# EDGAR Filing Document

**Accession Number:** 0000783740
**File Stem:** 0001410368-26-064329
**Filing Date:** 2026-6
**Character Count:** 102756
**Document Hash:** f945b7d780d842455ea11552cf17b67d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064329.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064329

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04492
- **FILM NUMBER:** 261113290

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $579492887.03

**Total Liabilities:** $14703074.83

**Net Assets:** $564789812.20

**Delayed Delivery Securities:** $8786732.42

**Cash Not Reported:** $3877591.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -90.88000000 | **1-Year:** -2693.21000000 | **5-Year:** -9944.61000000 | **10-Year:** -4822.65000000 | **30-Year:** -677.20000000

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

- **3-Month:** -179.43000000 | **1-Year:** -1006.65000000 | **5-Year:** -3641.05000000 | **10-Year:** -5361.70000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104417 | 1.73%                | -6.01%               | 2.51%                |
| Class ID C000123138 | 1.66%                | -5.77%               | 2.43%                |
| Class ID C000104419 | 1.66%                | -5.81%               | 2.43%                |
| Class ID C000104422 | 1.63%                | -5.79%               | 2.57%                |
| Class ID C000104423 | 1.65%                | -5.75%               | 2.41%                |
| Class ID C000104418 | 1.57%                | -5.86%               | 2.34%                |
| Class ID C000104420 | 1.56%                | -5.82%               | 2.33%                |
| Class ID C000104416 | 1.63%                | -5.81%               | 2.58%                |
| Class ID C000104421 | 1.78%                | -5.97%               | 2.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4037841.82              | $-1727600.40                               |
| Month 2  | $-2465804.89             | $-30725496.45                              |
| Month 3  | $1429056.09              | $9253017.58                                |

**Designated Index Information**

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

- **Index Identifier:** JGENVUUG

### Schedule of Portfolio Investments

| Name                                     | Title                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-107865.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | TR        |            1 | NC      | $4676.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $31295.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                 | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       785000 | PA      | $806789.76    | 0.14%             | 2028-10-17      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    296200000 | PA      | $3028604.14   | 0.54%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE JUN26                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -23 | NC      | $75257.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International              | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |            1 | NC      | $-29389.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    360300000 | PA      | $18884682.54  | 3.34%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $16552.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $23191.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CL        |            1 | NC      | $149948.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $23140.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   9275000000 | PA      | $10474525.16  | 1.85%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                 | African Development Bank                                                                                                   | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     64700000 | PA      | $684082.90    | 0.12%             | 2046-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    159200000 | PA      | $1620154.53   | 0.29%             | 2052-09-12      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     37318000 | PA      | $6166912.92   | 1.09%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     23520000 | PA      | $6787866.10   | 1.20%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PHP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |            1 | NC      | $-80055.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   2852493000 | PA      | $1920516.20   | 0.34%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    344270000 | PA      | $11135982.43  | 1.97%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $11357.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $-45869.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-25754.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   7712000000 | PA      | $1271735.62   | 0.23%             | 2035-03-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     71735000 | PA      | $18178767.07  | 3.22%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    118300000 | PA      | $5682205.97   | 1.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                    | China Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     81740000 | PA      | $12048115.72  | 2.13%             | 2027-02-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $13689.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-127076.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-10038.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PHP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |            1 | NC      | $-182113.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       626000 | PA      | $618870.36    | 0.11%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD KZT                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-91034.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AES ANDES SA                             | AES Andes SA                                                                                                               | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      1064000 | PA      | $1101780.51   | 0.20%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EGYPTIAN POUND                           | EGYPTIAN POUND                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | EG        |       440319 | NS      | $8211.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $-10196.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $88469.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | IN        |            1 | NC      | $-83565.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $1589.02      | 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      | $-60384.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16450000 | PA      | $3757390.30   | 0.67%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                  | International Bank for Reconstruction & Development                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    224500000 | PA      | $2239731.28   | 0.40%             | 2033-02-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     41449000 | PA      | $7737106.91   | 1.37%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $142610.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD HUF                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-14682.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11945   IRS CZK R F  4.07100 SM11945_FIX CCPVANILLA / Short: SM11945   IRS CZK P V 06MPRIBR SM11945_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    257754000 | OU      | $-96955.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -98 | NC      | $117869.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO CURRENCY                            | EURO CURRENCY                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | N/A       |           26 | NS      | $31.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $35141.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     39821000 | PA      | $10386448.44  | 1.84%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $29028.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD EGP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $114703.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     63230559 | PA      | $1609221.79   | 0.28%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   7203600000 | PA      | $1749241.23   | 0.31%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   9673000000 | PA      | $1595111.33   | 0.28%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $17200.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD                      | STC Sukuk Co II Ltd                                                                                                        | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |      1081000 | PA      | $1067207.95   | 0.19%             | 2031-01-15      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $726539.64    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $74450.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $205191.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $11681.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |            1 | NC      | $-16161.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CO        |            1 | NC      | $-43851.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CL        |            1 | NC      | $-41241.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     13295000 | PA      | $3148995.48   | 0.56%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    112500000 | PA      | $5920442.51   | 1.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $713.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |            1 | NC      | $-37540.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIAN RUPEE                             | INDIAN RUPEE                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | IN        |        23286 | NS      | $245.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-7362.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11915   EQT BRL R E CDI/FIXED12.96/MAT02012031 / Short: SM11915   EQT BRL P E FLOAT/BZDIOVRA/CCP                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    147678000 | OU      | $-277921.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                   | China Development Bank                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     77310000 | PA      | $11648310.87  | 2.06%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                 | Corp Financiera de Desarrollo SA                                                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       996000 | PA      | $1016816.40   | 0.18%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     33220000 | PA      | $7758927.47   | 1.37%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     94000000 | PA      | $949702.00    | 0.17%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    114000000 | PA      | $2023413.23   | 0.36%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-301.84      | -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      | $-3193.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -52 | NC      | $137522.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    113760000 | PA      | $6862890.06   | 1.22%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CZECH KORUNA                             | CZECH KORUNA                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CZ        |          307 | NS      | $14.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3705000000 | PA      | $4121950.83   | 0.73%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-42976.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                    | Banco Santander Chile                                                                                                      | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |       929000 | PA      | $920174.50    | 0.16%             | 2030-11-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     17029000 | PA      | $4594046.11   | 0.81%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                  | America Movil SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     33690000 | PA      | $1994991.19   | 0.35%             | 2029-01-22      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                      | PURCHASED SGD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | SG        |            1 | NC      | $-5848.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 126354000000 | PA      | $8165235.92   | 1.45%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED RSD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RS        |            1 | NC      | $-8819.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $6388.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $5319.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAITEREK NATL INV HOLD                   | Baiterek National Investment Holding JSC                                                                                   | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      1647000 | PA      | $1666241.03   | 0.30%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-6417.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-206586.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    267281000 | PA      | $8819621.80   | 1.56%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11568   IRS HUF R F  6.17470 SM11568_FIX CCPVANILLA / Short: SM11568   IRS HUF P V 06MBUBOR SM11568_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000000 | OU      | $82967.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     44875000 | PA      | $10509584.74  | 1.86%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |            1 | NC      | $-23917.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |            1 | NC      | $-94.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |            1 | NC      | $-21811.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                    | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                 | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       945000 | PA      | $912019.50    | 0.16%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10559900 | PA      | $601053.99    | 0.11%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  31987100000 | PA      | $5481822.46   | 0.97%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-392.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED CZK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |            1 | NC      | $-12307.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                  | International Bank for Reconstruction & Development                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     59140000 | PA      | $1696436.41   | 0.30%             | 2035-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |            1 | NC      | $-151607.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-23286.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   1367209000 | PA      | $968052.54    | 0.17%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   2644569000 | PA      | $1883502.79   | 0.33%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $4481.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $93348.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED USD / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-9901.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Peso                            | Colombia Peso                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | CO        |      -326752 | NS      | $-89.80       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    146675000 | PA      | $2710398.71   | 0.48%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11801   EQT BRL R E CDI/FIXED13.75/MAT02012031 / Short: SM11801   EQT BRL P E FLOAT/BZDIOVRA/CCP                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     20172000 | OU      | $28646.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    217500000 | PA      | $11949208.58  | 2.12%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                             | POLISH ZLOTY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | PL        |            8 | NS      | $2.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 348932000000 | PA      | $19357360.50  | 3.43%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $1662550.63   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |            1 | NC      | $-1557.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                      | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      9347000 | PA      | $240255.35    | 0.04%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     53400000 | PA      | $1662842.72   | 0.29%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $-30292.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     28238000 | PA      | $1630470.36   | 0.29%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  37422600000 | PA      | $8203990.36   | 1.45%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio | MFS Institutional Money Market Portfolio                                                                                   | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |     42907618 | NS      | $42911908.82  | 7.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    183610000 | PA      | $7331086.12   | 1.30%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    394023000 | PA      | $22297236.09  | 3.95%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |            1 | NC      | $83322.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $18165.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    123520000 | PA      | $5894866.08   | 1.04%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                    | China Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     75300000 | PA      | $10480337.67  | 1.86%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO (NEW)                       | MEXICAN PESO (NEW)                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | MX        |            0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     22171000 | PA      | $5854756.36   | 1.04%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $-16939.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $36340.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIAN RUPIAH                        | INDONESIAN RUPIAH                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | ID        |         1108 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD HKD                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $7031.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD HKD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $11010.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                 | Asian Infrastructure Investment Bank/The                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |     94400000 | PA      | $959876.10    | 0.17%             | 2032-01-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-2830.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     62367000 | PA      | $11067141.78  | 1.96%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $96.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM12038   EQT BRL R E CDI/FIXED13.030/MAT02012029 / Short: SM12038   EQT BRL P E FLOAT/BCDIDR/CCP                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     24545000 | OU      | $-25790.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED USD / SOLD HUF                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-7083.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD RON                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $242336.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-170996.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Exchange traded                          | ISHARES MSCI EMERGING MARKETS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1700 | NC      | $552500.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     35752000 | PA      | $9054268.22   | 1.60%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                  | Inter-American Development Bank                                                                                            | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    438000000 | PA      | $4571485.15   | 0.81%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD HKD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $542.55       | 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        |     47431875 | PA      | $3498758.14   | 0.62%             | 2053-03-31      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $92609.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                   | China Development Bank                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     23920000 | PA      | $3520054.62   | 0.62%             | 2027-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       550000 | PA      | $543735.94    | 0.10%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | TW        |            1 | NC      | $-42240.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |            1 | NC      | $-1229.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  85621000000 | PA      | $4987358.30   | 0.88%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $-6619.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-24235.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                 | European Investment Bank                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    298200000 | PA      | $3118523.93   | 0.55%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-5601.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                 | Empresas Publicas de Medellin ESP                                                                                          | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   4009000000 | PA      | $1013717.14   | 0.18%             | 2027-11-08      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   2852493000 | PA      | $1968208.68   | 0.35%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $70799.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 143546000000 | PA      | $8184858.58   | 1.45%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-29092.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |            1 | NC      | $36152.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     41119000 | PA      | $1120633.93   | 0.20%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    200950000 | PA      | $8752914.68   | 1.55%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-217259.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2294990000 | PA      | $7661270.52   | 1.36%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | BR        |            1 | NC      | $55240.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1086080000 | PA      | $3543754.05   | 0.63%             | 2037-09-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                    | Jamaica Government International Bond                                                                                      | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    206000000 | PA      | $1379318.02   | 0.24%             | 2030-11-03      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |            1 | NC      | $-13319.70    | -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      | $-40540.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |            1 | NC      | $-50403.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RED CARRETERAS OCCIDE                    | Red de Carreteras de Occidente SAB de CV                                                                                   | CUSIP: 000000000<br>LEI: 549300L1K86IY3XOY318 | Long             | DBT              | CORP              | MX        |      4271700 | PA      | $244794.32    | 0.04%             | 2028-06-10      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND BAHT                            | THAILAND BAHT                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | TH        |            1 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-6438.39     | -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      | $141597.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $-53586.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED HUF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | HU        |            1 | NC      | $-23372.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM12039   EQT BRL R E CDI/FIXED12.980/MAT01022029 / Short: SM12039   EQT BRL P E FLOAT/BCDIDR/CCP                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     30348000 | OU      | $-35858.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 48129VAH9<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1410000000 | PA      | $3039830.77   | 0.54%             | 2029-05-08      | Fixed         | 16.95%                | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-142637.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | PL        |            1 | NC      | $19356.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-28553.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    391500000 | PA      | $862287.54    | 0.15%             | 2028-10-16      | Fixed         | 18.40%                | Yes           |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                 | Asian Infrastructure Investment Bank/The                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    339800000 | PA      | $3356920.69   | 0.59%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $-128862.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD THB                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $143281.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     51200000 | PA      | $901658.14    | 0.16%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    377700000 | PA      | $3972438.40   | 0.70%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    948680000 | PA      | $9949229.79   | 1.76%             | 2039-04-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                    | Transnet/South Africa                                                                                                      | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     14800000 | PA      | $931087.72    | 0.16%             | 2028-04-18      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | N/A       |            1 | NC      | $1211.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                 | Eagle Funding Luxco Sarl                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |       895000 | PA      | $901891.50    | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     14086000 | PA      | $424998.15    | 0.08%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     20760000 | PA      | $851256.78    | 0.15%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exchange traded                          | ISHARES MSCI EMERGING MARKETS DEC26 48 PUT                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1700 | NC      | $-180200.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                     | Kallpa Generacion SA                                                                                                       | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |       896000 | PA      | $923865.60    | 0.16%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     36699000 | PA      | $10904852.99  | 1.93%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SM11527   IRS HUF R F  6.05000 SM11527_FIX CCPVANILLA / Short: SM11527   IRS HUF P V 03MBUBOR SM11527_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2205927000 | OU      | $150080.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     52805000 | PA      | $11902061.84  | 2.11%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     18895000 | PA      | $4212224.62   | 0.75%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    594340000 | PA      | $1413016.28   | 0.25%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $420.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     99603000 | PA      | $2543886.07   | 0.45%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $12543.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |            1 | NC      | $-3998.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $-360396.27   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     43640000 | PA      | $9738430.24   | 1.72%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                             | CHILEAN PESO                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CL        |            1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  61583200000 | PA      | $15626120.79  | 2.77%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $13358.56     | 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      | $184314.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                         | HUNGARIAN FORINT                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | HU        |       -18967 | NS      | $-61.13       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-565.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-8829.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 139540000000 | PA      | $7825181.76   | 1.39%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |            1 | NC      | $108914.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  42089600000 | PA      | $8805004.26   | 1.56%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-206676.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    229304000 | PA      | $13454844.82  | 2.38%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    143230000 | PA      | $7544449.72   | 1.34%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer