%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                      | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $2821.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | EG        |            1 | NC      | $777.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-2258.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM              | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     76306000 | PA      | $143907.11    | 0.01%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDBUU51 IRS PLN R F  5.40500 BMIDBUU69 CCPVANILLA / Short: SMIDBUU51 IRS PLN P V 06MWIBOR BMIDBUU77 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23914286 | OU      | $358055.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIEJXL22 IRS MXN R F  8.41950 BMIEJXL30 CCPOIS / Short: SMIEJXL22 IRS MXN P V 01MTIEF BMIEJXL48 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    105400000 | OU      | $160783.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHBBM9 IRS CNY R F  1.50300 BMIEHBBN7 CCPNDF / Short: SMIEHBBM9 IRS CNY P V 00MCNRR BMIEHBBP2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10200000 | OU      | $5669.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | BMIET5NS3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      4686000 | OU      | $4690835.95   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-339549.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       155000 | PA      | $26694.33     | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $206068.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIDDGFZ1 IRS BRL R F 10.47207 BMIDDGG07 CCPNDFPREDISWAP / Short: SMIDDGFZ1 IRS BRL P V 00MBRCDI BMIDDGG15 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     34300000 | OU      | $-531782.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEEULV9 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -6000000 | OU      | $-16434.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $31640.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                   | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       109000 | PA      | $99871.97     | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIDDGGT4 IRS BRL R F 13.10424 BMIDDGGU1 CCPNDFPREDISWAP / Short: SMIDDGGT4 IRS BRL P V 00MBRCDI BMIDDGGV9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15200000 | OU      | $-33405.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $9898.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $6842.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $47363.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 10YR ULTRA FUT JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -31 | NC      | $-33578.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $11686.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 199443000000 | PA      | $12440317.20  | 1.24%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-139860.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-122002.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | Long: BMIEQHJ06 IRS MYR R F  3.44500 BMIEQHJ14 NDF / Short: BMIEQHJ06 IRS MYR P V 03MKLIBO BMIEQHJ22 NDF                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DIR              |  | GB        |     21000000 | OU      | $36021.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $69033.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7777.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $13214.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-38933.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | Long: BMIDMW025 IRS MYR R F  3.63900 BMIDMW033 NDF / Short: BMIDMW025 IRS MYR P V 03MKLIBO BMIDMW041 NDF                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    113116000 | OU      | $393061.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-11853.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $5840.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $82688.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      2882000 | PA      | $2910351.68   | 0.29%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |            1 | NC      | $-6931.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                      | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      5898876 | PA      | $331939.37    | 0.03%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND               | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     20000000 | PA      | $444931.22    | 0.04%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $105784.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $145.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIE3HC32 IRS PLN R V 06MWIBOR BMIE3HC57 CCPVANILLA / Short: BMIE3HC32 IRS PLN P F  5.14000 BMIE3HC40 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9675271 | OU      | $-177454.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-825.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-408409.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-497372.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $19072.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMID4SDW4 IRS BRL R F 10.33250 BMID4SDX2 CCPNDFPREDISWAP / Short: SMID4SDW4 IRS BRL P V 00MBRCDI BMID4SDY0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     37684000 | OU      | $-749778.23   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    110000000 | PA      | $325502.30    | 0.03%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDBRSQ5 IRS PLN R F  5.42250 BMIDBRSR3 CCPVANILLA / Short: SMIDBRSQ5 IRS PLN P V 06MWIBOR BMIDBRSS1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     58000000 | OU      | $878504.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $46402.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $57760.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $56956.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $256245.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $52661.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | BMIEG7UA4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -11000000 | OU      | $-33407.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    112750000 | PA      | $1997521.25   | 0.20%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | BMIEG7UF3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -11000000 | OU      | $-61336.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV               | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      2100000 | PA      | $2068567.20   | 0.21%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-64785.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEC2MS9 IRS INR R F  6.20500 BMIEC2MT7 CCPNDFOIS / Short: SMIEC2MS9 IRS INR P V 06MMIBOR BMIEC2MU4 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000000 | OU      | $207949.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $132547.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIE9ZXJ8 IRS CNY R F  1.43500 BMIE9ZXK5 CCPNDF / Short: SMIE9ZXJ8 IRS CNY P V 00MCNRR BMIE9ZXL3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20230000 | OU      | $2304.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $40599.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $132446.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS               | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    792413000 | PA      | $2031910.77   | 0.20%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  39256000000 | PA      | $2449763.59   | 0.24%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                        | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |            1 | NC      | $189361.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $1366.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-43155.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND               | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        32845 | PA      | $18526.26     | 0.00%             | 2027-09-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: BMIE56YV8 IRS CLP R V 00MCLICP BMIE56YX4 CCPNDFCAMARAPROMEDIO / Short: BMIE56YV8 IRS CLP P F  5.33000 BMIE56YW6 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    514550000 | OU      | $-16112.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND               | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |      1112399 | PA      | $642809.87    | 0.06%             | 2025-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-17223.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEEULU1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      6000000 | OU      | $42546.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | Long: BMIEMLWY2 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIEMLWY2 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  18000000000 | OU      | $-6091.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS               | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    862400000 | PA      | $2204787.22   | 0.22%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $987.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1461000 | PA      | $252698.21    | 0.03%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-20984.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL              | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     22375000 | PA      | $3741840.50   | 0.37%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-514651.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-289446.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIB3FEL0 IRS PLN R F  5.18870 2 CCPVANILLA / Short: SMIB3FEL0 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20500000 | OU      | $366735.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $28618.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $76681.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6103.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $3487.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEF2555 IRS THB R F  1.97000 BMIEF2563 CCPNDFOIS / Short: SMIEF2555 IRS THB P V 12MTHOR BMIEF2571 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    164100000 | OU      | $132689.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $15695.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMICS0YP3 IRS CNY R F  2.38100 BMICS0YQ1 CCPNDF / Short: SMICS0YP3 IRS CNY P V 00MCNRR BMICS0YR9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38700000 | OU      | $184573.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $328921.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $644845.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $12149.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $9296.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND               | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     32030000 | PA      | $7161442.23   | 0.71%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa              | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    159135075 | PA      | $7095005.48   | 0.71%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9151.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED KES / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $110892.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHFJ83 IRS CNY R F  1.50000 BMIEHFJ91 CCPNDF / Short: SMIEHFJ83 IRS CNY P V 00MCNRR BMIEHFJA8 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10170000 | OU      | $5454.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-42901.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5077000 | PA      | $873117.08    | 0.09%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa              | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    295407000 | PA      | $12325916.53  | 1.23%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 5YR NOTE (CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -174 | NC      | $-212998.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $37195.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMPAR FINANCE SARL                   | Simpar Finance S.a.r.l                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     53195000 | PA      | $7549659.66   | 0.75%             | 2028-02-12      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDXR3K1 IRS INR R F  5.92500 BMIDXR3L9 CCPNDFOIS / Short: SMIDXR3K1 IRS INR P V 06MMIBOR BMIDXR3M7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1530000000 | OU      | $199253.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-114405.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIE8X6L9 IRS INR R F  5.95100 BMIE8X6M7 CCPNDFOIS / Short: SMIE8X6L9 IRS INR P V 06MMIBOR BMIE8X6N5 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3069000000 | OU      | $517729.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $75322.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-183913.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria       | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1903545000 | PA      | $1174005.72   | 0.12%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                     | EURO-SCHATZ FUT JUN25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -45 | NC      | $-28292.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                        | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     56140000 | PA      | $2658511.80   | 0.26%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $46202.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-15881.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: BMIED0Q17 IRS COP R V 12MCPIBR BMIED0Q33 CCPNDFOIS / Short: BMIED0Q17 IRS COP P F  8.44500 BMIED0Q25 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10004000000 | OU      | $15553.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $16708.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-89280.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-3777.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-36562.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                  | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  16326000000 | PA      | $2004965.38   | 0.20%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3394.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       267000 | PA      | $206720.08    | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3807500 | PA      | $561606.25    | 0.06%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $6455.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7447882 | PA      | $280431.41    | 0.03%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                        | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |            1 | NC      | $56998.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $58891.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-79383.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $14223.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | BMIETK0D8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     10770000 | OU      | $10782525.51  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic International Bond                                                                                                      | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    410810000 | PA      | $6976505.21   | 0.70%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $49312.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $8002.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1000400 | PA      | $148809.50    | 0.01%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $17225.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV              | Europe Asia Investment Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        | 168226770000 | PA      | $12942910.53  | 1.29%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-88996.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB               | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    966180000 | PA      | $921749.49    | 0.09%             | 2026-02-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4082.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT              | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       425936 | PA      | $393351.90    | 0.04%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIC3AVT3 IRS THB R F  1.69000 2 CCPNDFOIS / Short: SMIC3AVT3 IRS THB P V 00MTHOR 1 CCPNDFOIS                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000000 | OU      | $52305.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-100131.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8647406 | PA      | $363678.58    | 0.04%             | 2032-02-10      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       349000 | PA      | $74162.50     | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-16736.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-135229.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F  4.30978 BMIEUBRD7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23656171 | OU      | $-18246.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $69215.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-46711.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 164817000000 | PA      | $10876829.84  | 1.08%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-271374.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     14000000 | PA      | $13965391.30  | 1.39%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $357695.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQSGQ8 IRS INR R F  5.78120 BMIEQSGR6 CCPNDFOIS / Short: SMIEQSGQ8 IRS INR P V 06MMIBOR BMIEQSGS4 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    304000000 | OU      | $28140.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIELEXS1 IRS INR R F  5.95300 BMIELEXT9 CCPNDFOIS / Short: SMIELEXS1 IRS INR P V 06MMIBOR BMIELEXU6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1080000000 | OU      | $192331.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQX4H0 IRS THB R F  1.40350 BMIEQX4J6 CCPNDFOIS / Short: SMIEQX4H0 IRS THB P V 12MTHOR BMIEQX4K3 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79000000 | OU      | $-182.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-794.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SEV46AKS5 IRS PLN R F   .48220 2 CCPVANILLA / Short: SEV46AKS5 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10800000 | OU      | $-40328.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMICA0VL4 IRS CZK R F  4.15000 BMICA0VM2 CCPVANILLA / Short: SMICA0VL4 IRS CZK P V 06MPRIBO BMICA0VN0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49200000 | OU      | $66217.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $24805.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F  2.79250 BMIEDFPX5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1987000000 | OU      | $-52107.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $5326.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                        | Long: BEV510UV1 IRS MYR R F  2.95200 2 NDF / Short: BEV510UV1 IRS MYR P V 03MKLIBO 1 NDF                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     17412517 | OU      | $-26722.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-303006.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                 | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1122526000 | PA      | $22596453.02  | 2.25%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-51299.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS               | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    212760000 | PA      | $549654.02    | 0.05%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.              | Telefonica del Peru SAA                                                                                                                    | CUSIP: 87938YAA7<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |     24500000 | PA      | $2339316.89   | 0.23%             | 2027-04-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                    | Long: BMIDKJ448 IRS MYR R F  3.68500 BMIDKJ455 NDF / Short: BMIDKJ448 IRS MYR P V 03MKLIBO BMIDKJ463 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    138600000 | OU      | $544333.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $14317.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $26176.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $20925.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIED1UF9 IRS KRW R F  2.61000 BMIED1UG7 CCPNDF / Short: SMIED1UF9 IRS KRW P V 03MKSDA BMIED1UH5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2969000000 | OU      | $34482.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC              | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    102423979 | NS      | $102423979.38 | 10.21%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-11661.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT              | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      3505725 | PA      | $3237537.04   | 0.32%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S              | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1563000 | PA      | $203190.00    | 0.02%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 163285000000 | PA      | $9934416.78   | 0.99%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $32263.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-42638.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-135188.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $15799.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $92890.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-75381.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-30350.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2182824.66  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $3607.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $5639.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-189054.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SEV54GJL8 IRS PLN R F  3.87000 2 CCPVANILLA / Short: SEV54GJL8 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13249889 | OU      | $-19277.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $16565.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMID7MYE1 IRS THB R F  2.48300 BMID7MYF8 CCPNDFOIS / Short: SMID7MYE1 IRS THB P V 12MTHOR BMID7MYG6 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    678000000 | OU      | $1338106.73   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $512456.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SEV4F4KD2 IRS CLP R F  1.59000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4F4KD2 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-84570.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-13872.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                        | Long: BMIELEY19 IRS MYR R F  3.48500 BMIELEY27 NDF / Short: BMIELEY19 IRS MYR P V 03MKLIBO BMIELEY35 NDF                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |     16351000 | OU      | $35097.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      6598250 | PA      | $290003.93    | 0.03%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $316894.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-136263.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $14442.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIBR1691 IRS CZK R F  5.38570 2 CCPVANILLA / Short: SMIBR1691 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000000 | OU      | $297914.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIE1T6S0 IRS CZK R F  3.55950 BMIE1T6T8 CCPVANILLA / Short: SMIE1T6S0 IRS CZK P V 06MPRIBO BMIE1T6U5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    246212000 | OU      | $42670.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F  2.70000 BMIED1UD4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1566000000 | OU      | $-31777.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797LB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      8000000 | PA      | $7986902.25   | 0.80%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | BMIEG7UC0 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     11000000 | OU      | $71720.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                   | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       400000 | PA      | $366380.00    | 0.04%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 224170000000 | PA      | $13404960.87  | 1.34%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16622000000 | PA      | $1026328.39   | 0.10%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $27590.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND               | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        72277 | PA      | $41493.01     | 0.00%             | 2026-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      3130000 | PA      | $2177854.00   | 0.22%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1210.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $172213.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-288084.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIES6CJ4 IRS INR R F  5.70020 BMIES6CK1 CCPNDFOIS / Short: SMIES6CJ4 IRS INR P V 06MMIBOR BMIES6CL9 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    216000000 | OU      | $11285.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4306200 | PA      | $710523.00    | 0.07%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bonds | Jordan Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       923000 | PA      | $776139.16    | 0.08%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria       | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   6267755000 | PA      | $3501196.91   | 0.35%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS              | National Bank of Uzbekistan                                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  50140000000 | PA      | $3921025.80   | 0.39%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | Long: BMIE0KG26 IRS MYR R F  3.45800 BMIE0KG34 NDF / Short: BMIE0KG26 IRS MYR P V 03MKLIBO BMIE0KG42 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     34430000 | OU      | $59750.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S              | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2179200 | PA      | $283296.00    | 0.03%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     79200000 | PA      | $939450.85    | 0.09%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-29270.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIEU0677 IRS BRL R F 13.52000 BMIEU0685 CCPNDFPREDISWAP / Short: SMIEU0677 IRS BRL P V 00MBRCDI BMIEU0693 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15400000 | OU      | $6608.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                    | Mongolia Government International Bond                                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $192932.25    | 0.02%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $17428.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    699000000 | PA      | $8614543.49   | 0.86%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS               | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1987000 | PA      | $1748934.81   | 0.17%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIE2EUG1 IRS HUF R F  6.19150 BMIE2EUH9 CCPVANILLA / Short: SMIE2EUG1 IRS HUF P V 06MBUBOR BMIE2EUJ5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3071300000 | OU      | $-78549.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEREUD1 IRS THB R F  1.39000 BMIEREUE9 CCPNDFOIS / Short: SMIEREUD1 IRS THB P V 12MTHOR BMIEREUF6 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000000 | OU      | $-1747.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | BMIET5NT1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     10772000 | OU      | $10777741.48  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-17331.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $36877.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $61.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $14588.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $75790.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $25649.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $46240.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $25247.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                    | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2000000 | PA      | $1929322.52   | 0.19%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |            1 | NC      | $147725.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $10983.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |            1 | NC      | $697670.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-287145.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $32239.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIED1QZ0 IRS KRW R F  2.60000 BMIED1R06 CCPNDF / Short: SMIED1QZ0 IRS KRW P V 03MKSDA BMIED1R14 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7423000000 | OU      | $83712.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEC05F0 IRS CZK R F  3.63550 BMIEC05G8 CCPVANILLA / Short: SMIEC05F0 IRS CZK P V 06MPRIBO BMIEC05H6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     61000000 | OU      | $46628.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |            1 | NC      | $4586.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEGDTC9 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -1430000 | OU      | $-4342.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEGDTB1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      1430000 | OU      | $9323.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       224000 | PA      | $38898.72     | 0.00%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       194000 | PA      | $33549.88     | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMICVJHD4 IRS CZK R F  3.53620 BMICVJHE2 CCPVANILLA / Short: SMICVJHD4 IRS CZK P V 06MPRIBO BMICVJHF9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31235000 | OU      | $6481.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-517360.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-167151.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     71352800 | PA      | $2981347.24   | 0.30%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $1815399.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $171872.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                     | EURO-BOBL FUTURE JUN25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -61 | NC      | $-163207.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2787.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    298029400 | PA      | $13861839.71  | 1.38%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEE3GX1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -12000000 | OU      | $-59832.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    124000000 | PA      | $21370648.54  | 2.13%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $18373.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |            1 | NC      | $-34461.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2065.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $41467.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-1248.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SEV4QYQB2 IRS CLP R F  4.18000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QYQB2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         4000 | OU      | $-0.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-151430.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $260949.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $142016.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIERF0M1 IRS THB R F  1.37500 BMIERF0N9 CCPNDFOIS / Short: SMIERF0M1 IRS THB P V 12MTHOR BMIERF0P4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    136500000 | OU      | $-5943.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | Long: BMIEPP868 IRS MYR R F  3.46000 BMIEPP876 NDF / Short: BMIEPP868 IRS MYR P V 03MKLIBO BMIEPP884 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     33500000 | OU      | $62879.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIED9US4 IRS KRW R F  2.72500 BMIED9UT2 CCPNDF / Short: SMIED9US4 IRS KRW P V 03MKSDA BMIED9UU9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7495000000 | OU      | $116087.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $38359.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-87404.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1079.31      | 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        |    181004342 | PA      | $9033502.47   | 0.90%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $34448.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-8528.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S              | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      6422587 | PA      | $761076.56    | 0.08%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   5702000000 | PA      | $422047.61    | 0.04%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $4469.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $281594.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT              | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2534000 | PA      | $2682239.00   | 0.27%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6777000 | PA      | $1165559.29   | 0.12%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $130774.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $3001.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEK6SS5 IRS INR R F  6.01100 BMIEK6ST3 CCPNDFOIS / Short: SMIEK6SS5 IRS INR P V 06MMIBOR BMIEK6SU0 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    859470000 | OU      | $171052.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHH964 IRS CNY R F  1.50200 BMIEHH972 CCPNDF / Short: SMIEHH964 IRS CNY P V 00MCNRR BMIEHH980 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19890000 | OU      | $10925.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $48203.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-2289.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONCER                                | Argentina Treasury Bond BONCER                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    498669000 | PA      | $676036.77    | 0.07%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-11292.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY              | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     13848683 | PA      | $329184.33    | 0.03%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-8710.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND               | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70650000 | PA      | $14422235.33  | 1.44%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-94303.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $49778.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-47949.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-40325.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQTG60 IRS KRW R F  2.51300 BMIEQTG78 CCPNDF / Short: SMIEQTG60 IRS KRW P V 03MKSDA BMIEQTG86 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3493300000 | OU      | $31922.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $23428.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-23736.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1176000 | PA      | $202860.00    | 0.02%             | 2049-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-117908.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $12418.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON              | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 155110000000 | PA      | $12245374.67  | 1.22%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                      | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-3303.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    531000000 | PA      | $1799552.15   | 0.18%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                 | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1419100 | PA      | $201334.81    | 0.02%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       125000 | PA      | $21559.25     | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-1834.69     | -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        |     15293589 | PA      | $627303.54    | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                  | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  75905000000 | PA      | $9321750.39   | 0.93%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S              | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     17117780 | PA      | $2028456.93   | 0.20%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $5657.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-53395.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                    | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     15067000 | PA      | $10763774.40  | 1.07%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 2YR NOTE (CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -13 | NC      | $-13203.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV               | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1209236 | PA      | $1172203.54   | 0.12%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS               | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4272858000 | PA      | $10931126.79  | 1.09%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-121175.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $3218.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-163257.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-17899.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $69015.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $3413834.91   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEALPT4 IRS INR R F  6.06900 BMIEALPU1 CCPNDFOIS / Short: SMIEALPT4 IRS INR P V 06MMIBOR BMIEALPV9 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    194900000 | OU      | $44502.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-18879.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $44916.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $175.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |            1 | NC      | $69845.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $266319.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIDAWJS1 IRS CZK R F  3.64500 BMIDAWJT9 CCPVANILLA / Short: SMIDAWJS1 IRS CZK P V 06MPRIBO BMIDAWJU6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    593000000 | OU      | $418525.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                      | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      5898876 | PA      | $301369.81    | 0.03%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                     | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    567800000 | PA      | $7038335.11   | 0.70%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $89752.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria       | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8752153000 | PA      | $5365853.71   | 0.53%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $6844.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $8312.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIDWYFY4 IRS CLP R F  4.54500 BMIDWYFZ1 CCPNDFCAMARAPROMEDIO / Short: SMIDWYFY4 IRS CLP P V 00MCLICP BMIDWYG07 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2647200000 | OU      | $-3587.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-17927.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA              | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   2076500000 | PA      | $3793860.84   | 0.38%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND               | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    524540000 | PA      | $935229.45    | 0.09%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $11497.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEGDTF2 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -1430000 | OU      | $-7973.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1149.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $269035.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $1549.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SEV4QWVA2 IRS CLP R F  4.08000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QWVA2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3362600000 | OU      | $-124244.93   | -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      | $67817.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | BMIET5NT1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -10772000 | OU      | $-10772000.00 | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-41885.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM              | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    652905000 | PA      | $990766.32    | 0.10%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $85898.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-54550.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                 | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3202000 | PA      | $158399.72    | 0.02%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $57591.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-61058.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-161135.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  21000000000 | PA      | $1234268.67   | 0.12%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED KES / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $123195.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIBVC3L8 IRS CZK R F  4.61170 2 CCPVANILLA / Short: SMIBVC3L8 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     53900000 | OU      | $101837.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $253644.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1191.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIDDGGW7 IRS BRL R F 13.20219 BMIDDGGX5 CCPNDFPREDISWAP / Short: SMIDDGGW7 IRS BRL P V 00MBRCDI BMIDDGGY3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     19090000 | OU      | $57196.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-7573.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SMIELJX50 IRS BRL R F 14.78250 BMIELJX68 CCPNDFPREDISWAP / Short: SMIELJX50 IRS BRL P V 00MBRCDI BMIELJX76 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     66680000 | OU      | $177617.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                | Montenegro Government International Bond                                                                                                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       458000 | PA      | $462471.23    | 0.05%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $176241.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK ICB (DARYO FNC)                 | Uzbek Industrial and Construction Bank ATB via Daryo Finance BV                                                                            | CUSIP: 000000000<br>LEI: 724500TIE8NNUYL1F445 | Long             | DBT              | CORP              | NL        |  79702295000 | PA      | $6177344.88   | 0.62%             | 2025-06-15      | Fixed         | 18.75%                | No            |                  3 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $824.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $115317.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIC9ZAX6 IRS CNY R F  2.47500 BMIC9ZAY4 CCPNDF / Short: SMIC9ZAX6 IRS CNY P V 00MCNRR BMIC9ZAZ1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     95000000 | OU      | $465894.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-239424.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5011.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $108010.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQG2A4 IRS INR R F  5.80900 BMIEQG2B2 CCPNDFOIS / Short: SMIEQG2A4 IRS INR P V 06MMIBOR BMIEQG2C0 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    902000000 | OU      | $95977.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $46095.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F  2.63000 BMIEGHUF1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1062000000 | OU      | $-16782.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM              | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1782069000 | PA      | $3027447.46   | 0.30%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     35400000 | PA      | $714185.53    | 0.07%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-2734.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6796.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange           | Long: SEV4DCTA3 IRS CLP R F  1.48000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4DCTA3 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5200000000 | OU      | $-186315.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $69811.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEQSGH8 IRS THB R F  1.40630 BMIEQSGJ4 CCPNDFOIS / Short: SMIEQSGH8 IRS THB P V 12MTHOR BMIEQSGK1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96000000 | OU      | $167.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | BMIET5NS3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -4686000 | OU      | $-4686000.00  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-24881.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1108.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIET4UW9 IRS HUF R F  6.15000 BMIET4UX7 CCPVANILLA / Short: SMIET4UW9 IRS HUF P V 06MBUBOR BMIET4UY5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1304600000 | OU      | $41847.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-262404.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND               | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        53363 | PA      | $30828.94     | 0.00%             | 2025-06-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-58377.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-4832.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2706.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-149853.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $64790.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $50185.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                     | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $135762.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-114660.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC               | BMIEE3AP4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12000000 | OU      | $72624.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIEHFL98 IRS CNY R F  1.49500 BMIEHFLA5 CCPNDF / Short: SMIEHFL98 IRS CNY P V 00MCNRR BMIEHFLB3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23850000 | OU      | $12016.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $30288.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-206153.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                      | Barbados Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      2388690 | PA      | $2272838.54   | 0.23%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-8287.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIC3AVQ9 IRS THB R F  1.30000 2 CCPNDF / Short: SMIC3AVQ9 IRS THB P V 12MTHOR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000000 | OU      | $-34962.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-198007.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIE4XCP7 IRS INR R F  6.28000 BMIE4XCQ5 CCPNDFOIS / Short: SMIE4XCP7 IRS INR P V 06MMIBOR BMIE4XCR3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1018000000 | OU      | $318075.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa              | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    283080000 | PA      | $12469349.96  | 1.24%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9164.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                              | Long: SMIC3AVZ9 IRS THB R F   .89500 2 CCPNDFOIS / Short: SMIC3AVZ9 IRS THB P V 00MTHOR 1 CCPNDFOIS                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    291000000 | OU      | $-60260.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                 | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |     49300000 | PA      | $553393.92    | 0.06%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $257449.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    111214577 | PA      | $26591048.40  | 2.65%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-11496.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                   | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      5205000 | PA      | $5167263.75   | 0.51%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-86900.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $62928.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $85229.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                     | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2062000 | PA      | $354986.19    | 0.04%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3218000 | PA      | $940104.60    | 0.09%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-23

**Name of Applicant:** Emerging Markets Local Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer