# EDGAR Filing Document

**Accession Number:** 0001552324
**File Stem:** 0001752724-23-069890
**Filing Date:** 2023-3
**Character Count:** 223016
**Document Hash:** 4e69446df7d7d48185deb07f89205d23
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-069890.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-069890

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Series Fund, Inc
- **CENTRAL INDEX KEY:** 0001552324
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22714
- **FILM NUMBER:** 23768481

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6174828260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### Eaton Vance Emerging Markets Debt Opportunities Fund (Series ID: S000038184)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000117767 | Eaton Vance Emerging Markets Debt Opportunities Fund Class R6 | EELDX           |
| C000162463 | Eaton Vance Emerging Markets Debt Opportunities Fund Class A  | EADOX           |
| C000162464 | Eaton Vance Emerging Markets Debt Opportunities Fund Class I  | EIDOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Eaton Vance Series Fund, Inc

- **b. Investment Company Act file number:** 811-22714

- **c. CIK number of Registrant:** 0001552324

- **d. LEI of Registrant:** 549300R49JD3NSE34I86

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

  - **Street Address 1:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Eaton Vance Emerging Markets Debt Opportunities Fund

- **b. EDGAR series identifier (if any):** S000038184

- **c. LEI of Series:** 549300RCSLWCTPOHZZ51

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1154237366.29

**Total Liabilities:** $27894490.00

**Net Assets:** $1126342876.29

**Delayed Delivery Securities:** $11442812.80

**Cash Not Reported:** $33544225.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -78.39000000 | **1-Year:** -2766.07000000 | **5-Year:** -9954.30000000 | **10-Year:** -13884.68000000 | **30-Year:** -8709.68000000

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

- **3-Month:** -2567.97000000 | **1-Year:** -44391.21000000 | **5-Year:** -105214.57000000 | **10-Year:** -61515.70000000 | **30-Year:** -20188.68000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000162463 | 5.56%                | 2.55%                | 2.90%                |
| Class ID C000162464 | 5.57%                | 2.56%                | 2.92%                |
| Class ID C000117767 | 5.59%                | 2.57%                | 2.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5751552.84             | $59408140.84                               |
| Month 2  | $-3911403.96             | $13970157.14                               |
| Month 3  | $-6474247.94             | $29141661.72                               |

**Designated Index Information**

- **Index Name:** JP Morgan Emerging Markets Hard Currency/Local Currency 50-50 Index

- **Index Identifier:** JPMEMBRIV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Goldman Sachs International                                              | Long: BMIBKMDT0 IRS MYR R F  3.73100 2 NDF / Short: BMIBKMDT0 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |     14960000 | OU      | $30080.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $19556.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $126915.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                          | Cemex SAB de CV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      6102000 | PA      | $5622077.70   | 0.50%             | 2026-06-08      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED CZK / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $892058.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                     | Colombian TES                                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  43453000000 | PA      | $7293819.49   | 0.65%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                     | Times China Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      8252000 | PA      | $1639713.00   | 0.15%             | 2024-06-04      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4V4CQ4 IRS ZAR R F  5.85970 2 CCPVANILLA / Short: SEV4V4CQ4 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    223320000 | OU      | $-625672.05   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    255750000 | PA      | $3792946.23   | 0.34%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        29000 | PA      | $1957.50      | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4JN6U4 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JN6U4 IRS COP P F  3.89000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3266600000 | OU      | $115471.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                                        | Ipoteka-Bank ATIB                                                                                                                    | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  84080000000 | PA      | $7079045.28   | 0.63%             | 2024-04-16      | Fixed         | 16.00%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $24380.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                            | HTA Group Ltd/Mauritius                                                                                                              | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      1000000 | PA      | $809000.00    | 0.07%             | 2027-03-18      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                       | Serbia International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       739000 | PA      | $720970.01    | 0.06%             | 2027-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      9977000 | PA      | $3546882.56   | 0.31%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $449748.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-220678.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBGZZA3 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGZZA3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  13830700000 | OU      | $59075.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                  | Latam Airlines Group SA                                                                                                              | CUSIP: 51818LAA6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      4510000 | PA      | $4842612.50   | 0.43%             | 2027-10-15      | Fixed         | 13.38%                | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $683.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2800000 | PA      | $819000.00    | 0.07%             | 2023-07-09      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                                         | Mexican Udibonos                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1518969160 | PA      | $72606366.09  | 6.45%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1640340 | PA      | $540439.01    | 0.05%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV5A80T2 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV5A80T2 IRS COP P F  9.41500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5667000000 | OU      | $27446.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                  | Sasol Financing USA LLC                                                                                                              | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      5098000 | PA      | $4454326.52   | 0.40%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-289619.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-40611.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | ALPHA HOLDING SA                                                                                                                     | CUSIP: 020ESCAB5<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      5835000 | PA      | $0.00         | 0.00%             | 2022-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                    | Costa Rica Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    594750000 | PA      | $1081423.90   | 0.10%             | 2026-09-30      | Fixed         | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-460109.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-235677.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INVERSIONES ATLANTIDA SA                                                 | Inversiones Atlantida SA                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HN        |      1827000 | PA      | $1665812.93   | 0.15%             | 2026-05-19      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD BRL                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-29261.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBE7JA5 IRS BRL R F 14.19000 2 CCPNDFPREDISWAP / Short: SMIBE7JA5 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    354230000 | OU      | $449362.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-72486.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $126042.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                                  | Braskem America Finance Co                                                                                                           | CUSIP: 000000000<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |      2021000 | PA      | $2059791.96   | 0.18%             | 2041-07-22      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3193.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATP TOW / AND TELECOM                                                    | ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1968000 | PA      | $1792975.92   | 0.16%             | 2026-04-27      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD UYU                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-51986.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                                                  | Petra Diamonds US Treasury PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |      3221420 | PA      | $3140884.58   | 0.28%             | 2026-03-08      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-16634.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-160459.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                      | Minejesa Capital BV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      7109000 | PA      | $6604261.00   | 0.59%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     18951000 | PA      | $379958.17    | 0.03%             | 2023-11-01      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBECZ40 IRS BRL R F 14.07000 2 CCPNDFPREDISWAP / Short: SMIBECZ40 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    281910000 | OU      | $288851.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD BRL                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-46576.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-32380.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                       | JSW Infrastructure Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      8087000 | PA      | $7175322.08   | 0.64%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      2264580 | PA      | $746106.08    | 0.07%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                   | BBVA Bancomer SA/Texas                                                                                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      4634000 | PA      | $4410641.20   | 0.39%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                                                   | Credito Real SAB de CV SOFOM ER                                                                                                      | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |      7574000 | PA      | $637198.04    | 0.06%             | 2028-01-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                                | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     17280000 | PA      | $242909.60    | 0.02%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                  | Long: BEV56EAN6 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPUNDING / Short: BEV56EAN6 IRS CLP P F  2.10000 CLF LEG 2.1 FIXED RATE         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |   1936888470 | OU      | $-295300.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AUNA SA                                                                  | Auna SAA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300C3XBVL3X4TME11 | Long             | DBT              | CORP              | PE        |      9088000 | PA      | $7786144.82   | 0.69%             | 2025-11-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CORURIPE NETHERLANDS BV                                                  | Coruripe Netherlands BV                                                                                                              | CUSIP: 22088DAA8<br>LEI: 724500EL5MDC9RD0FW48 | Long             | DBT              | CORP              | NL        |      1683000 | PA      | $1270160.10   | 0.11%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                             | Ecopetrol SA                                                                                                                         | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4335000 | PA      | $4452760.28   | 0.40%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $5699.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-13870.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1850000 | PA      | $119325.00    | 0.01%             | 2022-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-82250.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-18282.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $105705.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                                    | Serbia Treasury Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   2643130000 | PA      | $20579270.37  | 1.83%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD CLP                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-79096.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    754591000 | PA      | $13027901.55  | 1.16%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                                     | Bulgarian Energy Holding EAD                                                                                                         | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      2908000 | PA      | $2592880.99   | 0.23%             | 2028-07-22      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| ALAM SUTERA REALTY TBK                                                   | Alam Sutera Realty Tbk PT                                                                                                            | CUSIP: 000000000<br>LEI: 2549001ML992STTEP738 | Long             | DBT              | CORP              | ID        |      7442000 | PA      | $6362910.00   | 0.56%             | 2025-11-02      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-99821.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $478.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOR MINING PLC                                                      | Endeavour Mining PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |      7463000 | PA      | $6646920.95   | 0.59%             | 2026-10-14      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Iraq                                                         | Iraq International Bond                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     17751875 | PA      | $16490781.80  | 1.46%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $25642.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                       | Zambia Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7294000 | PA      | $3419084.38   | 0.30%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                                | CUSIP: 25714RDA9<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    634070000 | PA      | $10526679.30  | 0.93%             | 2025-10-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD ZMW                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2546.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4K3JC2 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JC2 IRS COP P F  4.82500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4129200000 | OU      | $172066.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $103278.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       564000 | PA      | $38128.66     | 0.00%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                 | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $-3765.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                         | Guara Norte Sarl                                                                                                                     | CUSIP: 000000000<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      6079876 | PA      | $5510799.51   | 0.49%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                   | Republic of Uzbekistan International Bond                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  22100000000 | PA      | $1932429.51   | 0.17%             | 2023-11-25      | Fixed         | 14.50%                | Yes           |                  2 | On Loan: No      |
| PETROTAL CORP                                                            | PetroTal Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 21380047ER33PRH4XH56 | Long             | DBT              | CORP              | CA        |      4520000 | PA      | $4633000.00   | 0.41%             | 2024-02-16      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-38835.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD BRL                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-328572.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-256272.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $51958.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                   | Republic of Uzbekistan International Bond                                                                                            | CUSIP: 91822Q2D8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3340000000 | PA      | $292050.43    | 0.03%             | 2023-11-25      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     50040000 | PA      | $746601.51    | 0.07%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | Long: BMIBFX2J6 TRS COP R F   .00000 NO INDEX+ 0BPS COLUMBIA TRS / Short: BMIBFX2J6 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  37825000000 | OU      | $125618.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                       | KWG Group Holdings Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      2017000 | PA      | $1018585.00   | 0.09%             | 2024-08-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBL2SW0 TRS COP R F   .00000 NOINDEX+0BPS COLUMBIA TRS / Short: BMIBL2SW0 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  15290600000 | OU      | $-3415.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                       | Serbia International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      4089000 | PA      | $4104239.70   | 0.36%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9876.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-107951.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  83172000000 | PA      | $5636165.28   | 0.50%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $130950.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBLNWF6 IRS BRL R F 13.14500 2 CCPNDFPREDISWAP / Short: SMIBLNWF6 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    152900000 | OU      | $-15945.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                                                   | Credito Real SAB de CV SOFOM ER                                                                                                      | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |       300000 | PA      | $28798.19     | 0.00%             | 2023-07-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     16171000 | PA      | $340231.44    | 0.03%             | 2023-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     15508000 | PA      | $12336116.00  | 1.10%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBKMEK8 IRS MYR R F  3.71500 2 NDF / Short: BMIBKMEK8 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |      6840000 | OU      | $12562.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $2053.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                       | Serbia International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      7644000 | PA      | $6407287.77   | 0.57%             | 2028-09-23      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBFX5V6 TRS COP R F   .00000 NO INDEX+ 0BPS COLUMBIA TRS / Short: BMIBFX5V6 TRS COP P V 00MDTF DTF RATE 90D COMPOUNDING RATE | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   6170000000 | OU      | $19210.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zacapa S.A.R.L                                                           | Zacapa S.A.R.L 2022 Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |      2382000 | PA      | $2352225.00   | 0.21%             | 2029-03-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BMIBBF3E9 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIBBF3E9 IRS COP P F 11.93300 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  29045700000 | OU      | $-544662.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                                     | Shelf Drilling Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |      7039000 | PA      | $7065853.79   | 0.63%             | 2024-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       462000 | PA      | $370986.04    | 0.03%             | 2023-12-30      | Fixed         | 12.88%                | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $441879.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBK1MG4 IRS KRW R F  3.35500 2 CCPNDF / Short: SMIBK1MG4 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22680000000 | OU      | $40287.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       805000 | PA      | $572336.49    | 0.05%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                  | Long: BEV56GJV4 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPOUNDING / Short: BEV56GJV4 IRS CLP P F  2.25000 CLF LEG 2.25 FIXED RATE       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |   5938248580 | OU      | $-1014331.06  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $113003.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       182260 | PA      | $60092.79     | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $335750.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | Alpha Holding SA de CV                                                                                                               | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      5494556 | PA      | $33791.52     | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2138000 | PA      | $1515619.65   | 0.13%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBGSNW4 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGSNW4 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   9255000000 | OU      | $40175.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                          | IHS Holding Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      2679000 | PA      | $2274471.00   | 0.20%             | 2026-11-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $1101.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                  | Ethiopia International Bond                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      7502000 | PA      | $5116439.02   | 0.45%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED SGD / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |            1 | NC      | $512061.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                   | VTR Comunicaciones SpA                                                                                                               | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |      4407000 | PA      | $3094595.40   | 0.27%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1067 | NC      | $-974795.11   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4K5FN7 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K5FN7 IRS COP P F  4.20000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3964700000 | OU      | $133362.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       410085 | PA      | $135208.78    | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD ZMW                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $383.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                                             | TBC Bank JSC                                                                                                                         | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |      4741000 | PA      | $4314310.00   | 0.38%             | 2026-11-06      | Fixed         | 8.89%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4ZDE47 IRS ZAR R F  6.53070 2 CCPVANILLA / Short: SEV4ZDE47 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     93000000 | OU      | $-164030.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBL7BQ0 IRS ZAR R F  7.66500 2 CCPVANILLA / Short: SMIBL7BQ0 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    482514741 | OU      | $-6757.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                 | Shimao Group Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      6581000 | PA      | $1573809.69   | 0.14%             | 2026-07-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-13870.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      4889000 | PA      | $1708026.91   | 0.15%             | 2024-03-14      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-372254.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2245000 | PA      | $1600236.00   | 0.14%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                       | Serbia International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1970000 | PA      | $2003618.05   | 0.18%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-321268.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 381340000000 | PA      | $26026773.00  | 2.31%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4RS626 IRS ZAR R F  6.02000 2 CCPVANILLA / Short: SEV4RS626 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79900000 | OU      | $-187984.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      5031000 | PA      | $4330166.14   | 0.38%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV5AA299 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV5AA299 IRS COP P F  9.23300 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8227000000 | OU      | $48113.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        77000 | PA      | $5197.50      | 0.00%             | 2033-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       143000 | PA      | $9653.64      | 0.00%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV58H438 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58H438 IRS COP P F  8.85000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8124000000 | OU      | $64690.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-65367.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-104031.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING, SA                                                        | ALPHA HOLDING, SA                                                                                                                    | CUSIP: 020ESCAA7<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      5835000 | PA      | $0.00         | 0.00%             | 2022-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                 | Uruguay Government International Bond                                                                                                | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    617455708 | PA      | $17130624.10  | 1.52%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4H2XM0 IRS ZAR R F  5.45000 2 CCPVANILLA / Short: SEV4H2XM0 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     51870000 | OU      | $-151301.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD THB                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-331197.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                       | Serbia International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       300000 | PA      | $216173.21    | 0.02%             | 2033-03-03      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Bill                                                                                                          | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       129800 | PA      | $129108.01    | 0.01%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBHA668 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBHA668 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  23377700000 | OU      | $86160.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     42747000 | PA      | $33898371.00  | 3.01%             | 2026-10-26      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED COP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $56455.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $1175.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1865.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9155.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $29389.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $134753.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $111028.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBCDK12 IRS KRW R F  4.04000 2 CCPNDF / Short: SMIBCDK12 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7277700000 | OU      | $240058.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                  | Natura &Co Luxembourg Holdings Sarl                                                                                                  | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      3012000 | PA      | $2661930.30   | 0.24%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.                                                 | Telefonica del Peru SAA                                                                                                              | CUSIP: 000000000<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |     29500000 | PA      | $6424785.44   | 0.57%             | 2027-04-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                                                 | Indika Energy Capital IV Pte Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |      3216000 | PA      | $3230077.43   | 0.29%             | 2025-10-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $917.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    763973000 | PA      | $9266009.16   | 0.82%             | 2027-05-26      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1538274 | PA      | $507183.18    | 0.05%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      5268000 | PA      | $1836911.14   | 0.16%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV59Y794 IRS ZAR R F  8.18320 2 CCPVANILLA / Short: SEV59Y794 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    194436000 | OU      | $253639.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $202318.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | BMIBKBQG8 EATON VANCE                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       115000 | OU      | $8736.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                     | Natura Cosmeticos SA                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      5810000 | PA      | $4802484.41   | 0.43%             | 2028-05-03      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       880000 | PA      | $59439.60     | 0.01%             | 2023-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       894000 | PA      | $60121.50     | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                                | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    494600000 | PA      | $8888994.43   | 0.79%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      4692000 | PA      | $1637143.67   | 0.15%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4H2TG8 IRS ZAR R F  5.41000 2 CCPVANILLA / Short: SEV4H2TG8 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     51900000 | OU      | $-154639.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                                | CUSIP: 25714PER5<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     53380000 | PA      | $882705.15    | 0.08%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $-173.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                                   | Zambia Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7560000 | PA      | $266535.33    | 0.02%             | 2026-12-27      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | Petroleos Mexicanos 2019 Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | LON              | CORP              | MX        |     12330000 | PA      | $11898450.00  | 1.06%             | 2024-06-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $12681.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIB9LU74 IRS KRW R F  4.09000 2 CCPNDF / Short: SMIB9LU74 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  32624000000 | OU      | $1073625.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED ZAR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $201187.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1558000 | PA      | $1456582.66   | 0.13%             | 2028-03-07      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE T-BILL                                                           | Ukraine Treasury Bill                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | STIV             | NUSS              | UA        |     76706000 | PA      | $1878395.13   | 0.17%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1865.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                             | Peru LNG Srl                                                                                                                         | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      2380000 | PA      | $1977470.60   | 0.18%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-8582.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                       | Dominican Republic International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     28050000 | PA      | $469559.47    | 0.04%             | 2026-06-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $4553.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                       | Serbia International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     13117000 | PA      | $10839425.77  | 0.96%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                 | Banco Mercantil del Norte SA/Grand Cayman                                                                                            | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      4260000 | PA      | $4384389.66   | 0.39%             | 2030-10-14      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                                        | Ipoteka-Bank ATIB                                                                                                                    | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |       576000 | PA      | $540000.00    | 0.05%             | 2025-11-19      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     12354000 | PA      | $4361776.13   | 0.39%             | 2026-07-18      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $86602.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBKB8W3 IRS BRL R F 12.89000 2 CCPNDFPREDISWAP / Short: SMIBKB8W3 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    652700000 | OU      | $-513720.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Seychelles                                                   | Seychelles International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SC        |       106500 | PA      | $105514.88    | 0.01%             | 2026-01-01      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MULTIBANK INC.                                                           | Multibank Inc                                                                                                                        | CUSIP: 625454AB9<br>LEI: 549300QXX3SGZZ4OEU72 | Long             | DBT              | CORP              | PA        |      3919000 | PA      | $3978725.56   | 0.35%             | 2028-02-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD ZMW                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $64301.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1096000 | PA      | $73432.00     | 0.01%             | 2020-06-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6400.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3159000 | PA      | $211630.89    | 0.02%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBCDC52 IRS KRW R F  4.05000 2 CCPNDF / Short: SMIBCDC52 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11074500000 | OU      | $369386.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                                                           | Gol Finance SA                                                                                                                       | CUSIP: 000000000<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |      6192000 | PA      | $4312573.20   | 0.38%             | 2026-06-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBAM6R3 IRS ZAR R F  8.76000 2 CCPVANILLA / Short: SMIBAM6R3 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     85200000 | OU      | $220185.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | ALPHA HOLDING SA                                                                                                                     | CUSIP: 020ESCAC3<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      9319000 | PA      | $0.00         | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                        | MC Brazil Downstream Trading SARL                                                                                                    | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      5139066 | PA      | $4489443.56   | 0.40%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1299000 | PA      | $886567.50    | 0.08%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                       | Canacol Energy Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |      2936000 | PA      | $2602606.98   | 0.23%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    477785000 | PA      | $8396716.58   | 0.75%             | 2024-05-22      | Fixed         | 9.99%                 | No            |                  2 | On Loan: No      |
| LIBERTY LATIN AMERICA                                                    | Liberty Latin America Ltd                                                                                                            | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |      7726000 | PA      | $7117577.50   | 0.63%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBK05U4 IRS KRW R F  3.38550 2 CCPNDF / Short: SMIBK05U4 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  24428000000 | OU      | $60411.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      4336259 | PA      | $1840601.80   | 0.16%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-41418.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $-4909.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                                   | Mozambique International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |      9235000 | PA      | $7441193.60   | 0.66%             | 2031-09-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4J8Q27 IRS ZAR R F  5.88000 2 CCPVANILLA / Short: SEV4J8Q27 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    103650000 | OU      | $-237478.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       369000 | PA      | $25368.75     | 0.00%             | 2024-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1245000 | PA      | $832631.10    | 0.07%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $39307.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                          | MV24 Capital BV                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3996429 | PA      | $3817468.91   | 0.34%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4JL8Z5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JL8Z5 IRS COP P F  3.76000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3266600000 | OU      | $117816.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      2111000 | PA      | $737160.21    | 0.07%             | 2024-06-28      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV58NJZ8 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58NJZ8 IRS COP P F  8.75000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15425000000 | OU      | $131344.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-35202.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                 | Sunac China Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      3964000 | PA      | $1149560.00   | 0.10%             | 2023-04-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBJZ1U3 IRS BRL R F 12.48500 2 CCPNDFPREDISWAP / Short: SMIBJZ1U3 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     11470000 | OU      | $-19850.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD UYU                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-31240.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       226000 | PA      | $15294.10     | 0.00%             | 2031-11-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4796000 | PA      | $329725.00    | 0.03%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NORTH MACEDONIA                                                          | North Macedonia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      1992000 | PA      | $2013144.95   | 0.18%             | 2026-06-03      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                  | Mong Duong Finance Holdings BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      8110000 | PA      | $7258450.65   | 0.64%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBJL8J2 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBJL8J2 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   6096000000 | OU      | $31534.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                                        | Kernel Holding SA                                                                                                                    | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |      1028000 | PA      | $437351.91    | 0.04%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SEPLAT ENERGY PL                                                         | SEPLAT Energy PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      5387000 | PA      | $4732156.28   | 0.42%             | 2026-04-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $5419.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES GENER SA                                                             | AES Andes SA                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      1596000 | PA      | $1547298.06   | 0.14%             | 2079-03-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2574000 | PA      | $2053718.64   | 0.18%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | Long: BMIBL7744 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL7744 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  10252850000 | OU      | $17692.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV58QP27 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58QP27 IRS COP P F  8.59700 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8124000000 | OU      | $76039.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1195000 | PA      | $857762.64    | 0.08%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6608.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SEV56GJY8 IRS CLP R F  6.35000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56GJY8 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7301860000 | OU      | $564168.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TINKOFF BK (TCS FINANCE)                                                 | Tinkoff Bank JSC Via TCS Finance Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | IE        |      9139000 | PA      | $4615195.00   | 0.41%             | 2026-12-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $3482.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIBK5XK4 EATON VANCE                                                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      2780000 | OU      | $197755.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92RHAWA5 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92RHAWA5 CDS USD P F  1.00000 2 CCPSOVEREIGN                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     10709000 | OU      | $1824677.06   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $13098.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-245935.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBLD4Z5 IRS BRL R F 13.09000 2 CCPNDFPREDISWAP / Short: SMIBLD4Z5 IRS BRL P V 12MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     92200000 | OU      | $-23035.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBH4PP9 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBH4PP9 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   8227000000 | OU      | $30174.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $89044.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8147000 | PA      | $8932032.55   | 0.79%             | 2026-09-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $105168.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIABULLS HOUSING FIN                                                   | Indiabulls Housing Finance Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |      4965000 | PA      | $3743237.63   | 0.33%             | 2026-09-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                  | Long: BEV56Z3G2 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPOUNDING / Short: BEV56Z3G2 IRS CLP P F  1.85000 CLF LEG 1.85 FIXED            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |   1096751075 | OU      | $-126167.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92RH4L37 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92RH4L37 CDS USD P F  1.00000 2 CCPSOVEREIGN                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      8500000 | OU      | $72148.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBEDAM5 IRS BRL R F 14.34000 2 CCPNDFPREDISWAP / Short: SMIBEDAM5 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    243050000 | OU      | $379980.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $88886.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED MXN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $3876.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBCDK46 IRS KRW R F  4.02600 2 CCPNDF / Short: SMIBCDK46 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6900200000 | OU      | $224040.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $118150.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $92373.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $74846.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                   | Republic of Uzbekistan International Bond                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  17490000000 | PA      | $1483685.98   | 0.13%             | 2024-07-19      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBL7DB1 IRS ZAR R F  7.71000 2 CCPVANILLA / Short: SMIBL7DB1 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    465474054 | OU      | $43083.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     31998000 | PA      | $641544.06    | 0.06%             | 2023-11-22      | Fixed         | 11.67%                | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBLN038 IRS ZAR R F  7.73470 2 CCPVANILLA / Short: SMIBLN038 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    213400000 | OU      | $7838.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                         | Iraq International Bond                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |      3402000 | PA      | $3388776.43   | 0.30%             | 2023-03-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                 | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $12718.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BOBL FUTURE MAR23                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -234 | NC      | $590131.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      8115000 | PA      | $548225.06    | 0.05%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LIMAK ISKENDERUN                                                         | Limak Iskenderun Uluslararasi Liman Isletmeciligi AS                                                                                 | CUSIP: 000000000<br>LEI: 5299001DUZ9PI7TCRC47 | Long             | DBT              | CORP              | TR        |      8602329 | PA      | $7578651.47   | 0.67%             | 2036-07-10      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       323000 | PA      | $258156.38    | 0.02%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Albania                                                      | Albania Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      1141000 | PA      | $1165658.68   | 0.10%             | 2025-10-09      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3686000 | PA      | $248805.00    | 0.02%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD CLP                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-83730.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                                   | Zambia Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     89335000 | PA      | $3419476.49   | 0.30%             | 2026-01-25      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bank of Industry Limited                                                 | Bank of Industry Limited 3 Year Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NG        |      4440555 | PA      | $4475746.40   | 0.40%             | 2023-12-14      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC                                                 | Mercury Chile Holdco LLC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2568000 | PA      | $2480046.00   | 0.22%             | 2027-01-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Finance of Tanzania                                          | Ministry of Finance of Tanzania 5 Year Term Loan                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |       200000 | PA      | $199308.00    | 0.02%             | 2023-05-23      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                                 | Generacion Mediterranea SA / Central Termica Roca SA                                                                                 | CUSIP: 36875KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       543750 | PA      | $558098.48    | 0.05%             | 2023-05-05      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED CZK / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |            1 | NC      | $6167.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $350373.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AES GENER SA                                                             | AES Andes SA                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      1073000 | PA      | $1018851.06   | 0.09%             | 2079-10-07      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-6445.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBKCYE2 IRS KRW R F  3.24000 2 CCPNDF / Short: SMIBKCYE2 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20585000000 | OU      | $-14111.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5837000 | PA      | $393997.50    | 0.03%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED SGD / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $401166.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-50124.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBEJL73 IRS BRL R F 14.23500 2 CCPNDFPREDISWAP / Short: SMIBEJL73 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    111810000 | OU      | $150831.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBLNZD8 IRS ZAR R F  7.71300 2 CCPVANILLA / Short: SMIBLNZD8 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60811205 | OU      | $5913.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $112687.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIB9LJ69 IRS KRW R F  4.09500 2 CCPNDF / Short: SMIB9LJ69 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  32295000000 | OU      | $1068503.59   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4MD2U6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MD2U6 IRS COP P F  4.78000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13613700000 | OU      | $414335.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BMIB2G5H8 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB2G5H8 IRS COP P F 10.28000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9722000000 | OU      | $653.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                                                 | Digicel International Finance Ltd/Digicel international Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      7677000 | PA      | $6613277.95   | 0.59%             | 2024-05-25      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Bill                                                                                                          | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      4378000 | PA      | $4366100.95   | 0.39%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                                | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    217820000 | PA      | $3627825.68   | 0.32%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARAGVI FINANCE INTL                                                      | Aragvi Finance International DAC                                                                                                     | CUSIP: 000000000<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |      5608000 | PA      | $4214916.72   | 0.37%             | 2026-04-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $44574.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED HUF / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $-67014.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                       | Zambia Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7153000 | PA      | $3615305.03   | 0.32%             | 2024-04-14      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                                                  | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        48590 | PA      | $26677.60     | 0.00%             | 2023-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4KPKY3 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KPKY3 IRS COP P F  4.34380 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3514100000 | OU      | $115415.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      8609000 | PA      | $7629279.36   | 0.68%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -73 | NC      | $-38090.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7200.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4L4S39 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4L4S39 IRS COP P F  4.15000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9785000000 | OU      | $338588.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | Long: BMIB310M4 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB310M4 IRS COP P F 10.00200 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  13570816000 | OU      | $21743.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4V4CT8 IRS ZAR R F  5.87170 2 CCPVANILLA / Short: SEV4V4CT8 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    253308000 | OU      | $-704175.85   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12808000 | PA      | $10446396.38  | 0.93%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     63574000 | PA      | $928432.18    | 0.08%             | 2026-05-13      | Fixed         | 12.52%                | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                   | VTR Comunicaciones SpA                                                                                                               | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |      4932000 | PA      | $3255120.00   | 0.29%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                 | Liberty Costa Rica Senior Secured Finance                                                                                            | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      4000000 | PA      | $3910720.00   | 0.35%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                                                 | IRSA Inversiones y Representaciones SA                                                                                               | CUSIP: 450047AH8<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |      1715079 | PA      | $1680511.58   | 0.15%             | 2028-06-22      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBJBA36 IRS BRL R F 13.66000 2 CCPNDFPREDISWAP / Short: SMIBJBA36 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     86300000 | OU      | $17364.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-250176.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO                                                   | IHS Netherlands Holdco BV                                                                                                            | CUSIP: 000000000<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |      5098000 | PA      | $4614454.70   | 0.41%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      7975000 | PA      | $8930505.98   | 0.79%             | 2029-09-27      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government of The Republic of Kenya Acting through The National Treasury | Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | NUSS              | KE        |       977500 | PA      | $986593.68    | 0.09%             | 2025-06-29      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4H2XD0 IRS ZAR R F  5.47000 2 CCPVANILLA / Short: SEV4H2XD0 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     36590000 | OU      | $-105585.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                 | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                                  | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    142216097 | NS      | $142216097.17 | 12.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-60914.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | Petroleos Mexicanos                                                                                                                  | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     14704000 | PA      | $11790307.85  | 1.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4NM4K5 IRS ZAR R F  5.85270 2 CCPVANILLA / Short: SEV4NM4K5 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     41843000 | OU      | $-105833.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                 | Long: BMIBKMC12 IRS MYR R F  3.73600 2 NDF / Short: BMIBKMC12 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |      7400000 | OU      | $15282.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     23721000 | PA      | $15493726.97  | 1.38%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     91460000 | PA      | $1969559.41   | 0.17%             | 2023-04-19      | Fixed         | 15.97%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $125482.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBE7G00 IRS BRL R F 14.15000 2 CCPNDFPREDISWAP / Short: SMIBE7G00 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    288280000 | OU      | $342599.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                         | Barbados Government International Bond                                                                                               | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      2172700 | PA      | $2038507.01   | 0.18%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SEV56Z3D9 IRS CLP R F  6.40000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56Z3D9 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1400390000 | OU      | $116988.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                                          | North Macedonia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      9943000 | PA      | $8716269.04   | 0.77%             | 2028-03-10      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | Long: BMIBLYC80 TRS COP R V 00MDTF DTF RATE 90D NON COMPOUNDING / Short: BMIBLYC80 TRS COP P F   .00000 NO INDEX+0BPS COLUMBIA TRS   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  31658050000 | OU      | $-7499.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBLQ569 IRS KRW R F  3.04000 2 CCPNDF / Short: SMIBLQ569 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4373900000 | OU      | $-14794.14    | -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      | $128427.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Bill                                                                                                          | CUSIP: 912796ZU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      3000000 | PA      | $2995360.62   | 0.27%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | Long: BMIBL72A5 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL72A5 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  14933400000 | OU      | $10532.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BMIB2M5A0 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB2M5A0 IRS COP P F 10.17000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5064000000 | OU      | $3416.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  29856000000 | PA      | $2040525.15   | 0.18%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                                                  | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |       168474 | PA      | $93177.86     | 0.01%             | 2026-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-121733.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                           | Tullow Oil PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      2888944 | PA      | $2495556.87   | 0.22%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                                                   | Credito Real SAB de CV SOFOM ER                                                                                                      | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |       994000 | PA      | $105296.34    | 0.01%             | 2027-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | Long: BMIBLYCB3 TRS COP R V 00MDTF DTF RATE 90D NON COMPOUNDING / Short: BMIBLYCB3 TRS COP P F   .00000 NO INDEX+0BPS COLUMBIA TRS   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  10252850000 | OU      | $1767.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-18830.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1482 | NC      | $-1466345.81  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Jordan                                                        | Jordan Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      7594000 | PA      | $6859713.36   | 0.61%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                                       | Total Play Telecomunicaciones SA de CV                                                                                               | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |      6953000 | PA      | $6494588.71   | 0.58%             | 2025-11-12      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                      | Albania Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       154000 | PA      | $150795.39    | 0.01%             | 2027-06-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4H2XR9 IRS ZAR R F  5.41000 2 CCPVANILLA / Short: SEV4H2XR9 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     51710000 | OU      | $-154073.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                                                                                  | CUSIP: 71654QBM3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1420000 | PA      | $70019.70     | 0.01%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $94883.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBKMDQ6 IRS MYR R F  3.74100 2 NDF / Short: BMIBKMDQ6 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |      7600000 | OU      | $16108.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      6000000 | PA      | $2083984.62   | 0.19%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                                        | Kernel Holding SA                                                                                                                    | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |      1799000 | PA      | $854525.00    | 0.08%             | 2024-10-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $297857.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4LFYH6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4LFYH6 IRS COP P F  4.01500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2616700000 | OU      | $90692.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | Long: BMIBKMEG7 IRS MYR R F  3.71500 2 NDF / Short: BMIBKMEG7 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      7400000 | OU      | $13590.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                     | Provincia de Cordoba                                                                                                                 | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      4085136 | PA      | $3539860.67   | 0.31%             | 2025-12-10      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CORURIPE NETHERLANDS BV                                                  | Coruripe Netherlands BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500EL5MDC9RD0FW48 | Long             | DBT              | CORP              | NL        |      3905000 | PA      | $2947103.50   | 0.26%             | 2027-02-10      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBCDD44 IRS KRW R F  4.08000 2 CCPNDF / Short: SMIBCDD44 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1214800000 | OU      | $41864.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-81562.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1874000 | PA      | $125677.94    | 0.01%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1090000 | PA      | $72768.03     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VALE SA                                                                  | Vale SA                                                                                                                              | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     55334600 | PA      | $4207622.80   | 0.37%             | 2049-12-29      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| GRUPO KALTEX SA DE CV                                                    | Grupo Kaltex SA de CV                                                                                                                | CUSIP: 40054FAC1<br>LEI: 4469000001BKEKA98385 | Long             | DBT              | CORP              | MX        |      7480000 | PA      | $6769400.00   | 0.60%             | 2025-09-30      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-4363.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS                                                  | Ulker Biskuvi Sanayi AS                                                                                                              | CUSIP: 000000000<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |      6725000 | PA      | $6028007.55   | 0.54%             | 2025-10-30      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SEV56EAS5 IRS CLP R F  6.20000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56EAS5 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2377400000 | OU      | $150190.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBEJ7V6 IRS BRL R F 14.25000 2 CCPNDFPREDISWAP / Short: SMIBEJ7V6 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    158520000 | OU      | $218567.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HACIENDA (DME AIRPORT)                                                   | Hacienda Investments Ltd Via DME Airport DAC                                                                                         | CUSIP: 000000000<br>LEI: 635400OVV3CKEYWLQV14 | Long             | DBT              | CORP              | IE        |      3242000 | PA      | $1657472.50   | 0.15%             | 2028-02-08      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-10716.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      5400000 | PA      | $1882993.77   | 0.17%             | 2029-03-14      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| HIDROVIAS INT FIN SARL                                                   | Hidrovias International Finance SARL                                                                                                 | CUSIP: 000000000<br>LEI: 222100RBWNBUZOTA9381 | Long             | DBT              | CORP              | LU        |      3275000 | PA      | $2518032.88   | 0.22%             | 2031-02-08      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $249087.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIB9LJ36 IRS KRW R F  4.10000 2 CCPNDF / Short: SMIB9LJ36 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25989000000 | OU      | $864456.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4JQGM4 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JQGM4 IRS COP P F  4.00000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6533100000 | OU      | $226972.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4J8Y02 IRS ZAR R F  5.82000 2 CCPVANILLA / Short: SEV4J8Y02 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    103650000 | OU      | $-247331.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIBJ2VM1 IRS BRL R F 13.46000 2 CCPNDFPREDISWAP / Short: SMIBJ2VM1 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     90100000 | OU      | $-13569.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4K3JN8 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JN8 IRS COP P F  4.20000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6533100000 | OU      | $219757.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBGEE62 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGEE62 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  23479000000 | OU      | $96520.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $7306.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | Alpha Holding SA de CV                                                                                                               | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      9319000 | PA      | $139785.00    | 0.01%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIBAJM84 CYS PLN R V 03MWIBOR WIBO3+0BPS / Short: BMIBAJM84 CYS EUR P V 03MEURIB EUR003M+0BPS                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $670976.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     14110000 | PA      | $952425.00    | 0.08%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TANZANIA                                                                 | TANZANIA 10 Year Term Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     31265000 | PA      | $31494016.13  | 2.80%             | 2031-04-28      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                        | Vedanta Resources Finance II PLC                                                                                                     | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      4044000 | PA      | $3622473.66   | 0.32%             | 2024-01-21      | Fixed         | 13.88%                | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        65000 | PA      | $4387.50      | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                                                   | Frigorifico Concepcion SA                                                                                                            | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      7960000 | PA      | $6408436.80   | 0.57%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     65715000 | PA      | $1463948.02   | 0.13%             | 2023-05-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                     | Times China Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      3803000 | PA      | $836660.00    | 0.07%             | 2023-07-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9949.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $191154.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD SGD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-568006.82   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       255000 | PA      | $203093.81    | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | Long: BMIBFX2E7 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBFX2E7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  31658050000 | OU      | $129560.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       825000 | PA      | $55687.50     | 0.00%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIBGNHC6 TRS COP R F   .00000 NO INDEX+0BP COLUMBIA TRS / Short: BMIBGNHC6 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  11611000000 | OU      | $44797.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                        | Gabon Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     12070000 | PA      | $10189494.00  | 0.90%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                       | Ukraine Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     10032000 | PA      | $3257791.68   | 0.29%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ARDSHININVESTBK (DILIJAN                                                 | Ardshinbank CJSC Via Dilijan Finance BV                                                                                              | CUSIP: 000000000<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |      2559000 | PA      | $2428787.84   | 0.22%             | 2025-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4MG411 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MG411 IRS COP P F  4.52900 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11139200000 | OU      | $354461.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | Long: BEV545JT5 IRS ZAR R F  6.54000 2 VANILLA / Short: BEV545JT5 IRS ZAR P V 03MJIBAR 1 VANILLA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | ZA        |     16160000 | OU      | $-30344.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $758377.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     14414000 | PA      | $11797628.66  | 1.05%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4K5F80 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K5F80 IRS COP P F  4.28000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6533100000 | OU      | $216871.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-171247.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SMIBK0617 IRS KRW R F  3.38750 2 CCPNDF / Short: SMIBK0617 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35589000000 | OU      | $89639.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUXL 30Y BND MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -70 | NC      | $1316845.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4H2JB0 IRS ZAR R F  5.51000 2 CCPVANILLA / Short: SEV4H2JB0 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     51900000 | OU      | $-146513.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $2248.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                                 | Puma International Financing SA                                                                                                      | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      7204000 | PA      | $6968717.36   | 0.62%             | 2024-10-06      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE                                                    | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     26817000 | PA      | $577494.80    | 0.05%             | 2023-04-19      | Fixed         | 15.97%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SEV4WDUC4 IRS COP R F  5.68000 2 CCPNDFOIS / Short: SEV4WDUC4 IRS COP P V 03MCOOVI 1 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11139200000 | OU      | $-283669.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | Long: BMIBL77D4 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL77D4 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |   5000000000 | OU      | $8735.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED SGD / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $480570.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                            | HTA Group Ltd/Mauritius                                                                                                              | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      6383000 | PA      | $6030403.08   | 0.54%             | 2025-12-18      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED ZAR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $194493.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4L1225 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4L1225 IRS COP P F  4.10500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8375100000 | OU      | $286111.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                                    | Uruguay Monetary Regulation Bill                                                                                                     | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     65345000 | PA      | $1448994.75   | 0.13%             | 2024-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED CNH / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $777.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     13351000 | PA      | $4654830.82   | 0.41%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast                                                              | IVORY COAST EUR 7 YEAR TERM LOAN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | NUSS              | TZ        |      1050000 | PA      | $1176130.91   | 0.10%             | 2028-01-06      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| UZBEK ICB (DARYO FNC)                                                    | Uzbek Industrial and Construction Bank ATB via Daryo Finance BV                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  93585000000 | PA      | $8335301.50   | 0.74%             | 2023-06-15      | Fixed         | 18.75%                | No            |                  3 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Bill                                                                                                          | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        85200 | PA      | $84674.60     | 0.01%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $28311.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SALTA                                                        | Province of Salta Argentina                                                                                                          | CUSIP: 000000000<br>LEI: 529900F2BTF8AUQGEP42 | Long             | DBT              | NUSS              | AR        |       948000 | PA      | $739440.00    | 0.07%             | 2027-12-01      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | ALPHA HOLDING SA                                                                                                                     | CUSIP: 020ESCAD1<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      9319000 | PA      | $0.00         | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD UYU                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-33188.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASAKA BANK                                                               | Asaka Bank                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | SN               | CORP              | UZ        |  33170999967 | PA      | $2961661.32   | 0.26%             | 2023-07-26      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| FRIGORIFICO CONCEPCION                                                   | Frigorifico Concepcion SA                                                                                                            | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |       480000 | PA      | $386438.40    | 0.03%             | 2028-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    738700000 | PA      | $13561106.02  | 1.20%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-4648.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUMMY BROKER                                                             | Long: BMIBAJM8S CYS EUR R F   .00000 / Short: BMIBAJM8S CYS PLN P F   .00000                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DE        |            1 | NC      | $-667337.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6935.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       800121 | PA      | $263614.14    | 0.02%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                                 | National Bank of Uzbekistan                                                                                                          | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |       319000 | PA      | $299860.00    | 0.03%             | 2025-10-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                                                  | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        29289 | PA      | $16102.40     | 0.00%             | 2025-06-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      3451093 | PA      | $1137857.04   | 0.10%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED HUF / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $-56109.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      4296696 | PA      | $4290394.76   | 0.38%             | 2024-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    175480000 | PA      | $39957309.43  | 3.55%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -127 | NC      | $-307543.71   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BEV4L1KF6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4L1KF6 IRS COP P F  4.20500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2551300000 | OU      | $85749.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                                                   | Credito Real SAB de CV SOFOM ER                                                                                                      | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |       565000 | PA      | $49640.28     | 0.00%             | 2026-02-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD SGD                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-682469.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                         | Barbados Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      3972500 | PA      | $3727145.53   | 0.33%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUND FUTURE MAR23                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -156 | NC      | $763429.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                                       | Serbia International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       109000 | PA      | $72627.09     | 0.01%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-16666.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-96101.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                       | Zambia Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3284000 | PA      | $1647454.72   | 0.15%             | 2027-07-30      | Fixed         | 8.97%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-20519.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                              | Long: SEV4H2HG1 IRS ZAR R F  5.52000 2 CCPVANILLA / Short: SEV4H2HG1 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68900000 | OU      | $-193426.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED THB / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $322586.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                       | Braskem Idesa SAPI                                                                                                                   | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      9158000 | PA      | $7569611.75   | 0.67%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     16140000 | PA      | $1089450.00   | 0.10%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** Eaton Vance Series Fund, Inc

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer