# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-26-066525
**Filing Date:** 2026-6
**Character Count:** 261914
**Document Hash:** 3936d67aa5f2fae15bac77749210d8d2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066525.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066525

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 261121285

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### The Hartford Emerging Markets Local Debt Fund (Series ID: S000032809)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000101254 | Class A      | HLDAX           |
| C000101255 | Class C      | HLDCX           |
| C000101256 | Class I      | HLDIX           |
| C000101257 | Class R3     | HLDRX           |
| C000101258 | Class R4     | HLDSX           |
| C000101259 | Class R5     | HLDTX           |
| C000101260 | Class Y      | HLDYX           |
| C000185755 | Class F      | HLDFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** The Hartford Emerging Markets Local Debt Fund

- **b. EDGAR series identifier (if any):** S000032809

- **c. LEI of Series:** CTK6OQ0ECNS76TIBBU69

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $23442360.21

**Total Liabilities:** $932048.05

**Net Assets:** $22510312.16

**Delayed Delivery Securities:** $172255.93

**Cash Not Reported:** $2193633.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10.41000000 | **1-Year:** -318.44000000 | **5-Year:** -831.49000000 | **10-Year:** -838.09000000 | **30-Year:** -104.32000000

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

- **3-Month:** -27.83000000 | **1-Year:** -437.44000000 | **5-Year:** -644.66000000 | **10-Year:** -90.66000000 | **30-Year:** -0.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000185755 | 1.69%                | -5.65%               | 2.97%                |
| Class ID C000101258 | 1.64%                | -5.84%               | 2.92%                |
| Class ID C000101254 | 1.83%                | -5.81%               | 2.90%                |
| Class ID C000101259 | 1.78%                | -5.77%               | 2.91%                |
| Class ID C000101257 | 1.79%                | -5.80%               | 2.85%                |
| Class ID C000101260 | 1.70%                | -5.70%               | 2.78%                |
| Class ID C000101255 | 1.56%                | -5.84%               | 2.81%                |
| Class ID C000101256 | 1.68%                | -5.66%               | 2.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $327601.13               | $-158382.38                                |
| Month 2  | $114056.78               | $-1175931.88                               |
| Month 3  | $-47161.92               | $381563.80                                 |

**Designated Index Information**

- **Index Name:** HFMV Blended Benchmark

- **Index Identifier:** 70% JGENVUUG / 30% JBCDCOMP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. International PLC | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |          1 | NC      | $-376.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-353.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $3291.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV               | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $53742.41     | 0.24%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $20244.06     | 0.09%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $-313.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      10000 | PA      | $9573.11      | 0.04%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     892700 | PA      | $42487.34     | 0.19%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $853.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   10100000 | PA      | $102477.48    | 0.46%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | 99D13D2A USD PUT PLN CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     228000 | OU      | $5504.38      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $244.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-280.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $132.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2065000 | PA      | $65896.33     | 0.29%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                      | EURO-BUND FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -2 | NC      | $5208.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                    | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PL        |          1 | NC      | $-41.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1467.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                   | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      89000 | PA      | $89452.42     | 0.40%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                  | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |          1 | NC      | $-1175.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $403.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                 | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         11 | NC      | $-4248.34     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-87.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $2454.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      66000 | PA      | $17487.81     | 0.08%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                   | Paraguay Government International Bond                                                                                                     | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  503000000 | PA      | $82233.27     | 0.37%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $207.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $1463.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |          1 | NC      | $33934.07     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $1093.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                 | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   34098000 | PA      | $68729.68     | 0.31%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D13DJY1 IRS ZAR R F  8.14200 99D13DJY1 CCPVANILLA / Short: S9D13DJY1 IRS ZAR P V 03MJIBAR 99D13DJX3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1790000 | OU      | $-450.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-389.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                | Inter-American Development Bank                                                                                                            | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    4000000 | PA      | $39126.05     | 0.17%             | 2036-01-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $89.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-3287.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-197.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $5727.96      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $198743.17    | 0.88%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $776.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                      | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $203908.89    | 0.91%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                       | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5337797 | PA      | $278524.32    | 1.24%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $89.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12OPW5 IRS HUF R F  5.90300 99D12OPW5 CCPVANILLA / Short: S9D12OPW5 IRS HUF P V 06MBUBOR 99D12OPU9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   31062000 | OU      | $905.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-239.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3030.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $179.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $784.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC               | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205818.60    | 0.91%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $-102.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-186.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $40.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1568.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D12ON80 IRS COP R F 11.47000 99D12ON80 CCPNDFOIS / Short: S9D12ON80 IRS COP P V 03MCPIBR 99D12ON72 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  585107000 | OU      | $203.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |          1 | NC      | $24339.64     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC               | Greensaif Pipelines Bidco Sarl                                                                                                             | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $207084.82    | 0.92%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $469.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | 99D13D24 USD CALL PLN PUT                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     228000 | OU      | $5176.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $-1037.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-572.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $169.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-112.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $134.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |          1 | NC      | $700.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $70.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: B9D13BRI1 IRS CLP R V 12MCLICP 99D13BRJ9 CCPNDFCAMARAPROMEDIO / Short: B9D13BRI1 IRS CLP P F  4.68100 99D13BRI1 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  895169000 | OU      | $1290.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |          1 | NC      | $-12.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1137.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                  | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $94795.97     | 0.42%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D0ZTSN7 IRS MXN R F  9.02000 99D0ZTSN7 CCPOIS / Short: S9D0ZTSN7 IRS MXN P V 01MTIEF 99D0ZTSM9 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     756000 | OU      | $2295.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |          1 | NC      | $256.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     680000 | PA      | $28211.90     | 0.13%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D12SJ37 IRS BRL R F 12.88250 99D12SJ37 CCPNDFPREDISWAP / Short: S9D12SJ37 IRS BRL P V 00MBRCDI 99D12SJ29 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1144723 | OU      | $-4492.88     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                     | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      98000 | PA      | $29391.75     | 0.13%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| NOTA DO TESOURO NACIONAL               | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     118000 | PA      | $19499.86     | 0.09%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      30000 | PA      | $4475.48      | 0.02%             | 2044-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $29.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    6326000 | PA      | $211835.97    | 0.94%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                     | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     124000 | PA      | $35786.37     | 0.16%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-798.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $549.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                     | Serbia International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     143000 | PA      | $166714.14    | 0.74%             | 2031-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $1923.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3342000 | PA      | $108102.52    | 0.48%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-416.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |          1 | NC      | $-2695.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                 | Millicom International Cellular SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $186687.20    | 0.83%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1735.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     255000 | PA      | $63651.59     | 0.28%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2433.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-108.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $-3921.02     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1560000 | PA      | $71751.62     | 0.32%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR               | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     200000 | PA      | $192766.75    | 0.86%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1101000 | PA      | $278806.72    | 1.24%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                 | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    2115000 | PA      | $572394.34    | 2.54%             | 2028-09-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      90000 | PA      | $19775.60     | 0.09%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $783.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                   | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     100000 | PA      | $113283.40    | 0.50%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    7500000 | PA      | $70604.01     | 0.31%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-783.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $930.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $8738.38      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     667000 | PA      | $22472.44     | 0.10%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $4495.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |          1 | NC      | $7789.74      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2567.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $216536.09    | 0.96%             | 2039-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $-106.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                 | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     200000 | PA      | $24201.42     | 0.11%             | 2040-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |          1 | NC      | $25.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3920000 | PA      | $178030.63    | 0.79%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE               | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     174000 | PA      | $44969.82     | 0.20%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-526.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                     | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      75000 | PA      | $65246.25     | 0.29%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-970.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-1047.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12NX16 IRS CZK R F  3.48000 99D12NX16 CCPVANILLA / Short: S9D12NX16 IRS CZK P V 06MPRIBO 99D12NX08 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     721000 | OU      | $-827.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-276.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4649200 | PA      | $223414.92    | 0.99%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     530000 | PA      | $100764.75    | 0.45%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $209.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors           | State Street Navigator Securities Lending Government Money Market Portfolio                                                                | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |      46614 | NS      | $46614.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                               | Long: B9D12P272 IRS PLN R V 06MWIBOR 99D12P280 CCPVANILLA / Short: B9D12P272 IRS PLN P F  3.76300 99D12P272 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2672000 | OU      | $26178.31     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    4453712 | PA      | $81669.12     | 0.36%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     186000 | PA      | $50184.82     | 0.22%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1000000 | PA      | $31758.02     | 0.14%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.          | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D13CRC2 IRS ZAR R F  7.95900 99D13CRC2 CCPVANILLA / Short: S9D13CRC2 IRS ZAR P V 03MJIBAR 99D13CRB4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     972000 | OU      | $-976.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     450000 | PA      | $8592.12      | 0.04%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                    | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-105.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $-645.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                 | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     421000 | PA      | $53165.98     | 0.24%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $363.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $6489.90      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-182.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                      | Globe Telecom Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $198997.59    | 0.88%             | 2026-08-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $3132.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-20.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     590000 | PA      | $90578.73     | 0.40%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D12D4O0 IRS BRL R F 13.35300 99D12D4O0 CCPNDF / Short: S9D12D4O0 IRS BRL P V 00MBRCDI 99D12D4N2 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2353501 | OU      | $-3142.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $20089.77     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |          1 | NC      | $-637.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     440000 | PA      | $95867.80     | 0.43%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |          1 | NC      | $929.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                    | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | RO        |          1 | NC      | $252.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-1284.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $133.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  185000000 | PA      | $10860.66     | 0.05%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $91590.64     | 0.41%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1126.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $352.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-707.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $-6985.49     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |          1 | NC      | $251.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: B9D13A3S7 IRS INR R V 06MMIBOR 99D13A3T5 CCPNDFOIS / Short: B9D13A3S7 IRS INR P F  6.39950 99D13A3S7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11559000 | OU      | $1305.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     120000 | PA      | $16918.56     | 0.08%             | 2045-04-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.            | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     419401 | PA      | $419401.00    | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $384.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $171.73       | 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      | $-1135.53     | -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      | $1844.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-11.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                 | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    2109000 | PA      | $4453.99      | 0.02%             | 2034-03-12      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1055.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                           | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4279390 | PA      | $222298.88    | 0.99%             | 2027-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL               | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     446000 | PA      | $83252.91     | 0.37%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $743.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-11.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED DOP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DO        |          1 | NC      | $3345.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $-17.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                               | Bulgaria Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      83000 | PA      | $53205.62     | 0.24%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-44.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3584500 | PA      | $190061.17    | 0.84%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-6282.17     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                 | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      48000 | PA      | $12519.76     | 0.06%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV               | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $52605.91     | 0.23%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-3683.65     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $877.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $457.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-16232.26    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $1099.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3879000 | PA      | $231306.49    | 1.03%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2980.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                       | Zhongsheng Group Holdings Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $193783.54    | 0.86%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: B9D12OUJ8 IRS ZAR R V 03MJIBAR 99D12OUK5 CCPVANILLA / Short: B9D12OUJ8 IRS ZAR P F  6.52900 99D12OUJ8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5631000 | OU      | $16070.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-75.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                         | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199600.00    | 0.89%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $13.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $37633.94     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  651000000 | PA      | $38201.89     | 0.17%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $13535.91     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $-2159.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-520.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES               | Banco de Credito e Inversiones SA                                                                                                          | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $198325.02    | 0.88%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $530.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     960000 | PA      | $30902.99     | 0.14%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $90.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D0W5BH3 IRS BRL R F 10.32500 99D0W5BH3 CCPNDF / Short: S9D0W5BH3 IRS BRL P V 00MBRCDI 99D0W5BG5 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     528733 | OU      | $-10025.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $-3312.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |          1 | NC      | $-103.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-983.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |          1 | NC      | $-275.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D136YP8 IRS BRL R F 13.91400 99D136YP8 CCPNDF / Short: S9D136YP8 IRS BRL P V 00MBRCDI 99D136YO1 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     266212 | OU      | $964.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $-14283.18    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $449.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $3850.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $150.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $9.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-695.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      57000 | PA      | $53374.10     | 0.24%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SG        |          1 | NC      | $-49.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REP SOUTH AFRICA FLOATER               | Republic of South Africa Floating Rate Note                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1000000 | PA      | $60349.97     | 0.27%             | 2027-07-11      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $46.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONTE                                  | Argentina Treasury Bond BONTE                                                                                                              | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    5840763 | PA      | $3980.01      | 0.02%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12OZD6 IRS PLN R F  4.19500 99D12OZD6 CCPVANILLA / Short: S9D12OZD6 IRS PLN P V 06MWIBOR 99D12OZC8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     718000 | OU      | $-9103.21     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV               | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 04522KAN6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    5100000 | PA      | $49683.36     | 0.22%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OTP BANKA DD                           | OTP Banka dd                                                                                                                               | CUSIP: 000000000<br>LEI: 549300J0GSZ83GTKBZ89 | Long             | DBT              | CORP              | SI        |     100000 | PA      | $118757.55    | 0.53%             | 2028-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-3030.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     220000 | PA      | $9021.03      | 0.04%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                 | Galaxy Pipeline Assets Bidco Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $173594.87    | 0.77%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $-1631.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $442.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $330.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $-667.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $284.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                   | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  188300000 | PA      | $46951.68     | 0.21%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2860.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     104000 | PA      | $27882.84     | 0.12%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.          | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1717.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $134.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1293.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     840000 | PA      | $36588.45     | 0.16%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1110000 | PA      | $55076.39     | 0.24%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | 99D12ECG USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     300000 | OU      | $6011.70      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D13CQF6 IRS BRL R F 13.15400 99D13CQF6 CCPNDF / Short: S9D13CQF6 IRS BRL P V 00MBRCDI 99D13CQE9 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     680463 | OU      | $-1494.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2373000 | PA      | $68845.88     | 0.31%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |          1 | NC      | $427.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                       | DP World Ltd/United Arab Emirates                                                                                                          | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     100000 | PA      | $107508.64    | 0.48%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                  | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   35000000 | PA      | $38954.64     | 0.17%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $75.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $1185.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     680000 | PA      | $31469.66     | 0.14%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                     | 99D13D1S USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -273000 | OU      | $-6354.62     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1732000 | PA      | $108475.63    | 0.48%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |          1 | NC      | $-1857.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |          1 | NC      | $1677.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                           | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1303030 | PA      | $70949.85     | 0.32%             | 2027-01-21      | None          | 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      | $-1605.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $2041.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  427000000 | PA      | $27593.55     | 0.12%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $385.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $616.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |          1 | NC      | $-2408.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-57.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $2586.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D13BS74 IRS CLP R F  4.91800 99D13BS74 CCPNDFCAMARAPROMEDIO / Short: S9D13BS74 IRS CLP P V 06MCLICP 99D13BS66 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  145558000 | OU      | $-1242.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     110000 | PA      | $110720.50    | 0.49%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                 | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   15994000 | PA      | $22290.14     | 0.10%             | 2036-07-30      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |          1 | NC      | $-519.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |          1 | NC      | $124.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $291.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-51349.78    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $9705.27      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-1001.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $87.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1541.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                    | Ceska sporitelna AS                                                                                                                        | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $116344.89    | 0.52%             | 2032-09-09      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-467.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | 99D12OYB USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -356000 | OU      | $-18259.24    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |          1 | NC      | $-198.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $115.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |          1 | NC      | $-1171.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-3993.02     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     839000 | PA      | $212291.40    | 0.94%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |          1 | NC      | $493.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-412.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                 | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   61202000 | PA      | $122124.20    | 0.54%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1716.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $468.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $-14733.76    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-460.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                 | Anglo American Capital PLC                                                                                                                 | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $183271.96    | 0.81%             | 2030-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3549000 | PA      | $117108.35    | 0.52%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE               | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     385000 | PA      | $97475.62     | 0.43%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $683.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $85.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     466000 | PA      | $129378.00    | 0.57%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $8877.91      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: B9D12PSC3 IRS CZK R V 06MPRIBO 99D12PSD1 CCPVANILLA / Short: B9D12PSC3 IRS CZK P F  3.58750 99D12PSC3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3023000 | OU      | $5377.37      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |          1 | NC      | $641.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1140000000 | PA      | $66271.27     | 0.29%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UY        |          1 | NC      | $60.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-72.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $505.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  831000000 | PA      | $51562.86     | 0.23%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-156.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                 | US 10YR NOTE (CBT)JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -6 | NC      | $3694.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                   | Colombia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     100000 | PA      | $112355.01    | 0.50%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1219.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $1173.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | 99D139LW USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     332000 | OU      | $1038.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |          1 | NC      | $-82.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $166.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1372.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $157.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |          1 | NC      | $-1193.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                      | EURO-BOBL FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -7 | NC      | $9335.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $1417.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-118.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                          | JSW Steel Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $198329.40    | 0.88%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-70.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1888.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D12LNE3 IRS BRL R F 12.92000 99D12LNE3 CCPNDFPREDISWAP / Short: S9D12LNE3 IRS BRL P V 00MBRCDI 99D12LND5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     620774 | OU      | $-3287.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $707.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $77.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $2168.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-475.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  594000000 | PA      | $36052.47     | 0.16%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $-3006.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-22631.33    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                   | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  384400000 | PA      | $101833.26    | 0.45%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-641.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     430000 | PA      | $64074.26     | 0.28%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $39712.93     | 0.18%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |          1 | NC      | $-192.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $1728.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-80.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |          1 | NC      | $-155.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                   | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      15000 | PA      | $15501.75     | 0.07%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1253.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $208.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |          1 | NC      | $3025.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                     | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     187000 | PA      | $45401.77     | 0.20%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $6391.49      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $2135.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VTB BANK (VTB CAPITAL SA               | VTB Bank OJSC Via VTB Capital SA                                                                                                           | CUSIP: 000000000<br>LEI: 529900Z143LRJYE8LK88 | Long             | DBT              | CORP              | LU        |     235000 | PA      | $0.00         | 0.00%             | 2022-10-17      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-241.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |          1 | NC      | $-917.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | 99D12OYT USD CALL ZAR PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     178000 | OU      | $8871.88      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |          1 | NC      | $311.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-2431.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D13DOV1 IRS HUF R F  6.50000 99D13DOV1 CCPVANILLA / Short: S9D13DOV1 IRS HUF P V 03MBUBOR 99D13DOU3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  238305000 | OU      | $152.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $656.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-522.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  899000000 | PA      | $50950.16     | 0.23%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $32.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $8.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1416.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $873.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     310000 | PA      | $46215.23     | 0.21%             | 2031-09-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $7753.88      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1160.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: B9D12Q0F4 IRS MXN R V 01MTIEF 99D12Q0G2 CCPOIS / Short: B9D12Q0F4 IRS MXN P F  7.73000 99D12Q0F4 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1842000 | OU      | $3811.57      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12OU82 IRS ZAR R F  6.29600 99D12OU82 CCPVANILLA / Short: S9D12OU82 IRS ZAR P V 03MJIBAR 99D12OU74 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3198000 | OU      | $-6268.20     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1252.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $472.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  865000000 | PA      | $47986.76     | 0.21%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-289.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-557.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2525000 | PA      | $143149.73    | 0.64%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                           | Ecopetrol SA                                                                                                                               | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      86000 | PA      | $77479.85     | 0.34%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2110000 | PA      | $65704.09     | 0.29%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |          1 | NC      | $5410.67      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $626.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1014.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: B9D11I1V7 IRS MXN R V 01MTIEF 99D11I1W5 CCPOIS / Short: B9D11I1V7 IRS MXN P F  7.78000 99D11I1V7 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1336000 | OU      | $837.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $318.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1106000 | PA      | $63860.76     | 0.28%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $772.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $28.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: B9D12LWA1 IRS MXN R V 01MTIEF 99D12LWB9 CCPOIS / Short: B9D12LWA1 IRS MXN P F  7.63500 99D12LWA1 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2388000 | OU      | $2901.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                   | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  364300000 | PA      | $79863.87     | 0.35%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $5073.43      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL               | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     257000 | PA      | $43770.78     | 0.19%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OMGRID FUNDING LTD                     | OmGrid Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200494.89    | 0.89%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3800000 | PA      | $151724.46    | 0.67%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     270000 | PA      | $40779.63     | 0.18%             | 2039-08-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2221000 | PA      | $125683.43    | 0.56%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                 | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      99000 | PA      | $27188.71     | 0.12%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $-4218.46     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AR        |          1 | NC      | $2079.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |          1 | NC      | $570.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-35282.94    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D13AAB6 IRS PLN R F  4.49970 99D13AAB6 CCPVANILLA / Short: S9D13AAB6 IRS PLN P V 06MWIBOR 99D13AAA8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     725000 | OU      | $-4489.94     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1190000 | PA      | $56791.54     | 0.25%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $72.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $597.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $17.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1414.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                 | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     618000 | PA      | $163196.94    | 0.72%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D136ZL6 IRS BRL R F 13.86530 99D136ZL6 CCPNDFPREDISWAP / Short: S9D136ZL6 IRS BRL P V 00MBRCDI 99D136ZK8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     265669 | OU      | $829.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | 99D13D1Y USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -273000 | OU      | $-7562.65     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $371.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      80000 | PA      | $11766.94     | 0.05%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $-63.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV               | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $29167.53     | 0.13%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-163.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D13COL5 IRS PLN R F  4.57600 99D13COL5 CCPVANILLA / Short: S9D13COL5 IRS PLN P V 06MWIBOR 99D13COK7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     329000 | OU      | $-1503.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $6617.12      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $474.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MBANK SA                               | mBank SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |     100000 | PA      | $116616.06    | 0.52%             | 2027-09-21      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $1181.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENCOSUD SA                            | Cencosud SA                                                                                                                                | CUSIP: 15132HAK7<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $199750.00    | 0.89%             | 2036-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL               | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     394000 | PA      | $69916.04     | 0.31%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                     | 99D12OYN USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     178000 | OU      | $1813.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $3903.64      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                          | OTP Bank Nyrt                                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |     100000 | PA      | $115234.56    | 0.51%             | 2032-02-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                 | US 2YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -3 | NC      | $324.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK KB INDONESIA TBK PT               | Bank KB Indonesia Tbk PT                                                                                                                   | CUSIP: 000000000<br>LEI: 254900AMT6QDVD6GO926 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $201008.80    | 0.89%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                  | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   20000000 | PA      | $22579.90     | 0.10%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $494.97       | 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      | $-3818.85     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1150.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-2217.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     117000 | PA      | $32123.33     | 0.14%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    9175000 | PA      | $207116.34    | 0.92%             | 2027-06-16      | Floating      | 40.86%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D12LWN3 IRS MXN R F  6.92000 99D12LWN3 CCPOIS / Short: S9D12LWN3 IRS MXN P V 01MTIEF 99D12LWM5 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6995000 | OU      | $-1684.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1068.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-8056.27     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $607.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $739.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $19.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | 99D12ECM USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -300000 | OU      | $-1125.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                          | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $115814.01    | 0.51%             | 2031-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-141.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                 | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    4463000 | PA      | $5649.98      | 0.03%             | 2038-12-20      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $-248.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                 | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     120000 | PA      | $118633.30    | 0.53%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD DOP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-522.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  839000000 | PA      | $48871.11     | 0.22%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1238.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                    | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      20000 | PA      | $19566.60     | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-16.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                 | Standard Chartered PLC                                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205338.48    | 0.91%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1295000 | PA      | $326670.37    | 1.45%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL               | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     186702 | PA      | $175499.71    | 0.78%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                | Tongyang Life Insurance Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $206596.70    | 0.92%             | 2035-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1872000000 | PA      | $111389.95    | 0.49%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                   | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  254400000 | PA      | $50354.35     | 0.22%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-364.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     402000 | PA      | $110519.74    | 0.49%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $454.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $929.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |          1 | NC      | $1658.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: B9D13DOI0 IRS HUF R V 06MBUBOR 99D13DOJ8 CCPVANILLA / Short: B9D13DOI0 IRS HUF P F  6.27000 99D13DOI0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  122463000 | OU      | $-200.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-874.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1424000000 | PA      | $81195.15     | 0.36%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     681000 | PA      | $174713.82    | 0.78%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $557.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1166000 | PA      | $31777.50     | 0.14%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12SNH1 IRS ZAR R F  7.62000 99D12SNH1 CCPVANILLA / Short: S9D12SNH1 IRS ZAR P V 03MJIBAR 99D12SNG3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1006000 | OU      | $-2415.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D11HSQ1 IRS BRL R F 13.18750 99D11HSQ1 CCPNDFPREDISWAP / Short: S9D11HSQ1 IRS BRL P V 00MBRCDI 99D11HSP3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     433438 | OU      | $-1753.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $261.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1010000 | PA      | $43993.25     | 0.20%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     340000 | PA      | $48256.08     | 0.21%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                   | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      88000 | PA      | $93419.92     | 0.42%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1079000000 | PA      | $63384.24     | 0.28%             | 2040-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     690000 | PA      | $101424.87    | 0.45%             | 2030-07-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12OUW9 IRS ZAR R F  6.84500 99D12OUW9 CCPVANILLA / Short: S9D12OUW9 IRS ZAR P V 03MJIBAR 99D12OUU3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2286000 | OU      | $-7757.29     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12XUU3 IRS USD R F  3.44000 99D12XUU3 CCPOIS / Short: S9D12XUU3 IRS USD P V 12MSOFR 99D12XUT6 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     563000 | OU      | $-1073.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $958.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                 | Pingan Real Estate Capital Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $197148.51    | 0.88%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REP SOUTH AFRICA FLOATER               | Republic of South Africa Floating Rate Note                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1000000 | PA      | $60363.26     | 0.27%             | 2030-09-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                            | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198268 | PA      | $212487.10    | 0.94%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      50000 | PA      | $7049.40      | 0.03%             | 2045-04-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2441000 | PA      | $83502.07     | 0.37%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $718.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED DOP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | DO        |          1 | NC      | $2214.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |          1 | NC      | $-483.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: B9D13COW1 IRS PLN R V 06MWIBOR 99D13COX9 CCPVANILLA / Short: B9D13COW1 IRS PLN P F  4.30000 99D13COW1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     592000 | OU      | $1991.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO               | OCP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $208518.60    | 0.93%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-544.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     250000 | PA      | $36771.68     | 0.16%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $58178.54     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                    | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $452.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                 | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   23106000 | PA      | $37827.44     | 0.17%             | 2036-08-25      | Fixed         | 10.78%                | No            |                  2 | On Loan: No      |
| MEXICO CETES                           | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     826470 | PA      | $43475.69     | 0.19%             | 2027-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $17.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D12Q148 IRS MXN R F  6.93000 99D12Q148 CCPOIS / Short: S9D12Q148 IRS MXN P V 01MTIEF 99D12Q130 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4783000 | OU      | $-4147.91     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $4409.46      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $-380.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                  | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     200000 | PA      | $193020.00    | 0.86%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                | Oversea-Chinese Banking Corp Ltd                                                                                                           | CUSIP: 69033DAE7<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $198059.85    | 0.88%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $223.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-8816.57     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                    | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |          1 | NC      | $-167.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2391700 | PA      | $114473.62    | 0.51%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $186.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1409.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $4.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $322.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1184.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                    | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      30000 | PA      | $25268.04     | 0.11%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     616000 | PA      | $18304.45     | 0.08%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $-207.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                  | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $197097.74    | 0.88%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-249.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |          1 | NC      | $-336.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2715000 | PA      | $160914.51    | 0.71%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $-2307.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $8008.08      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $34335.27     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                 | US ULTRA BOND CBT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          2 | NC      | $-7651.58     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1670000 | PA      | $72499.38     | 0.32%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $7068.19      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                           | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10986280 | PA      | $563362.93    | 2.50%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-478.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |          1 | NC      | $704.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $-98.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $27958.77     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-13808.37    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                 | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          3 | NC      | $-10270.09    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-39.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-125.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                   | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  498900000 | PA      | $129467.55    | 0.58%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-292.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1008.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     560000 | PA      | $20102.43     | 0.09%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     250000 | PA      | $46860.16     | 0.21%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     415000 | PA      | $12521.24     | 0.06%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $-522.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     693000 | PA      | $21593.92     | 0.10%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE               | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     210000 | PA      | $54856.16     | 0.24%             | 2030-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $255.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $-4302.98     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3580.85     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-181.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |          1 | NC      | $406.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     875400 | PA      | $50463.85     | 0.22%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $2775.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |          1 | NC      | $19.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $667.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |          1 | NC      | $140.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | 99D12OYH USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -356000 | OU      | $-1705.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                 | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     797000 | PA      | $179641.01    | 0.80%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $151.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $1147.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA               | Trade & Development Bank of Mongolia LLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |     125000 | PA      | $124898.73    | 0.55%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-922.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $87.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1075000 | PA      | $36494.07     | 0.16%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $8100.10      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                  | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     610000 | PA      | $6469.52      | 0.03%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-5962.23     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                  | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   30830000 | PA      | $310347.19    | 1.38%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2388.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                       | Champion MTN Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     200000 | PA      | $177132.23    | 0.79%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $228.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $-140.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | 99D1398W USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     329000 | OU      | $1138.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.          | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1099.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-978.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-20966.90    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     430000 | PA      | $66433.30     | 0.30%             | 2030-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                   | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1021600000 | PA      | $208866.32    | 0.93%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $5094.72      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $138.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |          1 | NC      | $-1114.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $127.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                          | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $195087.48    | 0.87%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange            | Long: S9D130458 IRS BRL R F 13.77000 99D130458 CCPNDFPREDISWAP / Short: S9D130458 IRS BRL P V 00MBRCDI 99D130441 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     609374 | OU      | $377.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-96.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $-7881.02     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-59.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-887.42      | -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      | $375.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12KV30 IRS CZK R F  3.80250 99D12KV30 CCPVANILLA / Short: S9D12KV30 IRS CZK P V 06MPRIBO 99D12KV22 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1953000 | OU      | $-3744.67     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                     | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $118.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-143.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                  | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   25590000 | PA      | $259367.90    | 1.15%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1926.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4160.51     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                               | Long: S9D12OQK0 IRS HUF R F  6.09750 99D12OQK0 CCPVANILLA / Short: S9D12OQK0 IRS HUF P V 06MBUBOR 99D12OQI5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   38246000 | OU      | $3799.18      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1303.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                 | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $4.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1869000000 | PA      | $108614.01    | 0.48%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $-47.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  653000000 | PA      | $36619.20     | 0.16%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |          1 | NC      | $-608.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     170000 | PA      | $24128.04     | 0.11%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $59932.51     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International            | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $2348.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     446000 | PA      | $114552.49    | 0.51%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1702000 | PA      | $99868.06     | 0.44%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO               | GMR Hyderabad International Airport Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $197161.82    | 0.88%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                            | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $77.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $80.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      70000 | PA      | $52127.28     | 0.23%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | EG        |          1 | NC      | $-6395.47     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3104300 | PA      | $163514.87    | 0.73%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2220000 | PA      | $70045.60     | 0.31%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                 | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $476.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer