# EDGAR Filing Document

**Accession Number:** 0001493214
**File Stem:** 0001752724-25-150436
**Filing Date:** 2025-6
**Character Count:** 521580
**Document Hash:** 466702b0ae39c32d362229a0888ca07c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-150436.hdr.sgml**: 20250623

**ACCESSION NUMBER**: 0001752724-25-150436

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250623

**DATE AS OF CHANGE**: 20250623

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global Macro Absolute Return Advantage Portfolio
- **CENTRAL INDEX KEY:** 0001493214

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22424
- **FILM NUMBER:** 251063218

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Global Strategies Portfolio
- **DATE OF NAME CHANGE:** 20100602

## Series and Classes Contracts Data

### Global Macro Absolute Return Advantage Portfolio (Series ID: S000029761)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000091471 | Global Macro Absolute Return Advantage Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Global Macro Absolute Return Advantage Portfolio

- **b. Investment Company Act file number:** 811-22424

- **c. CIK number of Registrant:** 0001493214

- **d. LEI of Registrant:** NKY7JRBKJHQQ68KJ6252

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Global Macro Absolute Return Advantage Portfolio

- **b. EDGAR series identifier (if any):** S000029761

- **c. LEI of Series:** NKY7JRBKJHQQ68KJ6252

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4873027852.43

**Total Liabilities:** $859205161.50

**Net Assets:** $4013822690.93

**Amount of Assets Invested in Other Investment Companies:** $31613656.40

**Delayed Delivery Securities:** $5888846.02

**Cash Not Reported:** $474567702.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 117.05000000 | **1-Year:** -10775.01000000 | **5-Year:** 135307.59000000 | **10-Year:** 125151.82000000 | **30-Year:** 70591.04000000

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

- **3-Month:** 1916.78000000 | **1-Year:** -92919.09000000 | **5-Year:** -94034.75000000 | **10-Year:** -336972.20000000 | **30-Year:** -105666.61000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091471 | 1.26%                | 0.58%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8317258.62              | $551276.95                                 |
| Month 2  | $3330118.18              | $7612785.11                                |
| Month 3  | $1114500.71              | $3259237.76                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $602454.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Dairy Products JSC                                               | Vietnam Dairy Products JSC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       448196 | NS      | $994238.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED SEK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |            1 | NC      | $825166.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KWD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-132370.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | RRP CAMEROON REPO                                                                                                                  | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -15525000 | PA      | $-15525000.00 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 863933000000 | PA      | $51878395.99  | 1.29%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     46256200 | PA      | $5481359.70   | 0.14%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                                                   | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US                                                    | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | XX        |        70675 | PA      | $70893.03     | 0.00%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $415486.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XULJE0 CDS USD R V 03MEVENT Z92XULJF7 CCPSOVEREIGN / Short: B92XULJE0 CDS USD P F  1.00000 Z92XULJG5 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     20242000 | OU      | $-596674.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $121200.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHFGP8 IRS CNY R F  1.49250 BMIEHFGQ6 CCPNDF / Short: SMIEHFGP8 IRS CNY P V 00MCNRR BMIEHFGR4 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    106300000 | OU      | $51831.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEC9E20 IRS TWD R V 03MCPTW BMIEC9E46 CCPNDF / Short: BMIEC9E20 IRS TWD P F  1.91050 BMIEC9E38 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    934000000 | OU      | $-534128.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUND FUTURE JUN25                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -612 | NC      | $-372312.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHAM72 IRS CNY R F  1.52000 BMIEHAM80 CCPNDF / Short: SMIEHAM72 IRS CNY P V 00MCNRR BMIEHAM98 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77200000 | OU      | $51437.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-408145.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $243824.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                              | IVORY COAST                                                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     39562000 | PA      | $36757475.14  | 0.92%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                                     | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1027582 | PA      | $781322.13    | 0.02%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQTQ44 IRS THB R F  1.41300 BMIEQTQ51 CCPNDFOIS / Short: SMIEQTQ44 IRS THB P V 12MTHOR BMIEQTQ69 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2091700000 | OU      | $23919.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     60000000 | PA      | $343877.47    | 0.01%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $171718.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                     | Times China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      6284000 | PA      | $235650.00    | 0.01%             | 2024-06-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIENB8P9 CDS USD R F  1.00000 BMIENB8Q7 CORPORATE / Short: BMIENB8P9 CDS USD P V 03MEVENT BMIENB8R5 CORPORATE               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     23379000 | OU      | $-1232145.31  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-26611.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4298000 | PA      | $2146206.30   | 0.05%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-333352.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                        | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                                  | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            | EC               | RF                | US        |      -852945 | NS      | $-76730932.20 | -1.91%            |  |  |  | No            |                  1 | On Loan: No      |
| KIDO Group Corp                                                          | KIDO Group Corp                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        53077 | NS      | $115946.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIER3139 TRS USD R F   .00000 BMIER3154 COMMODITYTRS / Short: BMIER3139 TRS USD P E BMIER3147 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | FR        |     30500000 | OU      | $-414865.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     19930499 | PA      | $13951349.30  | 0.35%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED PHP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $477609.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     16311300 | PA      | $1932889.05   | 0.05%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQSGZ8 IRS INR R F  5.78100 BMIEQSH04 CCPNDFOIS / Short: SMIEQSGZ8 IRS INR P V 06MMIBOR BMIEQSH12 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2276000000 | OU      | $210453.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-809109.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-732508.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    621240000 | PA      | $9884109.14   | 0.25%             | 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        |       969000 | PA      | $166994.31    | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQ9HE6 IRS NZD R V 03MNZDBB BMIEQ9HG1 CCPVANILLA / Short: BMIEQ9HE6 IRS NZD P F  4.14650 BMIEQ9HF3 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     24000000 | OU      | $-245908.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                     | Republic of Uzbekistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 510000000000 | PA      | $39783540.35  | 0.99%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe                                                       | BRENT CRUDE FUTR JAN26                                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         4607 | NC      | $-13886560.64 | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KES                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-219082.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nam Long Investment Corp                                                 | Nam Long Investment Corp                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       778700 | NS      | $831662.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-193736.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Titan Cement International SA                                            | Titan Cement International SA                                                                                                      | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |        44160 | NS      | $2050029.70   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-392460.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1331166.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $135200.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1421390.86  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     12874000 | PA      | $14154809.35  | 0.35%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-571899.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $1133731.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $192193.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                              | Bank of Cyprus Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |       600000 | NS      | $3899041.27   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     11872901 | PA      | $10968185.98  | 0.27%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3194000 | PA      | $554579.01    | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-385371.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMIETUKS1 CDS USD R F  1.00000 BMIETUKT9 CORPORATE / Short: BMIETUKS1 CDS USD P V 03MEVENT BMIETUKU6 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      8000000 | OU      | $60190.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     19005000 | PA      | $9328992.07   | 0.23%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MBH BANK NYRT                                                            | MBH Bank Nyrt                                                                                                                      | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |     12633000 | PA      | $14394597.58  | 0.36%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KWD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-133603.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | Long: BMID0RX99 CDS USD R F  1.00000 BMID0RX99_FEE CORPORATE / Short: BMID0RX99 CDS USD P V 03MEVENT BMID0RX99_PRO CORPORATE       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |      6486000 | OU      | $-271203.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MT LOGAN RE DIVERSIFED OPTI                                              | MT LOGAN RE DIVERSIFED OPTI                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         8600 | NS      | $7772759.98   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD SAR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-61947.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-336586.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMIETUHP1 CDS USD R F  1.00000 BMIETUHQ9 SOVEREIGN / Short: BMIETUHP1 CDS USD P V 03MEVENT BMIETUHR7 SOVEREIGN               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      5000000 | OU      | $49967.50     | 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      | $-15657.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      4320000 | PA      | $3893648.40   | 0.10%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED COP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-132285.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $334076.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIEEFP14 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -53000000 | OU      | $-143524.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $83525.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1717780.45  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIESLRQ9 CDS USD R F  1.00000 BMIESLRR7 SOVEREIGN / Short: BMIESLRQ9 CDS USD P V 03MEVENT BMIESLRS5 SOVEREIGN               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     15000000 | OU      | $266213.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB KAZAKHSTAN REPO                                                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     14988440 | PA      | $14988440.00  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $171615.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     84294000 | PA      | $125761.17    | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-49884.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $420522.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $186450.89    | 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      | $-543475.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-317776.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $198045.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F  2.69000 BMIED1R30 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27970000000 | OU      | $-549630.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-1074557.81  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBB2Z03 IRS EUR R F  3.20380 2 CCPVANILLA / Short: SMIBB2Z03 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1200079 | OU      | $85295.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIEEFP22 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -53000000 | OU      | $-207389.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB ARES CAPITAL CORP REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     15220130 | PA      | $15220130.02  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $74594.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEBHSA0 IRS INR R F  6.18000 BMIEBHSB8 CCPNDFOIS / Short: SMIEBHSA0 IRS INR P V 06MMIBOR BMIEBHSC6 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    797122000 | OU      | $226730.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $68533.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $22245.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIEEFP06 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     53000000 | OU      | $322134.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     46054969 | PA      | $46054968.75  | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     11557000 | OU      | $-460456.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $137439.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $165444.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                      | Meridian Energy Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Short            | EC               | CORP              | NZ        |        -3176 | NS      | $-10338.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $43297.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $332114.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $95664.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-149225.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-150896.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                                     | Republic of Cameroon International Bond                                                                                            | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     62593000 | PA      | $55427431.60  | 1.38%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-68104.53    | -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      | $595487.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-99114.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-342239.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $51731.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     12797500 | PA      | $12029650.00  | 0.30%             | 2020-10-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIESYV78 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -44463000 | OU      | $-44466423.65 | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-21329.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $367768.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -11591000 | PA      | $-12186342.74 | -0.30%            | 2035-04-18      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XULST7 CDS USD R V 03MEVENT 8B9825/US836205AR58 CCP ICE / Short: B92XULST7 CDS USD P F  1.00000 CCP ICE                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    229549000 | OU      | $14624681.56  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $298720.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 716558AH4<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       251500 | PA      | $236410.00    | 0.01%             | 2020-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -7727000 | PA      | $-6332952.61  | -0.16%            | 2044-09-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHH9R8 IRS CNY R F  1.51470 BMIEHH9S6 CCPNDF / Short: SMIEHH9R8 IRS CNY P V 00MCNRR BMIEHH9T4 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    111460000 | OU      | $70426.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                          | iShares Broad USD High Yield Corporate Bond ETF                                                                                    | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Short            | EC               | RF                | US        |     -2613963 | NS      | $-95671045.80 | -2.38%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | EG        |            1 | NC      | $199336.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-157644.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEUDAJ8 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -28840000 | OU      | $-121214.52   | -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      | $305137.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-119145.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $110757.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $1647901.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                                                      | Georgia Capital PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |       797927 | NS      | $17287564.08  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $785993.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-13786.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Icelandair Group HF                                                      | Icelandair Group HF                                                                                                                | CUSIP: 000000000<br>LEI: 549300UMI5MBLZSXGL15 | Long             | EC               | CORP              | IS        |    138342419 | NS      | $1090482.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $586829.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $445696.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIESGLL7 TRS COP R V 00MDTF DTF RATE 90D NON COMPOUNDING / Short: BMIESGLL7 TRS COP P F   .00000 ACI2Q1VT3 BOND TRS         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   8604560000 | OU      | $-27520.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED ILS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $3130064.13   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                                    | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     19891000 | PA      | $14045681.56  | 0.35%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    263632000 | PA      | $74905994.76  | 1.87%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIDYQ199 IRS TWD R V 03MCPTW BMIDYQ1B4 CCPNDF / Short: BMIDYQ199 IRS TWD P F  1.62500 BMIDYQ1A6 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    459000000 | OU      | $-63260.85    | -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      | $-2533075.42  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB4DQ0 IRS INR R F  6.15000 BMIEB4DR8 CCPNDFOIS / Short: SMIEB4DQ0 IRS INR P V 06MMIBOR BMIEB4DS6 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1824500000 | OU      | $491288.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                                            | EDEN RE II LTD UNSECURED 144A                                                                                                      | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |       777008 | NS      | $627822.64    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-80684.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XULFS3 CDS USD R V 03MEVENT Z92XULFT1 CCPSOVEREIGN / Short: B92XULFS3 CDS USD P F  1.00000 Z92XULFU8 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     28299000 | OU      | $-366539.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP SURINAME REPUBLIC OF RE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |     -3700000 | PA      | $-3700000.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                                              | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |     26830000 | PA      | $31072173.91  | 0.77%             | 2028-11-24      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                                                    | SM Prime Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |      8037700 | NS      | $3508676.44   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-568194.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIES6CT2 IRS INR R F  5.70400 BMIES6CU9 CCPNDFOIS / Short: SMIES6CT2 IRS INR P V 06MMIBOR BMIES6CV7 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1595600000 | OU      | $86382.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                                          | BDO Unibank Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |      1296630 | NS      | $3721404.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     16583500 | PA      | $2155855.00   | 0.05%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    232434000 | PA      | $62755503.45  | 1.56%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-76395.63    | -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      | $-505911.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2938000 | PA      | $1844624.03   | 0.05%             | 2029-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |            1 | NC      | $36897.34     | 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      | $-330678.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Millennium SA                                                       | Bank Millennium SA                                                                                                                 | CUSIP: 000000000<br>LEI: 259400OFDZ9KPZEO8K78 | Long             | EC               | CORP              | PL        |       105170 | NS      | $406839.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-30697.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQY9V2 IRS THB R F  1.36600 BMIEQY9W0 CCPNDFOIS / Short: SMIEQY9V2 IRS THB P V 12MTHOR BMIEQY9X8 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    629500000 | OU      | $-35604.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                                       | BRENT CRUDE FUTR SEP25                                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -4561 | NC      | $-1199894.94  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEE3D48 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -58000000 | OU      | $-155962.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $2470818.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |    -72502000 | PA      | $-62615648.31 | -1.56%            | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31398NTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1016559 | PA      | $83363.84     | 0.00%             | 2040-10-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                                                | Woori Financial Group Inc                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       112458 | NS      | $1400389.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                              | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     46050000 | PA      | $752488.01    | 0.02%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                                            | EDEN RE II LTD UNSECURED 144A                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        21948 | NS      | $23314.96     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lion Finance Group PLC                                                   | Lion Finance Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |        49879 | NS      | $4000938.53   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                                            | Piraeus Financial Holdings SA                                                                                                      | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |       805851 | NS      | $4525682.89   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-246427.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $570180.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIEJBV60 TRS USD R F   .00000 TRS RF + 0BPS / Short: BMIEJBV60 TRS USD P E PE BCOM + 0BPS                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |     82400000 | OU      | $4888955.19   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BEV559SL3 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV559SL3 IRS EUR P F   .85600 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2702000 | OU      | $933924.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $98462.67     | 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      | $733060.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-972572.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1562150000 | PA      | $946880.05    | 0.02%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | Long: BMID8JKP7 CDS USD R F  1.00000 BMID8JKQ5 CORPORATE / Short: BMID8JKP7 CDS USD P V 03MEVENT BMID8JKR3 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      1100000 | OU      | $-50916.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                               | Bank Polska Kasa Opieki SA                                                                                                         | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |        73335 | NS      | $3675669.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-576409.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-24920.10    | -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      | $244219.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD OMR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4162.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5721000 | PA      | $983740.25    | 0.02%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                   | Blue Owl Credit Income Corp                                                                                                        | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Short            | DBT              | CORP              | US        |     -3964000 | PA      | $-4007153.29  | -0.10%            | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $6970.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  11309863000 | PA      | $6817442.12   | 0.17%             | 2025-06-17      | 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      | $-18901.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIE2SK14 IRS COP R F  8.44500 BMIE2SK22 CCPNDFOIS / Short: SMIE2SK14 IRS COP P V 12MCPIBR BMIE2SK30 CCPNDFOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  34436000000 | OU      | $-52637.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                                    | Serbia Treasury Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3274700000 | PA      | $30961490.72  | 0.77%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $44282.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |    -23378000 | PA      | $-14344423.56 | -0.36%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-29.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Olgerdin Egill Skallagrims HF                                            | Olgerdin Egill Skallagrims HF                                                                                                      | CUSIP: 000000000<br>LEI: 5493003YDW5CUGC5PS30 | Long             | EC               | CORP              | IS        |     12186826 | NS      | $1728094.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-56453.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masan Group Corp                                                         | Masan Group Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |       586840 | NS      | $1415314.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-5787074.27  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERRE ILS FUND SAC LTD.                                              | PARTNERRE ILS FUND SAC LTD.                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     13000000 | NS      | $14037400.00  | 0.35%             |  |  |  | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SEV54UZ13 IRS USD R F  1.59500 2 CCPOIS / Short: SEV54UZ13 IRS USD P V 12MSOFR 1 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5458000 | OU      | $-174797.91   | -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      | $-2034196.55  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $1438572.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHB9R1 IRS CNY R F  1.51000 BMIEHB9S9 CCPNDF / Short: SMIEHB9R1 IRS CNY P V 00MCNRR BMIEHB9T7 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    104580000 | OU      | $62885.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    126440000 | PA      | $237432.96    | 0.01%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMID0VS88 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     27200000 | OU      | $281384.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-67676.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                                                             | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 218837000000 | PA      | $27011324.07  | 0.67%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                                     | Hyundai Mobis Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        25934 | NS      | $4868034.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                                                | KT&G Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        33737 | NS      | $2723057.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      9339936 | PA      | $6561305.04   | 0.16%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    345600000 | PA      | $4300595.33   | 0.11%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEPM378 IRS NZD R V 03MNZDBB BMIEPM394 CCPVANILLA / Short: BMIEPM378 IRS NZD P F  4.17900 BMIEPM386 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45700000 | OU      | $-541908.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KRUK SA                                                                  | KRUK SA                                                                                                                            | CUSIP: 000000000<br>LEI: 259400T1FZYBIW8XUJ78 | Long             | EC               | CORP              | PL        |         8765 | NS      | $929817.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $6109.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warsaw Stock Exchange                                                    | Warsaw Stock Exchange                                                                                                              | CUSIP: 000000000<br>LEI: 25940039ZHD3Z37GKR71 | Long             | EC               | CORP              | PL        |         5473 | NS      | $69497.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                       | Republic of Poland Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -3000000 | PA      | $-3352079.34  | -0.08%            | 2032-05-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     19496200 | PA      | $3302168.88   | 0.08%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $446535.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      9192700 | PA      | $1539777.25   | 0.04%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $1460352.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corp                                                      | CJ CheilJedang Corp                                                                                                                | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |         4157 | NS      | $699146.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                              | CUSIP: 25714RDA9<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    379500000 | PA      | $6429197.52   | 0.16%             | 2025-10-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F  2.79200 BMIED9T23 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10659000000 | OU      | $-279184.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP NEW ZEALAND CASH/RRP REPO                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |    -15416965 | PA      | $-9157675.20  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                                 | Uzbek Industrial and Construction Bank ATB                                                                                         | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 229890000000 | PA      | $17793123.30  | 0.44%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-810320.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED ISK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $-1041.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |            1 | NC      | $921598.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $800718.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $297760.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED PHP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $462826.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEEULF4 IRS KRW R F  2.60000 BMIEEULG2 CCPNDF / Short: SMIEEULF4 IRS KRW P V 03MKSDA BMIEEULH0 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25922000000 | OU      | $288300.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAJIKISTAN INT BOND                                                      | Republic of Tajikistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900W1LSYUF3CYVU10 | Long             | DBT              | NUSS              | TJ        |       700833 | PA      | $687627.88    | 0.02%             | 2027-09-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-692529.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                             | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     27271000 | PA      | $28866353.50  | 0.72%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEGHUB0 IRS KRW R F  2.56500 BMIEGHUC8 CCPNDF / Short: SMIEGHUB0 IRS KRW P V 03MKSDA BMIEGHUD6 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11989000000 | OU      | $121068.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                                | Kazakhstan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |    -14022000 | PA      | $-14711686.09 | -0.37%            | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $-716055.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-11141.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heimar HF                                                                | Heimar HF                                                                                                                          | CUSIP: 000000000<br>LEI: 9676000V0KP4AUXNSZ66 | Long             | EC               | CORP              | IS        |      9470888 | NS      | $2642109.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Festi hf                                                                 | Festi hf                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005OLOCYXGTC7E83 | Long             | EC               | CORP              | IS        |       895742 | NS      | $2091510.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $175979.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F  2.80500 BMIED9UX3 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  28310000000 | OU      | $-765106.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BEV54UYY2 IRS USD R V 12MSOFR 1 CCPOIS / Short: BEV54UYY2 IRS USD P F  1.59500 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4270000 | OU      | $136751.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Optima bank SA                                                           | Optima bank SA                                                                                                                     | CUSIP: 000000000<br>LEI: 2138008NSD1X1XFUK750 | Long             | EC               | CORP              | GR        |       100118 | NS      | $1818898.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                                             | Mobile World Investment Corp                                                                                                       | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |      1146200 | NS      | $2697098.08   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-18151.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     95188000 | PA      | $56152483.98  | 1.40%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                              | Wow Air hf                                                                                                                         | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |       121000 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IPOTEKA-BANK ATIB                                                        | Ipoteka-Bank ATIB                                                                                                                  | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        | 234440000000 | PA      | $18717497.72  | 0.47%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED ARS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |            1 | NC      | $-761365.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $17858.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-140173.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5735526000 | PA      | $3299306.66   | 0.08%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    128350000 | PA      | $2052575.60   | 0.05%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIEQ3866 CDS USD R V 03MEVENT BMIEQ3882 SOVEREIGN / Short: BMIEQ3866 CDS USD P F  1.00000 BMIEQ3874 SOVEREIGN               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     57200000 | OU      | $1302213.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $99991.19     | 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      | $-695994.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BEV557SG8 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV557SG8 IRS EUR P F   .82450 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2700000 | OU      | $952364.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $300971.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-5973.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIEQ3EL6 TRS KZT R F   .00000 KZW100014270 BOND TRS / Short: BMIEQ3EL6 TRS USD P V 00MSOFR SOFRRATE+0BPS                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |  11649371153 | OU      | $-224072.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                       | KWG Group Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      2385000 | PA      | $155323.13    | 0.00%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                                            | MBH Bank Nyrt                                                                                                                      | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      5200000 | PA      | $5861427.46   | 0.15%             | 2035-11-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    184766000 | OU      | $8182305.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $171710.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEDQCK3 IRS INR R F  6.25800 BMIEDQCL1 CCPNDFOIS / Short: SMIEDQCK3 IRS INR P V 06MMIBOR BMIEDQCM9 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2095000000 | OU      | $678481.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $2630945.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     31770669 | PA      | $1703742.53   | 0.04%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $50356.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-83254.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED NZD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |            1 | NC      | $1028918.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alvotech SA                                                              | Alvotech SA                                                                                                                        | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |       483654 | NS      | $3743336.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $402990.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     14098505 | PA      | $538649.63    | 0.01%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     27469000 | PA      | $24466740.36  | 0.61%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $8955.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED ISK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $-71366.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED ISK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-76871.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                                  | Bahamas Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     22739000 | PA      | $22981496.20  | 0.57%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     32198500 | PA      | $4427293.75   | 0.11%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eimskipafelag Islands hf                                                 | Eimskipafelag Islands hf                                                                                                           | CUSIP: 000000000<br>LEI: 549300IUR8Q7Y44KBL02 | Long             | EC               | CORP              | IS        |       809063 | NS      | $2288590.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                           | JPN 10Y BOND(OSE) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           -4 | NC      | $-81726.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1609699.94  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $99991.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1651030.37  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     17563756 | PA      | $8913386.62   | 0.22%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3957.11     | -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      | $6786.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIDZPBT5 IRS INR R F  5.94300 BMIDZPBU2 CCPNDFOIS / Short: SMIDZPBT5 IRS INR P V 06MMIBOR BMIDZPBV0 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1900000000 | OU      | $264994.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-19299.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMID18J62 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     26300000 | OU      | $272731.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE CORE NAT CAT FUND                                               | SWISS RE CORE NAT CAT FUND                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     26616650 | NS      | $29217096.71  | 0.73%             |  |  |  | No            |                  3 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                              | CUSIP: 25714PEU8<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    342670000 | PA      | $5861599.86   | 0.15%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIESYV78 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     44463000 | OU      | $44463000.00  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6749600 | PA      | $1248676.00   | 0.03%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-394057.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                                     | Republic of Cameroon International Bond                                                                                            | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     55750000 | PA      | $46288600.47  | 1.15%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bonds                                    | Jordan Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     11925000 | PA      | $11021800.50  | 0.27%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-77428.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN REII LTD 0.000 17MAR2028                                            | EDEN REII LTD 0.000 17MAR2028                                                                                                      | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |       136842 | NS      | $1657746.37   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     16252000 | PA      | $12190665.83  | 0.30%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-76200.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       960510 | PA      | $430788.96    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1056914.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIBLN0H7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BMIBLN0H7 IRS EUR P F  2.59620 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2800000 | OU      | $-75676.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | Alpha Holding SA de CV                                                                                                             | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      2696900 | PA      | $33711.25     | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     21447000 | PA      | $15663065.81  | 0.39%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $267284.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $251682.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $479187.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                  | Ethiopia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     75098000 | PA      | $63457810.00  | 1.58%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-5533054.93  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   6251259000 | PA      | $3505644.63   | 0.09%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     40428993 | PA      | $2395512.20   | 0.06%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Bursa Malaysia                                                           | FTSE KLCI FUTURE MAY25                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |        -1507 | NC      | $-391950.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-163946.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $357464.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33571640 | OU      | $6039.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $5290.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQTGD5 IRS THB R F  1.41000 BMIEQTGE3 CCPNDFOIS / Short: SMIEQTGD5 IRS THB P V 12MTHOR BMIEQTGF0 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1064000000 | OU      | $7548.81      | 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      | $-2435864.44  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-1248.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB REPUBLIC AZERBAIJAN REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     13500824 | PA      | $13500824.40  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $233794.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $68929.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                     | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     82693229 | PA      | $56270675.00  | 1.40%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OPAP SA                                                                  | OPAP SA                                                                                                                            | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |       116414 | NS      | $2586627.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-1015490.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-22965.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     19027000 | PA      | $18948843.94  | 0.47%             | 2025-06-05      | None          | 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      | $371619.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEEULT4 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -28000000 | OU      | $-111636.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $13220.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $285968.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIETPSG0 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -57000000 | OU      | $-231420.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9532000 | PA      | $355588.21    | 0.01%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-409146.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEDFPS6 IRS KRW R F  2.71750 BMIEDFPT4 CCPNDF / Short: SMIEDFPS6 IRS KRW P V 03MKSDA BMIEDFPU1 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  26606000000 | OU      | $405367.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eik fasteignafelag hf                                                    | Eik fasteignafelag hf                                                                                                              | CUSIP: 000000000<br>LEI: 2138005WRSDC4DI3BJ43 | Long             | EC               | CORP              | IS        |     11971940 | NS      | $1168362.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-259167.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $1236957.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                                | Iceland Rikisbref                                                                                                                  | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   2076206591 | PA      | $16406229.69  | 0.41%             | 2035-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                               | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |            1 | NC      | $-600157.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                 | Shimao Group Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      7800000 | PA      | $438828.00    | 0.01%             | 2026-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2040000000 | PA      | $6272563.19   | 0.16%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIETUJL8 CDS USD R F  1.00000 BMIETUJM6 SOVEREIGN / Short: BMIETUJL8 CDS USD P V 03MEVENT BMIETUJN4 SOVEREIGN               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     24000000 | OU      | $239844.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                   | Nigeria Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      4178000 | PA      | $3620069.88   | 0.09%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP BENIN GOVERNMENT REPO                                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |     -3489026 | PA      | $-3489026.16  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     83800000 | PA      | $1065587.72   | 0.03%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-1076091.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                   | Montenegro Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      4040000 | PA      | $4464329.09   | 0.11%             | 2027-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     61840620 | OU      | $-423546.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-77290.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     13616000 | PA      | $10088162.48  | 0.25%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-177223.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEPUHL4 IRS NZD R V 03MNZDBB BMIEPUHN0 CCPVANILLA / Short: BMIEPUHL4 IRS NZD P F  4.25000 BMIEPUHM2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     88580000 | OU      | $-1362267.75  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BLUE OWL CREDIT REPO                                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4132470 | PA      | $4132470.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |            1 | NC      | $544691.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unison Trust                                                             | Unison Trust 2021-1                                                                                                                | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42066460 | PA      | $41041931.85  | 1.02%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $568523.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $202879.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                                                 | Santander Bank Polska SA                                                                                                           | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |        16602 | NS      | $2553524.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      6007000 | PA      | $5970991.16   | 0.15%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3416000 | PA      | $592180.68    | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Grupa Azoty SA                                                           | Grupa Azoty SA                                                                                                                     | CUSIP: 000000000<br>LEI: 259400Z9C99U5B36R274 | Long             | EC               | CORP              | PL        |         8410 | NS      | $46146.03     | 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      | $-13286.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     73660350 | OU      | $-410067.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                                 | Tanzania 2024 Term Loan A2                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     16200000 | PA      | $15977250.00  | 0.40%             | 2031-02-27      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD ARS                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-620528.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-2719.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD OMR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-241.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     79212000 | PA      | $19929023.49  | 0.50%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP NEW ZEALAND CASH/RRP REPO                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |    -93439646 | PA      | $-55503139.32 | -1.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | Long: BMIEDNDV5 CDS USD R F  1.00000 BMIEDNDW3 CORPORATE / Short: BMIEDNDV5 CDS USD P V 03MEVENT BMIEDNDX1 CORPORATE               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     18400000 | OU      | $-1139514.58  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                               | National Bank of Greece SA                                                                                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       532846 | NS      | $5655343.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-164172.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-435775.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jastrzebska Spolka Weglowa SA                                            | Jastrzebska Spolka Weglowa SA                                                                                                      | CUSIP: 000000000<br>LEI: 259400D4E0H5BGXNIK97 | Long             | EC               | CORP              | PL        |        18818 | NS      | $120531.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US LONG BOND(CBT) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -743 | NC      | $-1617764.61  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP NEW ZEALAND CASH/RRP REPO                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |     -3873241 | PA      | $-2300704.95  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $100018.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1124 | NC      | $-920854.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-5001.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    738000000 | PA      | $2213241.02   | 0.06%             | 2032-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-732266.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                                            | LG Uplus Corp                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       126528 | NS      | $1068349.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $8834.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-30035.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-549944.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-2820.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -16640000 | PA      | $-15174016.00 | -0.38%            | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIEKPGS6 TRS USD R E BMIEKPGT4 COMMODITYTRS / Short: BMIEKPGS6 TRS USD P F   .12000 BMIEKPGU1 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | FR        |    292000000 | OU      | $-10629449.85 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     13075000 | PA      | $12503818.63  | 0.31%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $43287.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     35548878 | PA      | $1441820.56   | 0.04%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                    | BB BAHRAIN REPO                                                                                                                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |      7070205 | PA      | $7070205.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-339823.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIED9SS7 IRS KRW R F  2.71000 BMIED9ST5 CCPNDF / Short: SMIED9SS7 IRS KRW P V 03MKSDA BMIED9SU2 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20235000000 | OU      | $303186.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                                     | Provincia De Neuquen Tranche B Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      3794100 | PA      | $3832040.61   | 0.10%             | 2027-11-01      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $25049.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-145692.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-546909.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-15662.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIETPME1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -76000000 | OU      | $-308560.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $20041.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | Long: BMIDDPSS3 CDS USD R F  1.00000 BMIDDPST1 CORPORATE / Short: BMIDDPSS3 CDS USD P V 03MEVENT BMIDDPSU8 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     18000000 | OU      | $-21202.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                                     | Provincia De Neuquen Tranche C Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      3414634 | PA      | $3448780.50   | 0.09%             | 2027-11-28      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    722000000 | PA      | $2510706.03   | 0.06%             | 2028-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-282401.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      6125535 | PA      | $6125535.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIERBZS9 IRS THB R F  1.40500 BMIERBZT7 CCPNDFOIS / Short: SMIERBZS9 IRS THB P V 12MTHOR BMIERBZU4 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    642380000 | OU      | $-89.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-854799.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | Long: BMIERQXW9 CDS USD R F  1.00000 BMIERQXX7 SOVEREIGN / Short: BMIERQXW9 CDS USD P V 03MEVENT BMIERQXY5 SOVEREIGN               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      4400000 | OU      | $-40175.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   3341740000 | PA      | $2861967.39   | 0.07%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $285726.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $96178.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $349629.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     13457671 | PA      | $8773055.72   | 0.22%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $252903.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zabka Group SA                                                           | Zabka Group SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300TU2RZ35E4ET914 | Long             | EC               | CORP              | LU        |       162894 | NS      | $929706.13    | 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      | $-282917.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     46744000 | PA      | $8086712.00   | 0.20%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-797193.62   | -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      | $-192704.99   | -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      | $175484.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1659000 | PA      | $287052.62    | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3936181.09  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $19570.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-360971.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |            1 | NC      | $738076.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    116100000 | PA      | $2181185.76   | 0.05%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1320000000 | PA      | $4498555.15   | 0.11%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-493051.73   | -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        |    344750000 | PA      | $5873224.08   | 0.15%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| BONCER                                                                   | Argentina Treasury Bond BONCER                                                                                                     | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3341744000 | PA      | $3618664.40   | 0.09%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-576729.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $131382.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $17182.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-66444.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB REPUBLIC AZERBAIJAN REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4180657 | PA      | $4180656.90   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                              | Khang Dien House Trading and Investment JSC                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       380200 | NS      | $386451.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIESQGT4 TRS COP R V 00MDTF DTF RATE 90D NON COMPOUNDING / Short: BMIESQGT4 TRS COP P F   .00000 ACI2Q1VT3 BOND TRS         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  27964812094 | OU      | $-103929.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIEJBW44 TRS USD R E BMIEJBW51 COMMODITYTRS / Short: BMIEJBW44 TRS USD P F   .12000 BMIEJBW69 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |     82400000 | OU      | $-4736902.61  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92TF6QE1 CDS USD R V 03MEVENT Z92TF6QF8 CCPSOVEREIGN / Short: B92TF6QE1 CDS USD P F  1.00000 Z92TF6QG6 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     33650000 | OU      | $-503539.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIERFN61 IRS THB R F  1.36400 BMIERFN79 CCPNDFOIS / Short: SMIERFN61 IRS THB P V 12MTHOR BMIERFN87 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    265920000 | OU      | $-15809.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                                            | ForteBank JSC                                                                                                                      | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |     17440000 | PA      | $17070331.99  | 0.43%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      7051000 | PA      | $1092905.00   | 0.03%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $394110.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Text SA                                                                  | Text SA                                                                                                                            | CUSIP: 000000000<br>LEI: 259400W35VF4Q1XFFE11 | Long             | EC               | CORP              | PL        |         4410 | NS      | $63192.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-238042.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-58187.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |            1 | NC      | $607405.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $309033.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-369920.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                                                   | Itau BBA International PLC                                                                                                         | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |  86780460000 | PA      | $11799539.15  | 0.29%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                        | Ares Capital Corp                                                                                                                  | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Short            | DBT              | CORP              | US        |    -15857000 | PA      | $-15501240.12 | -0.39%            | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    173708282 | OU      | $-228099.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIETK0D8 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -44460000 | OU      | $-44460000.00 | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    197200000 | PA      | $2330633.38   | 0.06%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIETPMF8 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -76000000 | OU      | $-348384.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIES9RD5 TRS COP R V 00MDTF DTF RATE 90D NON COMPOUNDING / Short: BMIES9RD5 TRS COP P F   .00000 ACI2Q1VT3 BOND TRS         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  55929627906 | OU      | $-174556.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $41746.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-22064.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     35824052 | PA      | $3940645.72   | 0.10%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHB9U4 IRS CNY R F  1.51500 BMIEHB9V2 CCPNDF / Short: SMIEHB9U4 IRS CNY P V 00MCNRR BMIEHB9W0 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     78870000 | OU      | $49988.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $394262.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIE9EP21 IRS INR R F  5.93020 BMIE9EP39 CCPNDFOIS / Short: SMIE9EP21 IRS INR P V 06MMIBOR BMIE9EP47 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2300000000 | OU      | $363821.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                       | Panama Government International Bond                                                                                               | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -4031000 | PA      | $-3910246.32  | -0.10%            | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD HKD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-10283.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED NZD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |            1 | NC      | $92600.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                                     | Provincia De Neuquen Tranche A Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      3102376 | PA      | $3133399.41   | 0.08%             | 2027-11-01      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1075389000 | PA      | $550140.99    | 0.01%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $751601.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                                               | Kakao Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |        73598 | NS      | $1977191.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-57072.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | Long: BMIDL0679 CDS USD R F  1.00000 BMIDL0687 CORPORATE / Short: BMIDL0679 CDS USD P V 03MEVENT BMIDL0695 CORPORATE               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     14668000 | OU      | $-17277.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    640100000 | PA      | $1967669.77   | 0.05%             | 2037-10-29      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      1700000 | PA      | $1694427.09   | 0.04%             | 2025-05-29      | None          | 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      | $53901.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                                    | Serbia Treasury Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   7458940000 | PA      | $81122462.30  | 2.02%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIENB8H7 CDS USD R F  1.00000 BMIENB8J3 CORPORATE / Short: BMIENB8H7 CDS USD P V 03MEVENT BMIENB8K0 CORPORATE               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    224319000 | OU      | $-11822302.20 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska SA                                                           | Dino Polska SA                                                                                                                     | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |        18507 | NS      | $2594447.57   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-147482.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED NGN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $40946.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     12982000 | PA      | $1914845.00   | 0.05%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $44325.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMID0L973 CDS USD R F  1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     16821000 | OU      | $-703349.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                          | Athens International Airport SA                                                                                                    | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |        17952 | NS      | $185989.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                                   | KB Financial Group Inc                                                                                                             | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        57419 | NS      | $3628805.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | EG        |            1 | NC      | $319626.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BAHRAIN CASH/BB REPO                                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      8388433 | PA      | $8388433.14   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    732800000 | PA      | $8654881.89   | 0.22%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds                                               | Guatemala Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     11199000 | PA      | $11218775.42  | 0.28%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    805900000 | PA      | $9521030.93   | 0.24%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-229047.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | REPO BB REPUBLIC OF POLAND GOV                                                                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      1786500 | PA      | $2023837.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                                   | Motor Oil Hellas Corinth Refineries SA                                                                                             | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |        40809 | NS      | $988806.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                                      | New Zealand Government Inflation Linked Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     88846187 | PA      | $49769899.65  | 1.24%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $1778489.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUXL 30Y BND JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -32 | NC      | $-100075.64   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $56475.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                   | Blackstone Private Credit Fund                                                                                                     | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Short            | DBT              | CORP              | US        |     -4013000 | PA      | $-3832587.24  | -0.10%            | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     18246000 | PA      | $3136031.25   | 0.08%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7625000 | PA      | $3702907.78   | 0.09%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     20778000 | PA      | $3581997.34   | 0.09%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F  2.68500 BMIEEULN7 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13642000000 | OU      | $-260014.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD BHD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-471731.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      8151000 | PA      | $6607037.58   | 0.16%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       768541 | PA      | $94146.27     | 0.00%             | 2025-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                               | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |            1 | NC      | $-18155.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-589314.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    237700000 | PA      | $2841059.47   | 0.07%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $75630.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                       | Republic of Poland Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |    -10844000 | PA      | $-11632911.51 | -0.29%            | 2029-03-07      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $2090902.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Arion Banki HF                                                           | Arion Banki HF                                                                                                                     | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |      7000132 | NS      | $8405565.92   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     13110000 | PA      | $9177819.38   | 0.23%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Budimex SA                                                               | Budimex SA                                                                                                                         | CUSIP: 000000000<br>LEI: 25940093SDJZW2C1V355 | Long             | EC               | CORP              | PL        |        35100 | NS      | $5899604.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEBHRV5 IRS INR R F  6.17350 BMIEBHRW3 CCPNDFOIS / Short: SMIEBHRV5 IRS INR P V 06MMIBOR BMIEBHRX1 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1066903000 | OU      | $299960.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-194285.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-28402.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQCAY2 IRS TWD R V 03MCPTW BMIEQCB05 CCPNDF / Short: BMIEQCAY2 IRS TWD P F  1.78900 BMIEQCAZ9 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    439000000 | OU      | $-164809.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Islandsbanki HF                                                          | Islandsbanki HF                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | EC               | CORP              | IS        |      6785230 | NS      | $5675842.36   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $6741.94      | 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      | $-95203.13    | -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      | $210676.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-244317.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     92900000 | PA      | $1095246.41   | 0.03%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $981853.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | RRP BENIN (REPUBLIC OF) REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |      -273340 | PA      | $-273339.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA GOVERNMENT REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2659020 | PA      | $2659020.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                              | Bank of Cyprus Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      6083424 | NS      | $39391533.04  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                                   | Samsung Fire & Marine Insurance Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |         7019 | NS      | $1851806.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $439184.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     28090000 | PA      | $19429361.43  | 0.48%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |            1 | NC      | $283509.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                                       | CRUDE OIL OPT IPE SEP25C 80                                                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         5989 | NC      | $2635160.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                   | PURCHASED SEK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |            1 | NC      | $568473.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coteccons Construction JSC                                               | Coteccons Construction JSC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       238600 | NS      | $747511.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $384182.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                                        | SK Telecom Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |        59240 | NS      | $2263368.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     21387000 | PA      | $3796192.50   | 0.09%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMID0PTL1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     50900000 | OU      | $526560.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     48058117 | PA      | $2240111.40   | 0.06%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                                 | Hana Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        43853 | NS      | $1988738.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-18510.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-5.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-204960.99   | -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      | $-2252013.77  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-12527.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   3141000000 | PA      | $10777823.24  | 0.27%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $735921.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP NEW ZEALAND REPO                                                                                                               | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |    -86354996 | PA      | $-51294858.11 | -1.28%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     23828000 | PA      | $884460.95    | 0.02%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XV2M23 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XV2M23 CDS USD P F  1.00000 2 CCPSOVEREIGN                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      9464000 | OU      | $843947.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIE56VJ8 IRS USD R V 12MUSCPI BMIE56VL3 CCPINFLATIONZERO / Short: BMIE56VJ8 IRS USD P F  2.61750 BMIE56VK5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     41200000 | OU      | $-53053.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                   | Montenegro Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     45190000 | PA      | $49755757.09  | 1.24%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $83868.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO STOXX BANK JUN25                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -4464 | NC      | $-1587165.23  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $67.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       617861 | PA      | $277110.84    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2011691.31  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                           | Bank of the Philippine Islands                                                                                                     | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |      1202030 | NS      | $3013879.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-142474.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB BAHRAIN REPO                                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5080048 | PA      | $5080047.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13414000 | PA      | $2315088.73   | 0.06%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $102996.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                                | Iceland Rikisbref                                                                                                                  | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   1273622050 | PA      | $9681904.48   | 0.24%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    185446000 | PA      | $349736.55    | 0.01%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHBBM9 IRS CNY R F  1.50300 BMIEHBBN7 CCPNDF / Short: SMIEHBBM9 IRS CNY P V 00MCNRR BMIEHBBP2 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     78800000 | OU      | $43798.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $432548.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB SENEGAL BORROW BB REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      7611254 | PA      | $7611253.65   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | BMIET5NS3 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     19340500 | OU      | $19360459.40  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BEV56T8Q9 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV56T8Q9 IRS EUR P F  1.28850 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       970000 | OU      | $241015.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       956000 | PA      | $164643.75    | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SBA IO Trust                                                             | SBAIO 2018-3 Trust                                                                                                                 | CUSIP: 78415BAA8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     73410859 | PA      | $4245871.21   | 0.11%             | 2044-05-24      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBAVNW3 IRS EUR R F  3.25680 2 CCPVANILLA / Short: SMIBAVNW3 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       600040 | OU      | $45083.02     | 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      | $217547.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEEULV9 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -28000000 | OU      | $-76692.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                                           | Shinhan Financial Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        77516 | NS      | $2801425.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     30108000 | PA      | $27586652.96  | 0.69%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XUKQ95 CDS USD R V 03MEVENT Z92XUKQA2 CCPSOVEREIGN / Short: B92XUKQ95 CDS USD P F  1.00000 Z92XUKQB0 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    399100000 | OU      | $-397144.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |            1 | NC      | $353252.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-22701.66    | -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      | $244768.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -273 | NC      | $-296050.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $47479.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $55908.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-121751.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      7552000 | PA      | $5698916.67   | 0.14%             | 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      | $-304275.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-5421.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UZ        |            1 | NC      | $270775.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                     | Republic of Uzbekistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 367300000000 | PA      | $28876188.45  | 0.72%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| KGHM Polska Miedz SA                                                     | KGHM Polska Miedz SA                                                                                                               | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |        58115 | NS      | $1855174.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SSI Securities Corp                                                      | SSI Securities Corp                                                                                                                | CUSIP: 000000000<br>LEI: 213800IF2RICE613K743 | Long             | EC               | CORP              | VN        |       926593 | NS      | $822346.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                         | Powszechny Zaklad Ubezpieczen SA                                                                                                   | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       222412 | NS      | $3469805.08   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -5501000 | PA      | $-3365165.07  | -0.08%            | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $47595.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-463984.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $239267.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1544554 | PA      | $212376.18    | 0.01%             | 2027-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                   | Montenegro Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     14446000 | PA      | $14588112.53  | 0.36%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $1361724.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |            1 | NC      | $978365.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                                                             | JSC Kaspi.kz                                                                                                                       | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     35600000 | PA      | $34911114.37  | 0.87%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GHANA COCOA BOND                                                         | Ghana Cocoa Bond                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     14277482 | PA      | $803417.20    | 0.02%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Pepco Group NV                                                           | Pepco Group NV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800OVMJPFP79OB449 | Long             | EC               | CORP              | NL        |        78032 | NS      | $369260.20    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                       | Bahrain Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -14051000 | PA      | $-13594395.19 | -0.34%            | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2328064 | PA      | $285187.84    | 0.01%             | 2029-09-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $6127.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1096229 | PA      | $134288.05    | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $268241.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $226105.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $71067.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $32340.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000000 | PA      | $591822.36    | 0.01%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Military Commercial Joint Stock Bank                                     | Military Commercial Joint Stock Bank                                                                                               | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |      1653700 | NS      | $1506905.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -11590000 | PA      | $-11862318.64 | -0.30%            | 2036-02-12      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEDQD63 IRS INR R F  6.25550 BMIEDQD71 CCPNDFOIS / Short: SMIEDQD63 IRS INR P V 06MMIBOR BMIEDQD89 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1751000000 | OU      | $564863.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                 | Industrial Bank of Korea                                                                                                           | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |       120713 | NS      | $1302784.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $44922.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $-172825.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    141946000 | PA      | $32352908.07  | 0.81%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-299722.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED USD / SOLD ILS                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-4089140.74  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIERU1J4 CDS USD R F  1.00000 BMIERU1K1 CORPORATE / Short: BMIERU1J4 CDS USD P V 03MEVENT BMIERU1L9 CORPORATE               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |      1652980 | OU      | $-127020.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIEG7UA4 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -57340000 | OU      | $-174141.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-589963.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIEG7UF3 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -57340000 | OU      | $-319727.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                  | Long: BMIENB8L8 CDS USD R F  1.00000 BMIENB8L8_FEE SOVEREIGN / Short: BMIENB8L8 CDS USD P V 03MEVENT BMIENB8L8_PRO SOVEREIGN       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     22000000 | OU      | $-1245400.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $97751.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |            1 | NC      | $-1639781.89  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                  | European Bank for Reconstruction & Development                                                                                     | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      8700000 | PA      | $8569778.40   | 0.21%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-54195.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-8778.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $17972.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                              | Hellenic Telecommunications Organization SA                                                                                        | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       123839 | NS      | $2350092.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Healthcare Ltd                                                     | Ryman Healthcare Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 529900UR74KKRFG56I57 | Short            | EC               | CORP              | NZ        |      -145677 | NS      | $-191077.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1586875000 | PA      | $4069075.59   | 0.10%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-583146.37   | -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      | $-648472.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc                                               | Meritz Financial Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        28734 | NS      | $2510220.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                                                         | GS Holdings Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        26011 | NS      | $707269.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIE57159 IRS USD R V 12MUSCPI BMIE57175 CCPINFLATIONZERO / Short: BMIE57159 IRS USD P F  2.61400 BMIE57167 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38470000 | OU      | $-43113.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $644803.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $1551686.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQSGD7 IRS THB R F  1.40300 BMIEQSGE5 CCPNDFOIS / Short: SMIEQSGD7 IRS THB P V 12MTHOR BMIEQSGF2 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    531800000 | OU      | $-1612.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                     | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4693432 | PA      | $1928390.41   | 0.05%             | 2037-01-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-65161.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEEULU1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     28000000 | OU      | $198548.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                               | Eurobank Ergasias Services and Holdings SA                                                                                         | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |      1883202 | NS      | $5344574.42   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB BAHRAIN CASH/BB REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4278272 | PA      | $4278272.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1720950000 | PA      | $4399731.64   | 0.11%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     14720000 | PA      | $2546008.00   | 0.06%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vietnam Technological & Commercial Joint Stock Bank                      | Vietnam Technological & Commercial Joint Stock Bank                                                                                | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      3295200 | NS      | $3514021.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagar hf                                                                 | Hagar hf                                                                                                                           | CUSIP: 000000000<br>LEI: 635400TICHH43JJTNP54 | Long             | EC               | CORP              | IS        |      6527976 | NS      | $5449286.19   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                     | Republic of Uzbekistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  60000000000 | PA      | $4757528.93   | 0.12%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-32249.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-103109.80   | -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      | $-1216299.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4140000 | PA      | $2405039.90   | 0.06%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMID2FBE6 CDS USD R F  1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     15099959 | OU      | $-631385.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $74341.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          940 | NC      | $2777894.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $73335.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-403847.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kiwi Property Group Ltd                                                  | Kiwi Property Group Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | NZ        |       -14965 | NS      | $-7337.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BB PANAMA REPUBLIC OF                                                    | BB PANAMA REPUBLIC OF                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |      4192240 | PA      | $4192240.00   | 0.10%             | 2026-01-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-202201.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: BMIESMUL4 CDS USD R V 03MEVENT BMIESMUN0 SOVEREIGN / Short: BMIESMUL4 CDS USD P F  1.00000 BMIESMUM2 SOVEREIGN               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     61000000 | OU      | $-1067453.03  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $109088.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIETUJP9 CDS USD R F  1.00000 BMIETUJQ7 SOVEREIGN / Short: BMIETUJP9 CDS USD P V 03MEVENT BMIETUJR5 SOVEREIGN               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |     24000000 | OU      | $239844.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $263877.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |    -21685000 | PA      | $-13978800.68 | -0.35%            | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                               | S+P/TSX 60 IX FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         -301 | NC      | $-847172.52   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-103450.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      7924778 | PA      | $7924777.78   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                    | BB KAZAKHSTAN GOV REPO                                                                                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |      3844474 | PA      | $3844473.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: SMIERHF90 CDS USD R F  1.00000 BMIERHFA7 CCPSOVEREIGN / Short: SMIERHF90 CDS USD P V 03MEVENT BMIERHFB5 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      7550000 | OU      | $-1734825.49  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-151726.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHFJ83 IRS CNY R F  1.50000 BMIEHFJ91 CCPNDF / Short: SMIEHFJ83 IRS CNY P V 00MCNRR BMIEHFJA8 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79040000 | OU      | $42390.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     27534000 | PA      | $4735159.65   | 0.12%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA GOVERNMENT REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     12517185 | PA      | $12517185.00  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina SA                                                  | Banco BBVA Argentina SA                                                                                                            | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |       146855 | NS      | $2967939.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coway Co Ltd                                                             | Coway Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        20211 | NS      | $1244400.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupa Kety SA                                                            | Grupa Kety SA                                                                                                                      | CUSIP: 000000000<br>LEI: 2594007JKYYF3WGI0129 | Long             | EC               | CORP              | PL        |         6217 | NS      | $1423652.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1581 | NC      | $-1496760.55  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $28397.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    800000000 | PA      | $4223314.53   | 0.11%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-189244.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-64720.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                              | Vietnam Prosperity JSC Bank                                                                                                        | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |      1727600 | NS      | $1105351.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   9507294000 | PA      | $5863595.32   | 0.15%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-SCHATZ FUT JUN25                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -163 | NC      | $-102616.27   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      6282000 | PA      | $6153604.67   | 0.15%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     90000000 | PA      | $52095509.24  | 1.30%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                    | Guatemala Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     16308000 | PA      | $16276485.61  | 0.41%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                                      | Bank of Georgia JSC                                                                                                                | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |     13954000 | PA      | $13748821.50  | 0.34%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BMIED0Q17 IRS COP R V 12MCPIBR BMIED0Q33 CCPNDFOIS / Short: BMIED0Q17 IRS COP P F  8.44500 BMIED0Q25 CCPNDFOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  34436000000 | OU      | $53538.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB KAZAKHSTAN GOV REPO                                                                                                             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      6981407 | PA      | $6981406.94   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Bahamas                                                  | Bahamas Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      2359000 | PA      | $2234734.77   | 0.06%             | 2029-11-20      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Vale SA                                                                  | Vale SA                                                                                                                            | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      1175401 | NS      | $10942983.31  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| mBank SA                                                                 | mBank SA                                                                                                                           | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | EC               | CORP              | PL        |         5672 | NS      | $1235840.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | RRP CAMERRON CASH/RRP REPO                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | US        |    -13956105 | PA      | $-13956104.63 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  97630000000 | PA      | $11989756.81  | 0.30%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-65922.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                                    | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1903000 | PA      | $1473364.45   | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Investments Corp                                                      | SM Investments Corp                                                                                                                | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |       286090 | NS      | $4453410.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     32387000 | PA      | $4777082.50   | 0.12%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     22719122 | PA      | $855431.84    | 0.02%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | INDONESIA GOVERNMENT                                                                                                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        | 454855000000 | PA      | $27313631.74  | 0.68%             | 2030-07-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED ISK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-99308.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                                | Kazakhstan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |    -15452000 | PA      | $-13730145.01 | -0.34%            | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIETK0D8 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     44460000 | OU      | $44511706.98  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    535040000 | PA      | $9086218.32   | 0.23%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $-7478.31     | -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      | $274615.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     11631800 | PA      | $1730230.25   | 0.04%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-8614.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD SEK                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-320254.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $8797478.22   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                                                 | Europe Asia Investment Finance BV                                                                                                  | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        | 331541810000 | PA      | $25507925.90  | 0.64%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Ideal Holdings SA                                                        | Ideal Holdings SA                                                                                                                  | CUSIP: 000000000<br>LEI: 2138005HALN2BC9VUD41 | Long             | EC               | CORP              | GR        |        75184 | NS      | $536239.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $134573.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-7519.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                                         | PGE Polska Grupa Energetyczna SA                                                                                                   | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |       344598 | NS      | $752640.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $112300.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                      | Nigeria Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       856000 | PA      | $724717.85    | 0.02%             | 2049-01-21      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEBHS10 IRS INR R F  6.17400 BMIEBHS28 CCPNDFOIS / Short: SMIEBHS10 IRS INR P V 06MMIBOR BMIEBHS36 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1062800000 | OU      | $299075.35    | 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      | $154630.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   5179690000 | PA      | $4941498.05   | 0.12%             | 2026-02-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alior Bank SA                                                            | Alior Bank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 259400QHDOZWMJ103294 | Long             | EC               | CORP              | PL        |        34247 | NS      | $928019.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                                 | CUSIP: 31394W3D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       446586 | PA      | $44442.66     | 0.00%             | 2034-03-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-46264.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duc Giang Chemicals JSC                                                  | Duc Giang Chemicals JSC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       274400 | NS      | $964102.29    | 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      | $85653.16     | 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      | $261291.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                             | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     46298901 | PA      | $42757035.07  | 1.07%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Ayala Corp                                                               | Ayala Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |       146320 | NS      | $1570590.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $335716.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                                              | GOLD 100 OZ FUTR JUN25                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          233 | NC      | $2968422.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     49611352 | PA      | $2086473.81   | 0.05%             | 2032-02-10      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3518000 | PA      | $747575.00    | 0.02%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $205062.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F  4.30978 BMIEUBRD7 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    131200078 | OU      | $-101198.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIETPSY1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -57000000 | OU      | $-261288.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-59931.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BLACKSTONE PRIVATE REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4048114 | PA      | $4048113.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-208583.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB4EY2 IRS INR R F  6.15500 BMIEB4EZ9 CCPNDFOIS / Short: SMIEB4EY2 IRS INR P V 06MMIBOR BMIEB4F05 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1028620000 | OU      | $279579.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |            1 | NC      | $314118.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     63175000 | PA      | $63018828.25  | 1.57%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $597235.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBBV3W4 IRS EUR R F  3.00880 2 CCPVANILLA / Short: SMIBBV3W4 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2719424 | OU      | $122895.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skagi Hf                                                                 | Skagi Hf                                                                                                                           | CUSIP: 000000000<br>LEI: 213800QFQIHO7KG2P786 | Long             | EC               | CORP              | IS        |      9151064 | NS      | $1320125.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Joint Stock Commercial Bank for Industry and Trade               | Vietnam Joint Stock Commercial Bank for Industry and Trade                                                                         | CUSIP: 000000000<br>LEI: 213800LHW17DHRGTI512 | Long             | EC               | CORP              | VN        |       865600 | NS      | $1243534.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |            1 | NC      | $309573.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds                               | Republic of Azerbaijan International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Short            | DBT              | NUSS              | AZ        |    -19297000 | PA      | $-16902748.85 | -0.42%            | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-747105.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQX4H0 IRS THB R F  1.40350 BMIEQX4J6 CCPNDFOIS / Short: SMIEQX4H0 IRS THB P V 12MTHOR BMIEQX4K3 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    638000000 | OU      | $-1473.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD HKD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-67442.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB KAZAKHSTAN GOV REPO                                                                                                             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2667195 | PA      | $2667195.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                              | Wow Air hf                                                                                                                         | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |      5500000 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $838534.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIDR5JU7 IRS TWD R V 03MCPTW BMIDR5JW3 CCPNDF / Short: BMIDR5JU7 IRS TWD P F  1.89500 BMIDR5JV5 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1467000000 | OU      | $-764337.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Gemadept Corp                                                            | Gemadept Corp                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       924200 | NS      | $1884915.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-1841532.25  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |            1 | NC      | $125510.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F  2.79250 BMIEDFPX5 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14157000000 | OU      | $-371258.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-566570.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BEV559PP7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV559PP7 IRS EUR P F   .86950 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3019000 | OU      | $1034304.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2809590 | PA      | $2809590.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                    | Egypt Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   7576826000 | PA      | $152521538.68 | 3.80%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD HKD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-22838.13    | -0.00%            |  |  |  | No            |                  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        |      1315500 | PA      | $1339782.81   | 0.03%             | 2025-06-29      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $226498.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    592250000 | PA      | $1530046.03   | 0.04%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| XTB SA                                                                   | XTB SA                                                                                                                             | CUSIP: 000000000<br>LEI: 259400AVUPSABLEXNT19 | Long             | EC               | CORP              | PL        |         3517 | NS      | $76410.51     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD BHD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-102795.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                        | Hellenic Republic Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    744028500 | PA      | $2191469.98   | 0.05%             | 2042-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIED1UF9 IRS KRW R F  2.61000 BMIED1UG7 CCPNDF / Short: SMIED1UF9 IRS KRW P V 03MKSDA BMIED1UH5 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  21147000000 | OU      | $245607.19    | 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        |     77408033 | NS      | $77408032.62  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     15466025 | PA      | $14282874.09  | 0.36%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| JSCB AGROBANK                                                            | Jscb Agrobank                                                                                                                      | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |     27531000 | PA      | $28451774.30  | 0.71%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    252000000 | PA      | $880179.68    | 0.02%             | 2029-06-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     28803900 | PA      | $3744507.00   | 0.09%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-4033.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-164410.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBAZFX1 IRS EUR R F  3.31230 2 CCPVANILLA / Short: SMIBAZFX1 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1200079 | OU      | $95435.98     | 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      | $-1198698.34  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB REPUBLIC ARMENIA REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      7182621 | PA      | $7182621.25   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-423739.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $147143.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $247665.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | REPO BB POLAND (REPUBLIC OF)                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      3168750 | PA      | $3589720.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-75767.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED NOK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |            1 | NC      | $-24796.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQQP33 IRS NZD R V 03MNZDBB BMIEQQP58 CCPVANILLA / Short: BMIEQQP33 IRS NZD P F  4.03030 BMIEQQP41 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20112000 | OU      | $-90174.77    | -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      | $-36795.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     36286470 | PA      | $1594849.96   | 0.04%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQFZ77 IRS NZD R V 03MNZDBB BMIEQFZ93 CCPVANILLA / Short: BMIEQFZ77 IRS NZD P F  4.10930 BMIEQFZ85 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     24190000 | OU      | $-203230.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED SEK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |            1 | NC      | $-50124.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-600694.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | Long: BEV4JRXD3 CDS USD R V 03MEVENT 1 SOVEREIGN / Short: BEV4JRXD3 CDS USD P F  1.00000 2 SOVEREIGN                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     25486000 | OU      | $-63407.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F  2.70000 BMIED1UD4 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11154000000 | OU      | $-226337.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $14968.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB87K1 IRS INR R F  6.16800 BMIEB87L9 CCPNDFOIS / Short: SMIEB87K1 IRS INR P V 06MMIBOR BMIEB87M7 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1054318000 | OU      | $293491.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                      | Republic of Armenia International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Short            | DBT              | NUSS              | AM        |     -8028000 | PA      | $-6804031.05  | -0.17%            | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797LB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      6752000 | PA      | $6740945.49   | 0.17%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KES                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-219082.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3682232 | PA      | $3682231.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-65258.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIEG7UC0 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     57340000 | OU      | $373856.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-6390.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BAHRAIN(KINGDOM OF) REPO                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     13257206 | PA      | $13257206.25  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     10331000 | PA      | $9462679.45   | 0.24%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-199810.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                                    | Bank for Foreign Trade of Vietnam JSC                                                                                              | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |       992567 | NS      | $2194524.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 784953000000 | PA      | $46938770.81  | 1.17%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                                                    | LME COPPER FUTURE JUL25                                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -249 | NC      | $58565.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                              | SILVER FUTURE JUL25                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          489 | NC      | $-2156318.85  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-8271748.66  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBAVNT0 IRS EUR R F  3.17080 2 CCPVANILLA / Short: SMIBAVNT0 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1800119 | OU      | $94655.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                                    | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     25580000 | PA      | $17798564.00  | 0.44%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Orange Polska SA                                                         | Orange Polska SA                                                                                                                   | CUSIP: 000000000<br>LEI: 259400TOMPUOLS65II22 | Long             | EC               | CORP              | PL        |       321519 | NS      | $826124.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $354560.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $494803.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | STOXX EUROPE 600 JUN25                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -2023 | NC      | $1646265.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $1621091.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $5699.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                                         | Samsung C&T Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |        46940 | NS      | $4039627.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $78402.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIES6CJ4 IRS INR R F  5.70020 BMIES6CK1 CCPNDFOIS / Short: SMIES6CJ4 IRS INR P V 06MMIBOR BMIES6CL9 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1029700000 | OU      | $53798.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1015489.45  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                                           | Eden Re II Ltd                                                                                                                     | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     18000000 | PA      | $16968600.00  | 0.42%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     19020100 | PA      | $3138316.50   | 0.08%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    135850000 | PA      | $81051057.53  | 2.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                                            | MBH Bank Nyrt                                                                                                                      | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |       427000 | PA      | $515218.77    | 0.01%             | 2027-10-19      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                                 | REPO BB REPUBLIC OF POLAND GOV                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3097971 | PA      | $3097971.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                                    | Jordan Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      7378000 | PA      | $6204067.98   | 0.15%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD ARS                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-661675.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  29645800000 | PA      | $16560280.91  | 0.41%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                                 | National Bank of Uzbekistan                                                                                                        | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        | 229510000000 | PA      | $17948038.13  | 0.45%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $195426.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $49506.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |            1 | NC      | $359023.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $212420.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     23898222 | PA      | $3106768.86   | 0.08%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-180158.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     18687724 | PA      | $13221564.73  | 0.33%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    315900000 | PA      | $3747127.82   | 0.09%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                       | Mongolia Government International Bond                                                                                             | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2400000 | PA      | $2315187.02   | 0.06%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5278000 | PA      | $705932.50    | 0.02%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $20652.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |   2338600000 | PA      | $28821132.21  | 0.72%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $10725.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                                  | Bahamas Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      6899000 | PA      | $6072421.36   | 0.15%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                                       | Long: BMIENB8E4 CDS USD R F  1.00000 BMIENB8F1 CORPORATE / Short: BMIENB8E4 CDS USD P V 03MEVENT BMIENB8G9 CORPORATE               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      7792000 | OU      | $-410662.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $9318555.23   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-21677.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEREUD1 IRS THB R F  1.39000 BMIEREUE9 CCPNDFOIS / Short: SMIEREUD1 IRS THB P V 12MTHOR BMIEREUF6 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    644000000 | OU      | $-14065.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEC9FW3 IRS TWD R V 03MCPTW BMIEC9FY9 CCPNDF / Short: BMIEC9FW3 IRS TWD P F  1.90500 BMIEC9FX1 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    445100000 | OU      | $-250748.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | BMIET5NT1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     44463000 | OU      | $44486698.78  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $21666.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | EG        |            1 | NC      | $194758.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2554608.40  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-369262.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $1778603.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2322443 | PA      | $284499.27    | 0.01%             | 2028-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1186517.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED CZK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $6099.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $126069.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-67921.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIEKPGP2 TRS USD R F   .00000 BMIEKPGP2 COMMODITYTRS / Short: BMIEKPGP2 TRS USD P E BMIEKPGP2 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |    292000000 | OU      | $10332667.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $659564.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $144004.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1112000000 | PA      | $19177792.89  | 0.48%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                       | Mongolia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     18800000 | PA      | $18135631.69  | 0.45%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-574431.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $173372.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP SURINAME REPUBLIC OF RE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |     -3231250 | PA      | $-3231250.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED CZK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |            1 | NC      | $47547.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vingroup JSC                                                             | Vingroup JSC                                                                                                                       | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | EC               | CORP              | VN        |       513852 | NS      | $1349914.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB BAHRAIN GOV REPO                                                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     14547000 | PA      | $14547000.30  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $63464.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $929427.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $74861.82     | 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      | $-2512956.09  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $879985.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIED1QZ0 IRS KRW R F  2.60000 BMIED1R06 CCPNDF / Short: SMIED1QZ0 IRS KRW P V 03MKSDA BMIED1R14 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  52869000000 | OU      | $596223.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEGDTC9 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -8110000 | OU      | $-24630.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $242232.28    | 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      | $6257.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4274790000 | PA      | $10946554.52  | 0.27%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEGDTB1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8110000 | OU      | $52877.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1604000 | PA      | $278542.62    | 0.01%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XUP4A5 CDS USD R V 03MEVENT CCP ICE / Short: B92XUP4A5 CDS USD P F  1.00000 MS999IAA6/XS1508675334 CCP ICE                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    126107000 | OU      | $-973667.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4511000 | PA      | $780121.06    | 0.02%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEPESK0 IRS NZD R V 03MNZDBB BMIEPESM6 CCPVANILLA / Short: BMIEPESK0 IRS NZD P F  4.20400 BMIEPESL8 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     62650000 | OU      | $-820574.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Metlen Energy & Metals SA                                                | Metlen Energy & Metals SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | EC               | CORP              | GR        |        67784 | NS      | $3208033.22   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      6345000 | PA      | $5837986.91   | 0.15%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEC9H50 IRS TWD R V 03MCPTW BMIEC9H76 CCPNDF / Short: BMIEC9H50 IRS TWD P F  1.91250 BMIEC9H68 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    855900000 | OU      | $-492117.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $152799.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $670163.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                                              | Grupo Financiero Galicia SA                                                                                                        | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |        68050 | NS      | $4110220.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $136210.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $424724.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $871347.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $56832.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1674226000 | PA      | $69954494.74  | 1.74%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB BAHRAIN REPO                                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     11126400 | PA      | $11126400.00  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC OF REPO                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2864295 | PA      | $2864295.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BOBL FUTURE JUN25                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -741 | NC      | $-1538838.84  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEE3GX1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -58000000 | OU      | $-289188.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $278556.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $129587.40    | 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      | $1361966.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $369353.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED NOK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |            1 | NC      | $187369.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-636859.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                       | Mongolia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1400000 | PA      | $1418879.99   | 0.04%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $55189.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siminn HF                                                                | Siminn HF                                                                                                                          | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |      9361518 | NS      | $1008264.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $320255.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $49962.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $327583.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIERF0M1 IRS THB R F  1.37500 BMIERF0N9 CCPNDFOIS / Short: SMIERF0M1 IRS THB P V 12MTHOR BMIERF0P4 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1110600000 | OU      | $-48357.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    722000000 | PA      | $2458824.49   | 0.06%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIED9US4 IRS KRW R F  2.72500 BMIED9UT2 CCPNDF / Short: SMIED9US4 IRS KRW P V 03MKSDA BMIED9UU9 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  53381000000 | OU      | $826799.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                      | Albania Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     28777000 | PA      | $31140176.84  | 0.78%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       904461 | PA      | $100621.29    | 0.00%             | 2032-09-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      5929000 | PA      | $5797830.14   | 0.14%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-745416.54   | -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      | $39212.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                                                   | FPT DIGITAL RETAIL JSC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       323600 | NS      | $2103391.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     13560933 | PA      | $11150270.08  | 0.28%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $126480.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     46326754 | PA      | $5489720.35   | 0.14%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | Alpha Holding SA de CV                                                                                                             | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      5542315 | PA      | $41567.36     | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                                       | Hoa Phat Group JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |      2253463 | NS      | $2211717.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenergy Holdings SA                                                      | Cenergy Holdings SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300P50MFNOHG4U221 | Long             | EC               | CORP              | BE        |       115885 | NS      | $1153727.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                    | BB SENEGAL BORROW BB REPO                                                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |      8068124 | PA      | $8068123.75   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $412293.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9049.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FPT Corp                                                                 | FPT Corp                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1190376 | NS      | $5034679.67   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     12434000 | PA      | $13161389.00  | 0.33%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     49839000 | PA      | $8571685.01   | 0.21%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIER3162 TRS USD R E BMIER3170 COMMODITYTRS / Short: BMIER3162 TRS USD P F   .12000 BMIER3188 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | FR        |     30500000 | OU      | $357817.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                                 | Tanzania 10 Year Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     65562353 | PA      | $63851700.04  | 1.59%             | 2031-04-28      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                                     | Eurohold Bulgaria AD                                                                                                               | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |     10954272 | NS      | $11815544.02  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $26683.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -3897000 | PA      | $-2567448.74  | -0.06%            | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                    | BB KAZAKHSTAN GOV REPO                                                                                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |      2205874 | PA      | $2205874.13   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $352045.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp                                    | Phat Dat Real Estate Development Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       720300 | NS      | $430294.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHH964 IRS CNY R F  1.50200 BMIEHH972 CCPNDF / Short: SMIEHH964 IRS CNY P V 00MCNRR BMIEHH980 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    154670000 | OU      | $84963.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $229393.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHHAJ4 IRS CNY R F  1.52200 BMIEHHAK1 CCPNDF / Short: SMIEHHAJ4 IRS CNY P V 00MCNRR BMIEHHAL9 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    129630000 | OU      | $88055.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |            1 | NC      | $-174714.66   | -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      | $356897.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                                       | TBC Bank Group PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |        68986 | NS      | $4362986.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1974496.86  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BONCER                                                                   | Argentina Treasury Bond BONCER                                                                                                     | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2673390000 | PA      | $3624267.68   | 0.09%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                     | Times China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      4471000 | PA      | $175620.88    | 0.00%             | 2023-07-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $223510.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-21121.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $311998.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-229779.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $137115.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-434925.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KWD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $68780.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro SA                                                           | Banco Macro SA                                                                                                                     | CUSIP: 05961W105<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |        37671 | NS      | $3334636.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4851.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-177802.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     48558000 | PA      | $8376255.00   | 0.21%             | 2049-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $607104.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KWD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-284542.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                                | Nova Ljubljanska Banka dd                                                                                                          | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       366000 | NS      | $10830958.69  | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Asseco Poland SA                                                         | Asseco Poland SA                                                                                                                   | CUSIP: 000000000<br>LEI: 259400O79EWIK4XZPL40 | Long             | EC               | CORP              | PL        |        11707 | NS      | $483410.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED NZD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |            1 | NC      | $1118825.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                                 | Uzbek Industrial and Construction Bank ATB                                                                                         | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  10000000000 | PA      | $789463.91    | 0.02%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                      | Republic of Armenia International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |      9516000 | PA      | $9046346.48   | 0.23%             | 2035-03-12      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Grupo Supervielle SA                                                     | Grupo Supervielle SA                                                                                                               | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Long             | EC               | CORP              | AR        |       130389 | NS      | $1955835.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zambia Government International Bonds                                    | Zambia Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3664000 | PA      | $2093659.98   | 0.05%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |   1300000000 | PA      | $8202792.88   | 0.20%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1175000000 | PA      | $3982059.84   | 0.10%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     21553200 | PA      | $3057860.25   | 0.08%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $176044.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       771000 | PA      | $132977.45    | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $541855.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEPESP9 IRS NZD R V 03MNZDBB BMIEPESR5 CCPVANILLA / Short: BMIEPESP9 IRS NZD P F  4.20500 BMIEPESQ7 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23000000 | OU      | $-302389.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-556011.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIETUKV4 CDS USD R F  1.00000 BMIETUKW2 CORPORATE / Short: BMIETUKV4 CDS USD P V 03MEVENT BMIETUKX0 CORPORATE               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     19000000 | OU      | $142953.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | Long: BMID8HAM9 CDS USD R F  1.00000 BMID8HAN7 CORPORATE / Short: BMID8HAM9 CDS USD P V 03MEVENT BMID8HAP2 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      1100000 | OU      | $-50916.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                                                             | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 166977000000 | PA      | $20506131.55  | 0.51%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     24091026 | PA      | $2854786.58   | 0.07%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     16938404 | PA      | $8721986.51   | 0.22%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                       | Ukraine Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    116241000 | PA      | $83041872.95  | 2.07%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -54 | NC      | $-60318.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                  | European Bank for Reconstruction & Development                                                                                     | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      2579704 | PA      | $2500700.88   | 0.06%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |  14323700000 | PA      | $36643899.91  | 0.91%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |            1 | NC      | $757857.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-451310.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-91409.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     14048370 | PA      | $9131440.50   | 0.23%             | 2038-06-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $162185.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                   | Nigeria Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     19951000 | PA      | $18892200.43  | 0.47%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-424976.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                                                         | Ghana Cocoa Bond                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     14277482 | PA      | $729427.44    | 0.02%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |   1230400000 | PA      | $15251792.04  | 0.38%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $451261.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $34975.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  23718773000 | PA      | $14541732.32  | 0.36%             | 2025-05-27      | 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      | $-7175576.73  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                                | Iceland Rikisbref                                                                                                                  | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   5322179554 | PA      | $32547652.49  | 0.81%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-15363.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $172303.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                                           | Ayala Land Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      4695300 | NS      | $2106308.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQG2M8 IRS TWD R V 03MCPTW BMIEQG2P1 CCPNDF / Short: BMIEQG2M8 IRS TWD P F  1.79250 BMIEQG2N6 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    580100000 | OU      | $-220919.73   | -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      | $248334.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                 | Development Bank of Kazakhstan JSC                                                                                                 | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |  10204000000 | PA      | $18643176.52  | 0.46%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQC254 IRS TWD R V 03MCPTW BMIEQC270 CCPNDF / Short: BMIEQC254 IRS TWD P F  1.77700 BMIEQC262 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    811500000 | OU      | $-289605.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEGDTF2 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -8110000 | OU      | $-45221.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIEJKQN9 TRS USD R E COMMODITY TRS / Short: BMIEJKQN9 TRS USD P F   .20000 COMMODITY TRS                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |     31800000 | OU      | $477237.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $344484.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | BMIET5NT1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -44463000 | OU      | $-44463000.00 | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B9707Z0K8 CDS USD R V 03MEVENT Z9707Z0W2 CCPCDX / Short: B9707Z0K8 CDS USD P F  5.00000 Z9707Z0Q5 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     58062000 | OU      | $-2032294.25  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEUD9H4 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -28840000 | OU      | $-133615.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Refrigeration Electrical Engineering Corp                                | Refrigeration Electrical Engineering Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       988287 | NS      | $2619689.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kvika banki hf                                                           | Kvika banki hf                                                                                                                     | CUSIP: 000000000<br>LEI: 254900WR3I1Z9NPC7D84 | Long             | EC               | CORP              | IS        |     24176345 | NS      | $2520348.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBAAR05 IRS EUR R F  3.02580 2 CCPVANILLA / Short: SMIBAAR05 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5444100 | OU      | $248774.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                     | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4105000 | PA      | $3506080.50   | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $1558748.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1586746000 | PA      | $2407845.69   | 0.06%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     17155000 | PA      | $848640.60    | 0.02%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | NIGERIA OMO BILL                                                                                                                   | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   5777498000 | PA      | $2972004.64   | 0.07%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kangwon Land Inc                                                         | Kangwon Land Inc                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        61870 | NS      | $706254.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $19569.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocash SA                                                              | Eurocash SA                                                                                                                        | CUSIP: 000000000<br>LEI: 259400FVIQJS5VD8JO79 | Long             | EC               | CORP              | PL        |        19383 | NS      | $56826.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $13307.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-300602.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                                   | LPP SA                                                                                                                             | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |          600 | NS      | $2455651.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc                            | International Container Terminal Services Inc                                                                                      | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |       490870 | NS      | $3002249.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                                            | Allegro.eu SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100VRLXV3FPMG4982 | Long             | EC               | CORP              | LU        |       270035 | NS      | $2369400.19   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-13515.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $8933.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB4DD9 IRS INR R F  6.17000 BMIEB4DE7 CCPNDFOIS / Short: SMIEB4DD9 IRS INR P V 06MMIBOR BMIEB4DF4 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2186840000 | OU      | $610962.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $298098.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $100017.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: SMIERUVT9 CDS USD R F  1.00000 BMIERUVU6 CCPCORPORATE / Short: SMIERUVT9 CDS USD P V 03MEVENT BMIERUVV4 CCPCORPORATE         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      4560000 | OU      | $-947045.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast                                                              | Ivory Coast EUR 7 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |      3393000 | PA      | $3863003.66   | 0.10%             | 2028-01-06      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                                               | NAVER Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        15313 | NS      | $2154624.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK ICB (DARYO FNC)                                                    | Uzbek Industrial and Construction Bank ATB via Daryo Finance BV                                                                    | CUSIP: 000000000<br>LEI: 724500TIE8NNUYL1F445 | Long             | DBT              | CORP              | NL        | 158089765000 | PA      | $12252783.93  | 0.31%             | 2025-06-15      | Fixed         | 18.75%                | No            |                  3 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1384999.42  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB4D98 IRS INR R F  6.16700 BMIEB4DA5 CCPNDFOIS / Short: SMIEB4D98 IRS INR P V 06MMIBOR BMIEB4DB3 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1183900000 | OU      | $328964.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   6345000000 | PA      | $18667948.29  | 0.47%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $81887.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                    | Egypt Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    980209000 | PA      | $19988506.20  | 0.50%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| CCC SA                                                                   | CCC SA                                                                                                                             | CUSIP: 000000000<br>LEI: 259400NWPQ2HCSMZP970 | Long             | EC               | CORP              | PL        |        17526 | NS      | $1013402.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                                    | LME COPPER FUTURE JUL25                                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          249 | NC      | $-1264129.73  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                              | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $113009.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIE56K19 IRS USD R V 12MUSCPI BMIE56K35 CCPINFLATIONZERO / Short: BMIE56K19 IRS USD P F  2.60000 BMIE56K27 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     57400000 | OU      | $-25990.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED KES / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $139754.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     15529000 | PA      | $7912025.50   | 0.20%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                                            | Samsung Life Insurance Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |        30452 | NS      | $1848972.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F  2.63000 BMIEGHUF1 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7569000000 | OU      | $-119610.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AmRest Holdings SE                                                       | AmRest Holdings SE                                                                                                                 | CUSIP: 000000000<br>LEI: 259400T6ZDQIMDBGDN42 | Long             | EC               | CORP              | ES        |        18872 | NS      | $88366.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4438057000 | PA      | $7539542.17   | 0.19%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $220914.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $76806.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | REPO BB REPUBLIC OF POLAND GOV                                                                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      5955000 | PA      | $6746124.80   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    402900000 | PA      | $8128399.67   | 0.20%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $178824.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-186720.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BAHRAIN GOVERNMENT REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      6906006 | PA      | $6906006.25   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |            1 | NC      | $373927.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQSGH8 IRS THB R F  1.40630 BMIEQSGJ4 CCPNDFOIS / Short: SMIEQSGH8 IRS THB P V 12MTHOR BMIEQSGK1 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    780400000 | OU      | $1358.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -7727000 | PA      | $-6987018.05  | -0.17%            | 2033-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Enea SA                                                                  | Enea SA                                                                                                                            | CUSIP: 000000000<br>LEI: 2594003JTXPYO8NOG018 | Long             | EC               | CORP              | PL        |        62627 | NS      | $237020.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     16651110 | PA      | $16651110.00  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $2270.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |            1 | NC      | $-3008.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | BMIET5NS3 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -19340500 | OU      | $-19340500.00 | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4060.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                 | ORLEN SA                                                                                                                           | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       268906 | NS      | $4855997.44   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |            1 | NC      | $5676547.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2022 1 C                                           | EDEN RE II LTD SERIES 2022 1 C                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        18431 | NS      | $37246.11     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-4718440.17  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     60000000 | PA      | $343422.16    | 0.01%             | 2031-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Reitir fasteignafelag hf                                                 | Reitir fasteignafelag hf                                                                                                           | CUSIP: 000000000<br>LEI: 967600GFEYNJK2W4G048 | Long             | EC               | CORP              | IS        |      3221540 | NS      | $2623775.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Phu Nhuan Jewelry JSC                                                    | Phu Nhuan Jewelry JSC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       436066 | NS      | $1197656.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                                 | JUMBO SA                                                                                                                           | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |        86884 | NS      | $2743143.38   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyfrowy Polsat SA                                                        | Cyfrowy Polsat SA                                                                                                                  | CUSIP: 000000000<br>LEI: 259400EM1ITR201TTX36 | Long             | EC               | CORP              | PL        |        75740 | NS      | $371455.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQX4B3 IRS NZD R V 03MNZDBB BMIEQX4D9 CCPVANILLA / Short: BMIEQX4B3 IRS NZD P F  3.94530 BMIEQX4C1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     44080000 | OU      | $-11829.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $482304.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEE3AP4 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     58000000 | OU      | $351016.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-9565.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHFL98 IRS CNY R F  1.49500 BMIEHFLA5 CCPNDF / Short: SMIEHFL98 IRS CNY P V 00MCNRR BMIEHFLB3 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    185350000 | OU      | $93387.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-101196.48   | -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      | $304302.40    | 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      | $20562.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $258464.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |            1 | NC      | $550974.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                         | Barbados Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     20279340 | PA      | $19295792.01  | 0.48%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $55603.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $683738.00    | 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      | $420548.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-402636.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $347621.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $18507.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Services and Holdings SA                                           | Alpha Services and Holdings SA                                                                                                     | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |      1678546 | NS      | $4092682.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-301953.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       770407 | PA      | $105930.96    | 0.00%             | 2026-09-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $94016.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13185000 | PA      | $2289614.81   | 0.06%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-41109.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED PEN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $24075.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-392011.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIER3CB9 TRS COP R F   .00000 ACI2Q1VT3 BOND TRS / Short: BMIER3CB9 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  92499000000 | OU      | $-297160.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-193126.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                                                    | Albanian Treasury Bill                                                                                                             | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    280700000 | PA      | $3150865.56   | 0.08%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP BENIN (REPUBLIC OF) REPO                                                                                                       | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |     -3541394 | PA      | $-3541394.28  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP NEW ZEALAND GOVERNMENT OF                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |   -134735398 | PA      | $-80032811.15 | -1.99%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                   | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    623082220 | PA      | $148976958.51 | 3.71%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     38538000 | PA      | $38258599.50  | 0.95%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                              | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                        | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       326130 | NS      | $6270150.87   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |            1 | NC      | $416856.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      8633688 | PA      | $8633688.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     24697000 | PA      | $4251742.91   | 0.11%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $403249.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corp SA                                                     | Public Power Corp SA                                                                                                               | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |       158110 | NS      | $2370038.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hampidjan HF                                                             | Hampidjan HF                                                                                                                       | CUSIP: 000000000<br>LEI: 25490002T5TRM5T6US82 | Long             | EC               | CORP              | IS        |      1332529 | NS      | $1091724.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Global Macro Absolute Return Advantage Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer