# EDGAR Filing Document

**Accession Number:** 0001388141
**File Stem:** 0001410368-26-065716
**Filing Date:** 2026-6
**Character Count:** 332929
**Document Hash:** 09461f383d40ab77fa796f418b90c413
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065716.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-065716

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
- **CENTRAL INDEX KEY:** 0001388141

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22011
- **FILM NUMBER:** 261118312

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-869-6397

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

- **b. Investment Company Act file number:** 811-22011

- **c. CIK number of Registrant:** 0001388141

- **d. LEI of Registrant:** 541YGIXZ6JJP4EZDJI96

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

  - **Street Address 1:** 1585 Broadway

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 800-231-2608

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

- **a. Name of Series:** Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

- **c. LEI of Series:** 541YGIXZ6JJP4EZDJI96

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $514255694.30

**Total Liabilities:** $129525970.76

**Net Assets:** $384729723.54

**Cash Not Reported:** $11162971.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -43.87000000 | **1-Year:** -506.21000000 | **5-Year:** -729.35000000 | **10-Year:** -720.24000000 | **30-Year:** 0.00000000

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

- **3-Month:** -988.84000000 | **1-Year:** -6906.33000000 | **5-Year:** -8133.30000000 | **10-Year:** -3532.14000000 | **30-Year:** -148.33000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.10%                | -14.71%              | 10.85%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6794690.41              | $-1969971.97                               |
| Month 2  | $2097680.85              | $-23662416.12                              |
| Month 3  | $2247630.47              | $12455756.66                               |

**Designated Index Information**

- **Index Name:** JPM Govt Bond Index - EM Global Diversified Index

- **Index Identifier:** JPMGBIEMGDI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $716.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-356.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGKR9E6 IRS CNY R F  1.55050 II2212810260422 CCPNDF / Short: SMIGKR9E6 IRS CNY P V 00MCNRR II3499110260422 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23796000 | OU      | $-1526.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $71519.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       964300 | PA      | $365228.63    | 0.09%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $27635.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |            1 | NC      | $17504.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-266708.02   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGAYJ35 IRS INR R F  6.11550 II1774870260305 CCPNDFOIS / Short: SMIGAYJ35 IRS INR P V 00MMIBOR II9079460260305 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    295600000 | OU      | $-58605.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-5145.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $96517.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICNN3T4 IRS CNY R F  2.44000 II9341860231030 CCPNDF / Short: SMICNN3T4 IRS CNY P V 00MCNRR II5115910231030 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     89100000 | OU      | $318799.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $66971.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-7588.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       413600 | PA      | $156754.40    | 0.04%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        86000 | PA      | $22030.45     | 0.01%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $-64418.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    396980000 | PA      | $1374327.71   | 0.36%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                       | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  42000000000 | PA      | $3780798.44   | 0.98%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-367881.22   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-3600.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     50000000 | PA      | $797431.29    | 0.21%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIFASXH3 IRS PLN R V 03MWIBOR II5764080250808 CCPVANILLA / Short: BMIFASXH3 IRS PLN P F  4.48500 II0646530250808 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18919000 | OU      | $25151.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $5866.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIFX9V58 IRS MXN R F  7.30000 II5212250251209 CCPOIS / Short: SMIFX9V58 IRS MXN P V 00MTIEF II4025180251209 CCPOIS                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    300300000 | OU      | $62260.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $77041.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $53295.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-11132.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $313072.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    103014500 | PA      | $5405952.39   | 1.41%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMID6Q3V9 IRS CLP R F  4.78500 II2941390240312 CCPNDFCAMARAPR / Short: SMID6Q3V9 IRS CLP P V 06MCLICP II9908410240312 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2750000000 | OU      | $-13577.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-12546.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       179000 | PA      | $46737.91     | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $41958.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $1271.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2864.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                    | Ethiopia International Bond                                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       290000 | PA      | $299355.40    | 0.08%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | BMIGDQFJ8                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -2000000 | OU      | $-8912.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    519029000 | PA      | $377583.44    | 0.10%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                              | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1264000000 | PA      | $577392.96    | 0.15%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $-29160.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $1371.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIFF6V13 IRS PLN R V 03MWIBOR II6770030250904 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 II5507840250904 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     81200000 | OU      | $67167.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $-621.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |            1 | NC      | $-21366.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE9ZXF6 IRS CNY R F  1.43500 II8453150241213 CCPNDF / Short: SMIE9ZXF6 IRS CNY P V 00MCNRR II6011370241213 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15550000 | OU      | $-7075.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |            1 | NC      | $-25350.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFJU598 IRS MYR R F  3.18300 II7894960250924 CCPNDF / Short: SMIFJU598 IRS MYR P V 03MKLIBO II8054740250924 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $-39793.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     45014000 | PA      | $74141.58     | 0.02%             | 2037-01-28      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  58978000000 | PA      | $3709310.75   | 0.96%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    209238000 | PA      | $362060.81    | 0.09%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         3000 | PA      | $772.47       | 0.00%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |            1 | NC      | $-37923.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIF5NG97 IRS CNY R F  1.47900 II4659460250709 CCPNDF / Short: SMIF5NG97 IRS CNY P V 00MCNRR II8750400250709 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23940000 | OU      | $-7918.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |            1 | NC      | $86116.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $5897.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $162298.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $185298.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $-62796.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $-453.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2334760000 | PA      | $1691540.49   | 0.44%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | BMIGDQFN9                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      2000000 | OU      | $19722.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      1103000 | PA      | $50964.26     | 0.01%             | 2038-07-24      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: BMIGM7H09 IRS CLP R V 06MCLICP II0635090260428 CCPNDFCAMARAPR / Short: BMIGM7H09 IRS CLP P F  5.09570 II3746390260428 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1115000000 | OU      | $-527.26      | -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      | $-8626.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-6003.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGFNAR0 IRS PLN R V 06MWIBOR II6035500260330 CCPVANILLA / Short: BMIGFNAR0 IRS PLN P F  4.90595 II6032040260330 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5696213 | OU      | $-14767.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-164.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    570945000 | PA      | $397406.98    | 0.10%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                     | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    132000000 | PA      | $1335065.15   | 0.35%             | 2034-04-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $1862.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5048000 | PA      | $289259.09    | 0.08%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  47240000000 | PA      | $2747588.98   | 0.71%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    516930000 | PA      | $375744.14    | 0.10%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6348000 | PA      | $1907074.58   | 0.50%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1583619000 | PA      | $1117342.17   | 0.29%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-33118.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-10065.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       245500 | PA      | $106485.63    | 0.03%             | 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        |     10668000 | PA      | $3083575.30   | 0.80%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIF5P438 IRS CZK R F  3.65850 II3278790250709 CCPVANILLA / Short: SMIF5P438 IRS CZK P V 06MPRIBR II6254470250709 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49170000 | OU      | $-66477.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       500000 | PA      | $40036.45     | 0.01%             | 2039-04-30      | Fixed         | 26.50%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    832925000 | PA      | $561210.66    | 0.15%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1323.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-25233.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $43247.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $15209.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIG4TCR7 IRS BRL R F 12.97080 II0861010260127 CCPNDFPREDISWA / Short: SMIG4TCR7 IRS BRL P V 00MBRCDI II4014560260127 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3064000 | OU      | $-17465.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1670645000 | PA      | $1141117.54   | 0.30%             | 2026-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG6QHY1 IRS KRW R F  3.43750 II2243000260206 CCPVANILLA / Short: SMIG6QHY1 IRS KRW P V 03MKSDA II2445120260206 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3659000000 | OU      | $-38056.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-1017.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAPS ANZ BOC                              | SWAPS ANZ BOC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -260000 | NS      | $-260000.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |            1 | NC      | $63747.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-148989.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $-57431.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $71090.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11420000 | PA      | $2852477.79   | 0.74%             | 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        |       123000 | PA      | $31183.58     | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |            1 | NC      | $-444212.03   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $2020.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                      | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     45030000 | PA      | $434661.46    | 0.11%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $68023.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    921667000 | PA      | $1431485.39   | 0.37%             | 2033-04-04      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                      | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |     77110000 | PA      | $924747.71    | 0.24%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3915000 | PA      | $863449.01    | 0.22%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4357149000 | PA      | $3144019.18   | 0.82%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIGJ6QU9 IRS BRL R F 13.18780 II1321680260414 CCPNDFPREDISWA / Short: SMIGJ6QU9 IRS BRL P V 00MBRCDI II2447560260414 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6900000 | OU      | $-20254.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFYP931 IRS THB R F  1.38400 II7054500251217 CCPNDFOIS / Short: SMIFYP931 IRS THB P V 00MTHOR II7610020251217 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40580000 | OU      | $-15965.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $2500.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |            1 | NC      | $-24988.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    408526000 | PA      | $1132029.87   | 0.29%             | 2030-04-29      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG4UK95 IRS CNY R F  1.61750 II6808360260128 CCPNDF / Short: SMIG4UK95 IRS CNY P V 00MCNRR II5494880260128 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12000000 | OU      | $6057.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED MNT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $6560.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4905000 | PA      | $1105078.48   | 0.29%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    313857000 | PA      | $637326.21    | 0.17%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $1065.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1555000 | PA      | $278847.24    | 0.07%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                          | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  10450000000 | PA      | $904897.30    | 0.24%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | BMIGJKBH3                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     12800000 | OU      | $20979.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | BMIGE00N1                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      2000000 | OU      | $20288.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    590000000 | PA      | $97662.14     | 0.03%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      1056000 | PA      | $63792.10     | 0.02%             | 2032-05-27      | Fixed         | 18.49%                | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |            1 | NC      | $-24325.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     23600000 | PA      | $308904.85    | 0.08%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       160200 | PA      | $91474.20     | 0.02%             | 2022-08-23      | 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      | $-60363.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       224200 | PA      | $128074.25    | 0.03%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-203665.11   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-141355.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6715000 | PA      | $1283944.27   | 0.33%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | ID        |            1 | NC      | $-194310.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     14766000 | PA      | $816000.66    | 0.21%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         1000 | PA      | $261.94       | 0.00%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFF6VG0 IRS PLN R F  4.70500 II8637810250904 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR II7570450250904 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     81200000 | OU      | $-39166.32    | -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      | $3184.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-51252.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     56793160 | PA      | $1086296.69   | 0.28%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2949000 | PA      | $141446.43    | 0.04%             | 2033-06-26      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $931.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-823.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3000000 | PA      | $60465.51     | 0.02%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |            1 | NC      | $-25399.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $2031.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $478735.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-3605.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |            1 | NC      | $-73952.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-105087.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIEDMUQ9 IRS BRL R F 15.23000 II6200730250114 CCPNDFPREDISWA / Short: SMIEDMUQ9 IRS BRL P V 00MBRCDI II5662540250114 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16500000 | OU      | $58628.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    359468000 | PA      | $246792.02    | 0.06%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                          | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  15590000000 | PA      | $1374488.88   | 0.36%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $-4042.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $-2154.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-21961.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $140399.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |            1 | NC      | $-49807.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $631.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-800.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      5000000 | PA      | $16168.83     | 0.00%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $-585421.93   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $791066.41    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      6867000 | PA      | $14140.66     | 0.00%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $23984.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2410000 | PA      | $527410.88    | 0.14%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-13800.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |            1 | NC      | $2408.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RU        |            1 | NC      | $14009.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | BMIGGPPN7                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      9000000 | OU      | $19296.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $321582.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGAXL26 IRS KRW R F  3.37500 II0085950260305 CCPVANILLA / Short: SMIGAXL26 IRS KRW P V 03MKSDA II3786150260305 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9125000000 | OU      | $-112680.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEHH9N7 IRS CNY R F  1.50200 II1320420250212 CCPNDF / Short: SMIEHH9N7 IRS CNY P V 00MCNRR II3167640250212 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     24200000 | OU      | $-1800.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED KES / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KE        |            1 | NC      | $7074.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-18958.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     72050000 | PA      | $3885164.63   | 1.01%             | 2041-02-16      | Fixed         | 17.59%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $434796.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-33074.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEGKYP8 IRS CNY R F  1.45800 II2954630250205 CCPNDF / Short: SMIEGKYP8 IRS CNY P V 00MCNRR II6910860250205 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12650000 | OU      | $-4103.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                       | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 134900000000 | PA      | $11448343.37  | 2.98%             | 2029-04-13      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2558000 | PA      | $149097.81    | 0.04%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     14000000 | PA      | $44455.98     | 0.01%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-20432.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       421600 | PA      | $216913.20    | 0.06%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALBANIEN, REPUBLIK AL TREASURY             | ALBANIEN, REPUBLIK AL TREASURY                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | AL        |      9000000 | PA      | $110249.45    | 0.03%             | 2026-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-40580.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIE45WJ0 IRS BRL R F 12.74500 II2392350241029 CCPNDFPREDISWA / Short: SMIE45WJ0 IRS BRL P V 00MBRCDI II0971360241029 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6200000 | OU      | $-58147.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2558000 | PA      | $150221.97    | 0.04%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |            1 | NC      | $-29120.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG0SAH7 IRS MYR R F  3.40300 II5633570260106 CCPNDF / Short: SMIG0SAH7 IRS MYR P V 03MKLIBO II3650150260106 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6900000 | OU      | $-9409.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6000000 | PA      | $19542.58     | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMICXCRW4 IRS BRL R F  9.69500 II8293490240102 CCPNDFPREDISWA / Short: SMICXCRW4 IRS BRL P V 00MBRCDI II4717140240102 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     20700000 | OU      | $-492885.98   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |            1 | NC      | $-43794.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2829.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1205000 | PA      | $271434.34    | 0.07%             | 2040-07-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       278500 | PA      | $159371.63    | 0.04%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1221970.83   | 0.32%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $2975.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $306608.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGL5AH4 IRS THB R V 00MTHOR II6690580260423 CCPNDFOIS / Short: BMIGL5AH4 IRS THB P F  1.68550 II6369880260423 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000000 | OU      | $619.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-46543.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIF5NGF3 IRS THB R F  1.26400 II9540140250709 CCPNDFOIS / Short: SMIF5NGF3 IRS THB P V 00MTHOR II7184500250709 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    158000000 | OU      | $-68511.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $25305.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFN9806 IRS PLN R F  4.37950 II8245160251014 CCPVANILLA / Short: SMIFN9806 IRS PLN P V 06MWIBOR II6569510251014 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10800000 | OU      | $-85180.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                     | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |    467300000 | PA      | $122109.59    | 0.03%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMIG74H37                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      9000000 | OU      | $64881.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFPQ6J7 IRS CNY R F  1.58275 II3972490251022 CCPNDF / Short: SMIFPQ6J7 IRS CNY P V 00MCNRR II3262610251022 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4990000 | OU      | $1480.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -24 | NC      | $41062.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGANDA GOVERNMENT BOND                     | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   3190400000 | PA      | $819618.39    | 0.21%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    339000000 | PA      | $1051062.10   | 0.27%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     94150900 | PA      | $4549638.28   | 1.18%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                    | Ethiopia International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      4412000 | PA      | $4554331.12   | 1.18%             | 2024-12-11      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |            1 | NC      | $-29496.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $1296.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    261790000 | PA      | $2652853.36   | 0.69%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2153000 | PA      | $2339665.10   | 0.61%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $52317.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-50180.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-49693.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-42728.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-31108.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFEM1H7 IRS CNY R F  1.61450 II3032400250902 CCPNDF / Short: SMIFEM1H7 IRS CNY P V 00MCNRR II3062660250902 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20750000 | OU      | $11043.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDK1X29 IRS CNY R F  2.02800 II7080430240604 CCPNDF / Short: SMIDK1X29 IRS CNY P V 00MCNRR II2621000240604 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14100000 | OU      | $37410.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE4XCV4 IRS INR R F  6.28000 II9991010241105 CCPNDFOIS / Short: SMIE4XCV4 IRS INR P V 00MMIBOR II1935740241105 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    312000000 | OU      | $-10349.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-19485.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       895000 | PA      | $52526.24     | 0.01%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $375327.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEFTDM0 IRS INR R F  6.07300 II0630370250129 CCPNDFOIS / Short: SMIEFTDM0 IRS INR P V 00MMIBOR II1191710250129 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110500000 | OU      | $-16017.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3322.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGLHE68 IRS CZK R V 06MPRIBR II9945530260424 CCPVANILLA / Short: BMIGLHE68 IRS CZK P F  4.28000 II9594050260424 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18200000 | OU      | $5067.73      | 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        |     17350000 | PA      | $1035629.78   | 0.27%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    535000000 | PA      | $1610334.93   | 0.42%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1518774000 | PA      | $1041949.29   | 0.27%             | 2026-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     17100000 | PA      | $235739.62    | 0.06%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $12805.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIF5NHE5 IRS MYR R F  3.18200 II9583550250709 CCPNDF / Short: SMIF5NHE5 IRS MYR P V 03MKLIBO II0730490250709 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28000000 | OU      | $-93564.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |            1 | NC      | $220371.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |            1 | NC      | $291173.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMIGB9X25                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      2000000 | OU      | $15758.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $10063.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       500000 | PA      | $26933.14     | 0.01%             | 2031-02-16      | Fixed         | 14.98%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGKRA79 IRS MYR R F  3.44900 II6775570260422 CCPNDF / Short: SMIGKRA79 IRS MYR P V 03MKLIBO II3698760260422 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7985000 | OU      | $-8623.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                        | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       118000 | PA      | $133450.10    | 0.03%             | 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        |         1000 | PA      | $263.75       | 0.00%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       191000 | PA      | $48705.00     | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $4980.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5117000 | PA      | $290464.75    | 0.08%             | 2041-01-26      | Fixed         | 18.79%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1279.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRC INTERNATIONAL BOND                     | DRC International Bond                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |       631000 | PA      | $645458.65    | 0.17%             | 2037-04-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |            1 | NC      | $-634752.87   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |            1 | NC      | $19033.24     | 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      | $-1493.67     | -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      | $2995.59      | 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      | $1260.17      | 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      | $-1651.15     | -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      | $-39237.57    | -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      | $-4307.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $10104.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGKKMM8 IRS CNY R F  1.55750 II4953310260421 CCPNDF / Short: SMIGKKMM8 IRS CNY P V 00MCNRR II5004870260421 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7000000 | OU      | $-105.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-170722.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    795693000 | PA      | $2203662.57   | 0.57%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED KES / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $1260.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $22524.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-6902.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2429930000 | PA      | $1741263.47   | 0.45%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |            1 | NC      | $-1049.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $271204.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $1346.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-60477.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $2041.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIF4EMT7 IRS BRL R F 13.02000 II9227630250701 CCPNDFPREDISWA / Short: SMIF4EMT7 IRS BRL P V 00MBRCDI II9010570250701 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10040000 | OU      | $-62985.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3000000 | PA      | $39882.53     | 0.01%             | 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        |      2275000 | PA      | $580295.63    | 0.15%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $11940.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGL5WL1 IRS THB R V 00MTHOR II3634890260423 CCPNDFOIS / Short: BMIGL5WL1 IRS THB P F  1.68950 II7720830260423 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10800000 | OU      | $381.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                          | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       217000 | PA      | $205233.64    | 0.05%             | 2029-02-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       164000 | PA      | $41543.25     | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $231079.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  66554400000 | PA      | $16645842.81  | 4.33%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED KES / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $1843.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio                                                               | CUSIP: 61747C525<br>LEI: 549300OJY9IZ31SGS926 | Long             | STIV             | RF                | US        |     66047391 | NS      | $66047390.86  | 17.17%            |  |  |  | No            |                  1 | On Loan: No      |
| TBC BANK GROUP PLC                         | TBC Bank Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  15360000000 | PA      | $1293124.25   | 0.34%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDF5EE1 IRS BRL R F 10.77500 II2314850240508 CCPNDFPREDISWA / Short: SMIDF5EE1 IRS BRL P V 00MBRCDI II4303920240508 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7060000 | OU      | $-110792.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-23953.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-5.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    311000000 | PA      | $1007134.39   | 0.26%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-5157.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        52000 | PA      | $13204.12     | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIBCD2G9 IRS CNY R F  2.41520 II4158990221101 CCPNDF / Short: SMIBCD2G9 IRS CNY P V 00MCNRR II1754630221101 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    134000000 | OU      | $299715.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $3714.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                       | SWAP BNP PARIBAS BOC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -480000 | NS      | $-480000.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     58166600 | PA      | $3513409.06   | 0.91%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |            1 | NC      | $-1910.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      9500000 | PA      | $512787.93    | 0.13%             | 2028-02-16      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1000260000 | PA      | $2288159.09   | 0.59%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds   | Venezuela Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       200000 | PA      | $94500.00     | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10115.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $35186.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $2901.47      | 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      | $296470.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDJYME5 IRS PLN R F  5.02000 II3258760240603 CCPVANILLA / Short: SMIDJYME5 IRS PLN P V 06MWIBOR II3732740240603 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7600000 | OU      | $34010.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-141774.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDBS3T4 IRS PLN R F  5.42250 II0312810240416 CCPVANILLA / Short: SMIDBS3T4 IRS PLN P V 06MWIBOR II9702840240416 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13500000 | OU      | $99769.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $623699.54    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFU4JG2 IRS MYR R F  3.33050 II8147800251118 CCPNDF / Short: SMIFU4JG2 IRS MYR P V 03MKLIBO II9980550251118 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6200000 | OU      | $-12289.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE0UJG0 IRS INR R F  6.02550 II9392750241003 CCPNDFOIS / Short: SMIE0UJG0 IRS INR P V 00MMIBOR II3658910241003 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    430000000 | OU      | $-54554.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG643R0 IRS MYR R F  3.54300 II1756380260204 CCPNDF / Short: SMIG643R0 IRS MYR P V 03MKLIBO II5991180260204 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3800000 | OU      | $995.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     37000000 | PA      | $459281.03    | 0.12%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $22058.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-181706.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |            1 | NC      | $-109267.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |            1 | NC      | $-2361.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       100000 | PA      | $35750.00     | 0.01%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $1796.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $31256.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     49350000 | PA      | $915449.63    | 0.24%             | 2035-09-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| SWAP GOLDMAN SACHS BOC                     | SWAP GOLDMAN SACHS BOC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -810000 | NS      | $-810000.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC3N8R5 IRS THB R F  2.68100 II8882140230614 CCPNDFOIS / Short: SMIC3N8R5 IRS THB P V 00MTHOR II7343900230614 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000000 | OU      | $205802.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |            1 | NC      | $-11189.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $11797.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFU86T9 IRS CNY R F  1.58800 II6480690251119 CCPNDF / Short: SMIFU86T9 IRS CNY P V 00MCNRR II5437230251119 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    126600000 | OU      | $42026.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $69491.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-500446.94   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEOKAM                   | Kazakhstan Government Bond - MEOKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    746612000 | PA      | $1677348.43   | 0.44%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                      | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     44730000 | PA      | $487903.49    | 0.13%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC3H6U3 IRS CZK R F  3.95500 II0979030230613 CCPVANILLA / Short: SMIC3H6U3 IRS CZK P V 06MPRIBO II1030750230613 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49943085 | OU      | $-75099.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       523000 | PA      | $248294.25    | 0.06%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $1927.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFU2B41 IRS CNY R F  1.58925 II8632090251118 CCPNDF / Short: SMIFU2B41 IRS CNY P V 00MCNRR II6909450251118 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5600000 | OU      | $1905.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     43200000 | PA      | $542180.32    | 0.14%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                      | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       283000 | PA      | $304225.00    | 0.08%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4719.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    114500000 | PA      | $1420859.39   | 0.37%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $41356.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-126807.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       129000 | PA      | $32673.28     | 0.01%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       154000 | PA      | $39513.04     | 0.01%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $155309.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMID0D3N2 IRS BRL R F  9.88250 II9865320240123 CCPNDFPREDISWA / Short: SMID0D3N2 IRS BRL P V 00MBRCDI II7570960240123 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15600000 | OU      | $-345941.76   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-6019.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIFL2JB7 IRS BRL R F 13.29680 II6820350251001 CCPNDFPREDISWA / Short: SMIFL2JB7 IRS BRL P V 00MBRCDI II3094940251001 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4982000 | OU      | $-18875.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6100000 | PA      | $79311.23     | 0.02%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2558000 | PA      | $142289.27    | 0.04%             | 2028-11-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-3071.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1510000 | PA      | $359238.23    | 0.09%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $473242.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      1800000 | PA      | $22254.64     | 0.01%             | 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        |     50000000 | PA      | $1653197.16   | 0.43%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |            1 | NC      | $-2494.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         1000 | PA      | $253.93       | 0.00%             | 2024-12-03      | 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      | $32692.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $475.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1478000 | PA      | $780014.50    | 0.20%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $11300.38     | 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      | $6158.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $53912.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $74524.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    557000000 | PA      | $1795285.09   | 0.47%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR NOTE (CBT)JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -38 | NC      | $66164.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-10657.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $8278.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGKMEB7 IRS PLN R F  4.23600 II5713510260421 CCPVANILLA / Short: SMIGKMEB7 IRS PLN P V 06MWIBOR II1256090260421 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19000000 | OU      | $-78857.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $-603.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       223000 | PA      | $56876.15     | 0.01%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-94465.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGMDSV6 IRS INR R V 00MMIBOR II9164830260429 CCPNDFOIS / Short: BMIGMDSV6 IRS INR P F  6.64600 II8626210260429 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    123900000 | OU      | $755.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGKKMA4 IRS CNY R F  1.56005 II2577150260421 CCPNDF / Short: SMIGKKMA4 IRS CNY P V 00MCNRR II6010270260421 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8000000 | OU      | $22.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1205513000 | PA      | $2458775.72   | 0.64%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |            1 | NC      | $-15172.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                      | Long: BMIELUM08 IRS MYR R F  3.48000 II5028990250307 NDF / Short: BMIELUM08 IRS MYR P V 03MKLIBO II2546860250307 NDF                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |    105420000 | OU      | $-9664.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG6DES6 IRS KRW R F  3.44200 II2293620260205 CCPNDF / Short: SMIG6DES6 IRS KRW P V 03MKSDA II9172500260205 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3316000000 | OU      | $-34024.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds     | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       145000 | PA      | $36859.19     | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $239552.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | BMIGG0XR4                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -4000000 | OU      | $-15000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $212989.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIF5NGK2 IRS INR R F  5.71000 II1950690250709 CCPNDFOIS / Short: SMIF5NGK2 IRS INR P V 00MMIBOR II1825880250709 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    785000000 | OU      | $-255477.59   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG6D3E9 IRS KRW R F  3.45200 II1699170260205 CCPNDF / Short: SMIG6D3E9 IRS KRW P V 03MKSDA II0192210260205 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3659000000 | OU      | $-36403.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-4928.95     | -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      | $-6357.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     23847000 | PA      | $1290151.72   | 0.34%             | 2036-02-16      | Fixed         | 16.60%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $-98677.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $11387.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: BMIGLJ1W1 IRS COP R V 00MCPIBR II7588770260424 CCPNDFOIS / Short: BMIGLJ1W1 IRS COP P F 11.41000 II4849270260424 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3350000000 | OU      | $12104.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |            1 | NC      | $8832.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $117403.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $69226.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                       | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  55720000000 | PA      | $4843573.58   | 1.26%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                     | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  12929400000 | PA      | $3485806.62   | 0.91%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $-67708.62    | -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      | $3991.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-3945.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  16123700000 | PA      | $4283246.02   | 1.11%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-76285.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |            1 | NC      | $102595.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIF9RCF4 IRS CNY R F  1.55960 II4792570250804 CCPNDF / Short: SMIF9RCF4 IRS CNY P V 00MCNRR II7684600250804 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14400000 | OU      | $2628.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     44155000 | PA      | $860165.31    | 0.22%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-41058.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG6RCA6 IRS KRW R F  3.47160 II1149270260206 CCPVANILLA / Short: SMIG6RCA6 IRS KRW P V 03MKSDA II6443100260206 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1524200000 | OU      | $-14233.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG649W3 IRS THB R F  1.45000 II3211980260204 CCPNDFOIS / Short: SMIG649W3 IRS THB P V 00MTHOR II6073410260204 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28800000 | OU      | $-8502.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGL50X0 IRS KRW R V 03MKSDA II7201130260423 CCPVANILLA / Short: BMIGL50X0 IRS KRW P F  3.70945 II3352670260423 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    922000000 | OU      | $3382.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-162486.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEWEFW0 IRS CZK R F  3.49200 II8229490250514 CCPVANILLA / Short: SMIEWEFW0 IRS CZK P V 06MPRIBR II4486710250514 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32140000 | OU      | $-50524.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     30000000 | PA      | $85287.73     | 0.02%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-524927.04   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      1056000 | PA      | $52954.39     | 0.01%             | 2031-09-20      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                     | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    107000000 | PA      | $1125761.21   | 0.29%             | 2034-04-26      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SWAP DEUTSCHE BANK BOC                     | SWAP DEUTSCHE BANK BOC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -2320000 | NS      | $-2320000.00  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-542429.70   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICS5EB5 IRS CNY R F  2.39250 II0415680231122 CCPNDF / Short: SMICS5EB5 IRS CNY P V 00MCNRR II9872020231122 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17330000 | OU      | $58889.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $17395.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIG4TBE7 IRS BRL R F 13.02500 II6547480260127 CCPNDFPREDISWA / Short: SMIG4TBE7 IRS BRL P V 00MBRCDI II0763190260127 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4000000 | OU      | $-20772.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICA0V83 IRS CZK R F  3.96000 II0125270230802 CCPVANILLA / Short: SMICA0V83 IRS CZK P V 06MPRIBO II3012340230802 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20700000 | OU      | $-30810.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | BMIGCK405                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      6800000 | OU      | $54298.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-8542.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $13859.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-262.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    363902000 | PA      | $1061947.94   | 0.28%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $42511.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-2568.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | Long: BMIDKJ7G8 IRS MYR R F  3.67500 II6615320240606 NDF / Short: BMIDKJ7G8 IRS MYR P V 03MKLIBO II2537390240606 NDF                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |     45400000 | OU      | $77691.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $-16154.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       107000 | PA      | $27257.81     | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $14367.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     11214000 | PA      | $248677.44    | 0.06%             | 2029-07-04      | Floating      | 40.92%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |            1 | NC      | $-541.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-121064.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMIGJA5Y5                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     14000000 | OU      | $22008.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | BMIF6EU41                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -6303000 | OU      | $-77041.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGG9JE0 IRS MYR R F  3.53550 II6210830260402 CCPNDF / Short: SMIGG9JE0 IRS MYR P V 03MKLIBO II3414760260402 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6000000 | OU      | $-504.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    393410000 | PA      | $1145381.23   | 0.30%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       566000 | PA      | $143551.75    | 0.04%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |            1 | NC      | $-796226.97   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9028.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     51505500 | PA      | $2831996.83   | 0.74%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIEVPXL0 IRS CLP R F  4.75000 II2149700250508 CCPNDFCAMARAPR / Short: SMIEVPXL0 IRS CLP P V 06MCLICP II8112760250508 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5150000000 | OU      | $-52418.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                       | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  40000000000 | PA      | $3552205.40   | 0.92%             | 2027-05-29      | Fixed         | 16.63%                | Yes           |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-7630.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-237047.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $21134.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGFN5U9 IRS PLN R V 06MWIBOR II0764310260330 CCPVANILLA / Short: BMIGFN5U9 IRS PLN P F  4.69680 II7325640260330 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     34133000 | OU      | $-49000.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $-8721.77     | -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      | $226342.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     11275000 | PA      | $23419.29     | 0.01%             | 2032-03-06      | Fixed         | 14.60%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     16960000 | PA      | $962530.80    | 0.25%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $11084.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICLB3M7 IRS CZK R F  4.33000 II5201470231012 CCPVANILLA / Short: SMICLB3M7 IRS CZK P V 06MPRIBO II7300180231012 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |        30000 | OU      | $-11.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $-37028.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $1199.49      | 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        |     38328907 | PA      | $2215423.27   | 0.58%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-195719.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $2026.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |            1 | NC      | $-14829.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMID88R41 IRS CNY R F  2.12250 II3842900240320 CCPNDF / Short: SMID88R41 IRS CNY P V 00MCNRR II1315000240320 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13600000 | OU      | $40074.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-602.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $1667180.52   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    880544000 | PA      | $640046.52    | 0.17%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-23873.38    | -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      | $64180.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       531000 | PA      | $141130.51    | 0.04%             | 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        |    106538802 | PA      | $6035284.57   | 1.57%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $-1146.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1394.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFHRSQ4 IRS CZK R F  3.85200 II6301650250918 CCPVANILLA / Short: SMIFHRSQ4 IRS CZK P V 06MPRIBR II8293170250918 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23820000 | OU      | $-25135.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9356.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $-1891.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $86782.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDAWFA4 IRS THB R F  2.69500 II2598940240409 CCPNDFOIS / Short: SMIDAWFA4 IRS THB P V 00MTHOR II2022370240409 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68480000 | OU      | $121553.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |            1 | NC      | $-22351.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-675.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie B                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      7195000 | PA      | $6381344.10   | 1.66%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7196000 | PA      | $399859.50    | 0.10%             | 2033-01-26      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIESGWB7 IRS PLN R V 06MWIBOR II1995750250414 CCPVANILLA / Short: BMIESGWB7 IRS PLN P F  4.33500 II2443260250414 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15734800 | OU      | $125675.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4230000 | PA      | $1004441.60   | 0.26%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIG2H5S1 IRS CLP R F  4.71930 II6450590260114 CCPNDFCAMARAPR / Short: SMIG2H5S1 IRS CLP P V 06MCLICP II5972780260114 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    711000000 | OU      | $-11565.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $60.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIF5H246 IRS BRL R F 13.17600 II3871450250708 CCPNDFPREDISWA / Short: SMIF5H246 IRS BRL P V 00MBRCDI II6000710250708 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     18380000 | OU      | $-93693.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     30700000 | PA      | $900560.60    | 0.23%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMID18QM9                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     11200000 | OU      | $12331.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   7446000000 | PA      | $1219539.16   | 0.32%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $1617.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-4753.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1169600 | PA      | $565794.00    | 0.15%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                     | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   7773600000 | PA      | $2179949.69   | 0.57%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | BMIGG0X86                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      4000000 | OU      | $48296.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |            1 | NC      | $70432.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                           | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    228778000 | PA      | $160220.26    | 0.04%             | 2026-07-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       272200 | PA      | $137120.75    | 0.04%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFYFLP0 IRS CNY R F  1.62650 II5887340251216 CCPNDF / Short: SMIFYFLP0 IRS CNY P V 00MCNRR II9586300251216 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     84400000 | OU      | $47947.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                   | Europe Asia Investment Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  25786585000 | PA      | $2165074.30   | 0.56%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIELK0W4 IRS BRL R F 14.78250 II2608560250305 CCPNDFPREDISWA / Short: SMIELK0W4 IRS BRL P V 00MBRCDI II0278900250305 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16670000 | OU      | $18402.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $-67482.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-39570.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   6709686000 | PA      | $4717785.67   | 1.23%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5745000 | PA      | $320949.19    | 0.08%             | 2035-12-22      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDS1J19 IRS BRL R F 11.65000 II7295340240723 CCPNDFPREDISWA / Short: SMIDS1J19 IRS BRL P V 00MBRCDI II7033010240723 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6800000 | OU      | $-74284.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |        60000 | PA      | $31500.00     | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $883.75       | 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      | $323723.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $10423.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $132012.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-12106.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |            1 | NC      | $-6227.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -3 | NC      | $12421.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIGBCLX3 IRS MXN R F  7.03500 II8857150260306 CCPOIS / Short: SMIGBCLX3 IRS MXN P V 00MTIEF II4950570260306 CCPOIS                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     32630000 | OU      | $-4865.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5225000 | PA      | $294448.81    | 0.08%             | 2032-12-22      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |            1 | NC      | $-27534.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $-58228.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3900000 | PA      | $1071517.44   | 0.28%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFYTBG1 IRS INR R F  5.92700 II9893870251217 CCPNDFOIS / Short: SMIFYTBG1 IRS INR P V 00MMIBOR II0905740251217 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    233010000 | OU      | $-65392.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFEL1K2 IRS INR R F  5.77000 II4561510250902 CCPNDFOIS / Short: SMIFEL1K2 IRS INR P V 00MMIBOR II8798520250902 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000000 | OU      | $-60285.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $28515.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMID0PTA5                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      9800000 | OU      | $10731.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $149984.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       209000 | PA      | $217516.75    | 0.06%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-29726.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $78668.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                      | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    313792000 | PA      | $5812601.90   | 1.51%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $6578.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-8318.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $4887.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-75128.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGHDHB8 IRS PLN R F  4.18000 II7602190260409 CCPVANILLA / Short: SMIGHDHB8 IRS PLN P V 06MWIBOR II0757280260409 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4113000 | OU      | $-19862.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFARFN2 IRS PLN R F  4.58500 II2095050250808 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR II6340910250808 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18919000 | OU      | $-18329.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGL5EZ0 IRS THB R V 00MTHOR II0235100260423 CCPNDFOIS / Short: BMIGL5EZ0 IRS THB P F  1.68750 II5001610260423 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25000000 | OU      | $958.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |            1 | NC      | $8399.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                     | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |     23000000 | PA      | $5897.97      | 0.00%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       277172 | PA      | $126113.26    | 0.03%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                | BMIGMCTR6                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      2000000 | OU      | $5290.00      | 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      | $-372652.01   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    940316000 | PA      | $656761.70    | 0.17%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      6896000 | PA      | $385234.27    | 0.10%             | 2032-11-24      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |            1 | NC      | $10347.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-39368.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGL6X12 IRS PLN R V 06MWIBOR II5909990260423 CCPVANILLA / Short: BMIGL6X12 IRS PLN P F  4.43400 II8095670260423 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2900000 | OU      | $5075.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $-31885.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGFN3Y3 IRS CZK R V 06MPRIBR II4034340260330 CCPVANILLA / Short: BMIGFN3Y3 IRS CZK P F  4.62230 II8064500260330 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     47110000 | OU      | $-16030.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      4094000 | PA      | $227487.28    | 0.06%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMIGF3SJ3                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      3000000 | OU      | $31983.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-14437.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-79457.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2302000 | PA      | $160671.54    | 0.04%             | 2034-11-25      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    535000000 | PA      | $106128.53    | 0.03%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFALEL0 IRS INR R F  5.65970 II2606490250808 CCPNDFOIS / Short: SMIFALEL0 IRS INR P V 00MMIBOR II9271530250808 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    215300000 | OU      | $-74405.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     10957000 | PA      | $594446.35    | 0.15%             | 2033-02-16      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $29847.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $63.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9137.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $229149.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4286015000 | PA      | $2972910.09   | 0.77%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $-1251.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds      | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       289000 | PA      | $276642.48    | 0.07%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIF4J1P7 IRS CNY R F  1.46400 II2893220250702 CCPNDF / Short: SMIF4J1P7 IRS CNY P V 00MCNRR II8026840250702 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20210000 | OU      | $-8614.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |            1 | NC      | $-73361.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    158500000 | PA      | $4331341.16   | 1.13%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-11573.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       935400 | PA      | $478223.25    | 0.12%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $1881.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG99SV0 IRS CZK R F  3.59650 II4234250260224 CCPVANILLA / Short: SMIG99SV0 IRS CZK P V 06MPRIBR II8296150260224 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20150000 | OU      | $-33355.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC2U4Y9 IRS PLN R F  5.26100 II8535980230607 CCPVANILLA / Short: SMIC2U4Y9 IRS PLN P V 06MWIBOR II0989910230607 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40000000 | OU      | $177342.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                   | National Bank of Uzbekistan                                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  14170000000 | PA      | $1241584.05   | 0.32%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1577.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       621900 | PA      | $294625.13    | 0.08%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-21570.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HU        |            1 | NC      | $1014358.71   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     75900000 | PA      | $954597.68    | 0.25%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $8258.72      | 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      | $-256676.41   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |            1 | NC      | $-62181.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                         | Mongolia Government International Bond                                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $205977.27    | 0.05%             | 2030-02-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7675000 | PA      | $440043.61    | 0.11%             | 2040-11-24      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | BMIGE00M3                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2000000 | OU      | $-8114.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    353300000 | PA      | $4592734.25   | 1.19%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE8NW57 IRS INR R F  6.00500 II7882860241204 CCPNDFOIS / Short: SMIE8NW57 IRS INR P V 00MMIBOR II0778150241204 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    334000000 | OU      | $-44895.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-3391.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    316000000 | PA      | $1020945.32   | 0.27%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG3LE10 IRS THB R F  1.46500 II9322860260121 CCPNDFOIS / Short: SMIG3LE10 IRS THB P V 00MTHOR II5956860260121 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25340000 | OU      | $-6915.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIF4J5K4 IRS INR R F  5.69000 II2829210250702 CCPNDFOIS / Short: SMIF4J5K4 IRS INR P V 00MMIBOR II2442720250702 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000000 | OU      | $-93368.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $-18713.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG6RC08 IRS KRW R F  3.47450 II5776020260206 CCPVANILLA / Short: SMIG6RC08 IRS KRW P V 03MKSDA II3278710260206 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2491800000 | OU      | $-23043.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8188000 | PA      | $457962.73    | 0.12%             | 2035-11-24      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $30163.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG00VN2 IRS MYR R F  3.36900 II2069590251229 CCPNDF / Short: SMIG00VN2 IRS MYR P V 03MKLIBO II8370480251229 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3800000 | OU      | $-6682.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $43680.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                         | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       500000 | PA      | $514943.17    | 0.13%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMID6N7M2 IRS INR R F  6.25600 II8975710240312 CCPNDFOIS / Short: SMID6N7M2 IRS INR P V 00MMIBOR II0474720240312 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    970400000 | OU      | $-26339.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-6515.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEZ9392 IRS CNY R F  1.48250 II4988280250603 CCPNDF / Short: SMIEZ9392 IRS CNY P V 00MCNRR II8564590250603 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17350000 | OU      | $-4225.75     | -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      | $-196168.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |            1 | NC      | $126616.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-14515.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9040.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    786700000 | PA      | $2197269.00   | 0.57%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC3MUR2 IRS PLN R F  5.16100 II9099980230614 CCPVANILLA / Short: SMIC3MUR2 IRS PLN P V 06MWIBOR II0634960230614 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17000000 | OU      | $66653.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       343000 | PA      | $87838.46     | 0.02%             | 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        |       143000 | PA      | $36410.95     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |            1 | NC      | $6807.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     84047700 | PA      | $4017283.51   | 1.04%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       672000 | PA      | $699384.00    | 0.18%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-75962.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $-183921.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFXCWN1 IRS INR R F  5.98300 II8804340251210 CCPNDFOIS / Short: SMIFXCWN1 IRS INR P V 00MMIBOR II3229390251210 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000000 | OU      | $-64042.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    229718100 | PA      | $12184016.05  | 3.17%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGL4XA7 IRS KRW R V 03MKSDA II4775500260423 CCPVANILLA / Short: BMIGL4XA7 IRS KRW P F  3.69850 II6691640260423 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    948200000 | OU      | $3799.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $5942.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $21838.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-7648.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDPXG31 IRS CZK R F  3.76250 II3853300240709 CCPVANILLA / Short: SMIDPXG31 IRS CZK P V 06MPRIBR II7227720240709 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    259000000 | OU      | $-216673.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1529.90     | -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      | $-40913.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-58906.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-34143.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIFC9Q65 IRS BRL R F 13.19680 II8155570250819 CCPNDFPREDISWA / Short: SMIFC9Q65 IRS BRL P V 00MBRCDI II0823830250819 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13712000 | OU      | $-61333.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-3314.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |            1 | NC      | $32606.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10000000 | PA      | $32314.27     | 0.01%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SWAP JP MORGAN BOC                         | SWAP JP MORGAN BOC                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |       -10000 | NS      | $-10000.00    | -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      | $-2990.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $273801.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-35745.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-81472.61    | -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      | $79348.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $23418.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-35399.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-78856.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $315304.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1680882 | PA      | $663780.30    | 0.17%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $140538.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5116000 | PA      | $285805.86    | 0.07%             | 2031-01-26      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMIGF3T11                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -3000000 | OU      | $-8910.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGH3KJ9 IRS PLN R F  4.25000 II2885650260408 CCPVANILLA / Short: SMIGH3KJ9 IRS PLN P V 06MWIBOR II5480700260408 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2841000 | OU      | $-11309.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-148576.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1312000 | PA      | $332040.96    | 0.09%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $26655.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | Long: BMIFEM5B6 IRS MYR R F  3.09000 II8868890250902 NDF / Short: BMIFEM5B6 IRS MYR P V 03MKLIBO II4597690250902 NDF                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |      5730000 | OU      | $-24708.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIGBCJK4 IRS MXN R F  7.06000 II9210540260306 CCPOIS / Short: SMIGBCJK4 IRS MXN P V 00MTIEF II9622970260306 CCPOIS                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     33000000 | OU      | $-3997.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5540099000 | PA      | $3922727.27   | 1.02%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDWWQV2 IRS CNY R F  1.72500 II5220990240904 CCPNDF / Short: SMIDWWQV2 IRS CNY P V 00MCNRR II6033860240904 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9000000 | OU      | $10520.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-1359.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1237885000 | PA      | $2626013.52   | 0.68%             | 2032-02-05      | Fixed         | 15.18%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $-7725.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA COSTERA                     | Fideicomiso PA Costera                                                                                                                     | CUSIP: 31574FAB3<br>LEI: 5493002XQPJWQYQDVX07 | Long             | DBT              | CORP              | CO        |   4979414974 | PA      | $1194050.16   | 0.31%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9042.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5885000 | PA      | $333079.24    | 0.09%             | 2030-11-24      | Fixed         | 16.49%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIEV0FN1 IRS BRL R F 13.51000 II9621590250502 CCPNDFPREDISWA / Short: SMIEV0FN1 IRS BRL P V 00MBRCDI II0762140250502 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13456000 | OU      | $-44009.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-173817.06   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $18637.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD VND                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-90.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |            1 | NC      | $-6499.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-18958.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                   | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      5268586 | PA      | $140848.57    | 0.04%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    133290000 | PA      | $228722.86    | 0.06%             | 2033-08-23      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIFLBMY3 IRS MXN R F  6.93360 II3852230251002 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 00MTIEF II6968010251002 CCPOIS                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    285000000 | OU      | $-35305.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $152442.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-14998.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDXRZ91 IRS INR R F  5.91250 II7818740240911 CCPNDFOIS / Short: SMIDXRZ91 IRS INR P V 00MMIBOR II4342060240911 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000000 | OU      | $-67390.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    754547000 | PA      | $1512470.01   | 0.39%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       725000 | PA      | $184875.00    | 0.05%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-104057.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                   | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 141910000000 | PA      | $12840993.87  | 3.34%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                     | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     11000000 | PA      | $597853.89    | 0.16%             | 2029-02-16      | Fixed         | 14.90%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    273000000 | PA      | $882421.06    | 0.23%             | 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        |       393200 | PA      | $180773.70    | 0.05%             | 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        |        99000 | PA      | $25973.64     | 0.01%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3943000000 | PA      | $1025963.08   | 0.27%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   7716500000 | PA      | $667256.30    | 0.17%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                    | Nigeria Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    303000000 | PA      | $250329.31    | 0.07%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  35855000000 | PA      | $5872492.17   | 1.53%             | 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        |      2518595 | PA      | $1001141.51   | 0.26%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG6GKY9 IRS KRW R F  3.44450 II2764000260205 CCPNDF / Short: SMIG6GKY9 IRS KRW P V 03MKSDA II5954980260205 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1524000000 | OU      | $-15518.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $22758.12     | 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        |       280361 | PA      | $293017.55    | 0.08%             | 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        |   2652886000 | PA      | $7639441.02   | 1.99%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $19494.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGKKMZ9 IRS CNY R F  1.55960 II8965470260421 CCPNDF / Short: SMIGKKMZ9 IRS CNY P V 00MCNRR II2898160260421 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9880000 | OU      | $-3.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-13172.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2916.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-323905.92   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    230500000 | PA      | $2995620.74   | 0.78%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2172000 | PA      | $646058.67    | 0.17%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |            1 | NC      | $29608.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-158049.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    108019300 | PA      | $6230847.81   | 1.62%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KES                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-5843.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICA0VP5 IRS CZK R F  4.15000 II9561050230802 CCPVANILLA / Short: SMICA0VP5 IRS CZK P V 06MPRIBO II5816920230802 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     37900000 | OU      | $-3453.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $81396.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFRUC18 IRS CNY R F  1.56600 II5512020251104 CCPNDF / Short: SMIFRUC18 IRS CNY P V 00MCNRR II9802270251104 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9460000 | OU      | $1744.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIG0PPM6 IRS BRL R F 12.96300 II1445250260105 CCPNDFPREDISWA / Short: SMIG0PPM6 IRS BRL P V 00MBRCDI II3558060260105 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     28700000 | OU      | $-124443.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-192540.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                         | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       694000 | PA      | $741237.79    | 0.19%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG6NG60 IRS KRW R F  3.40865 II3988530260206 CCPVANILLA / Short: SMIG6NG60 IRS KRW P V 03MKSDA II1568010260206 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3049000000 | OU      | $-34453.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                   | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1922000000 | PA      | $4022408.61   | 1.05%             | 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        |     80770000 | PA      | $192028.98    | 0.05%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGH39W3 IRS PLN R F  4.24330 II3266440260408 CCPVANILLA / Short: SMIGH39W3 IRS PLN P V 06MWIBOR II2554690260408 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8424000 | OU      | $-34217.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-56482.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIFMFVP2 IRS CNY R F  1.63550 II0247130251009 CCPNDF / Short: SMIFMFVP2 IRS CNY P V 00MCNRR II8021110251009 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10448000 | OU      | $6796.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-1806.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGH4DT3 IRS PLN R F  4.17000 II7033110260408 CCPVANILLA / Short: SMIGH4DT3 IRS PLN P V 06MWIBOR II0169380260408 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2522000 | OU      | $-12485.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      7375000 | PA      | $1665419.65   | 0.43%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    211334000 | PA      | $374635.84    | 0.10%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                      | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    505088000 | PA      | $9377905.69   | 2.44%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $11908.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2722950000 | PA      | $6512871.86   | 1.69%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    101620000 | PA      | $1029639.41   | 0.27%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $2176.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $40918.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | BMIGMCW76                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      2000000 | OU      | $5290.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-11.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGJKL33 IRS THB R F  1.48200 II1798730260416 CCPNDFOIS / Short: SMIGJKL33 IRS THB P V 00MTHOR II1029090260416 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18276000 | OU      | $-6269.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $10894.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGLHE76 IRS ZAR R V 03MJIBAR II1468310260424 CCPVANILLA / Short: BMIGLHE76 IRS ZAR P F  7.52000 II2622590260424 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11210000 | OU      | $4699.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIGEZ9P0 IRS CZK R F  4.28700 II0891310260325 CCPVANILLA / Short: SMIGEZ9P0 IRS CZK P V 06MPRIBR II5714750260325 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32500000 | OU      | $-8558.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIGFVDA6 IRS PLN R V 06MWIBOR II5192690260331 CCPVANILLA / Short: BMIGFVDA6 IRS PLN P F  4.94500 II9570250260331 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3214317 | OU      | $-11072.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $-1136.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-8712.42     | -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      | $-1320.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-91555.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $79064.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     85000000 | PA      | $240682.30    | 0.06%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $12674.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-122354.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    502000000 | PA      | $948162.19    | 0.25%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2054969000 | PA      | $1460311.52   | 0.38%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                              | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    446700000 | PA      | $197490.59    | 0.05%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-47.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $2103.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEQQRF4 IRS THB R F  1.40630 II6436970250403 CCPNDFOIS / Short: SMIEQQRF4 IRS THB P V 00MTHOR II8581460250403 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25220000 | OU      | $-4800.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $173155.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $1995.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $1639.41      | 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      | $-99203.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      9949900 | PA      | $9904219.41   | 2.57%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |            1 | NC      | $-4950.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  75000000000 | PA      | $4368472.83   | 1.14%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $111.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-34.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5984408000 | PA      | $3879933.97   | 1.01%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $8184.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   6661000000 | PA      | $374307.92    | 0.10%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7610.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIEUBRP0 IRS PLN R V 06MWIBOR II6015360250428 CCPVANILLA / Short: BMIEUBRP0 IRS PLN P F  4.30978 II3283260250428 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3054300 | OU      | $25967.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6681300000 | PA      | $1400298.01   | 0.36%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDZXVP4 IRS INR R F  5.93600 II0490560240926 CCPNDFOIS / Short: SMIDZXVP4 IRS INR P V 00MMIBOR II4554010240926 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000000 | OU      | $-95893.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-764.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEV7Z87 IRS CNY R F  1.39300 II1390310250506 CCPNDF / Short: SMIEV7Z87 IRS CNY P V 00MCNRR II5793480250506 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25942000 | OU      | $-20308.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIELEXV4 IRS INR R F  5.95300 II8621940250305 CCPNDFOIS / Short: SMIELEXV4 IRS INR P V 00MMIBOR II0565860250305 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    390000000 | OU      | $-75355.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIG0NP33 IRS CZK R F  3.82600 II1266990260105 CCPVANILLA / Short: SMIG0NP33 IRS CZK P V 06MPRIBR II7881120260105 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19400000 | OU      | $-22663.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                    | Nigeria Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2291810000 | PA      | $1755624.03   | 0.46%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         6000 | PA      | $1572.96      | 0.00%             | 2031-04-22      | 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        |    295319497 | PA      | $17346157.58  | 4.51%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $152940.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2082307000 | PA      | $1346500.65   | 0.35%             | 2027-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    168693000 | PA      | $8895336.35   | 2.31%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     57375434 | PA      | $14526772.36  | 3.78%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-75875.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-22829.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       637000 | PA      | $161839.41    | 0.04%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $8452.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

**Signature:** James F. Kirchner

**Name of Signer:** James F. Kirchner

**Title:** Principal Financial Officer