# EDGAR Filing Document

**Accession Number:** 0001388141
**File Stem:** 0001752724-25-157599
**Filing Date:** 2025-6
**Character Count:** 252769
**Document Hash:** 8bb4820e0bb9bec3cf3d1c8fc6a8dc40
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157599.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157599

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22011
- **FILM NUMBER:** 251076554

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 1585 Broadway

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $394196932.25

**Total Liabilities:** $54908113.49

**Net Assets:** $339288818.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -88.51000000 | **1-Year:** -676.96000000 | **5-Year:** -145.53000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -211.23000000 | **1-Year:** -5927.73000000 | **5-Year:** -10946.43000000 | **10-Year:** -9552.17000000 | **30-Year:** -4226.75000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.21%                | 1.51%                | 2.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $40736.74                | $1907905.10                                |
| Month 2  | $-54438.04               | $-1468122.61                               |
| Month 3  | $-3426707.95             | $6912628.37                                |

**Designated Index Information**

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

- **Index Identifier:** JPMGBIEMGDI

### Schedule of Portfolio Investments

| Name                                       | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Goldman Sachs International                | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $24131.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $107418.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIED1UF9 IRS KRW R F  2.61000 II3563110250110 CCPVANILLA / Short: SMIED1UF9 IRS KRW P V 03MKSDA II9202960250110 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1526000000 | OU      | $17723.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  91842000000 | PA      | $5515029.11   | 1.63%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1817100 | PA      | $215326.35    | 0.06%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-8963.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-79824.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-BUND FUTURE JUN25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -10 | NC      | $-1246.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  24995000000 | PA      | $5422114.83   | 1.60%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  83000000000 | PA      | $5201300.00   | 1.53%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-2341.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $26918.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICNN3T4 IRS CNY R F  2.44000 II9341860231030 CCPNDF / Short: SMICNN3T4 IRS CNY P V 00MCNRR II5115910231030 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     89100000 | OU      | $447843.19    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-34194.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       506600 | PA      | $60032.10     | 0.02%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-745.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        54000 | PA      | $9306.18      | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                       | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  42000000000 | PA      | $3276291.56   | 0.97%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     50000000 | PA      | $852882.47    | 0.25%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $256401.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $61156.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $214695.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-500368.06   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $27436.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                          | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      1590000 | PA      | $1748186.02   | 0.52%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     85014500 | PA      | $3921792.43   | 1.16%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMID6Q3V9 IRS CLP R F  4.78500 II2941390240312 CCPNDFCAMARAPR / Short: SMID6Q3V9 IRS CLP P V 06MCLICP II9908410240312 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2750000000 | OU      | $30108.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       177000 | PA      | $30732.78     | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $149482.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                    | Ethiopia International Bond                                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       290000 | PA      | $244316.30    | 0.07%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $23103.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $17209.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-47129.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE9ZXF6 IRS CNY R F  1.43500 II8453150241213 CCPNDF / Short: SMIE9ZXF6 IRS CNY P V 00MCNRR II6011370241213 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15550000 | OU      | $831.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                        | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1100000 | PA      | $991438.25    | 0.29%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-78832.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIED9US4 IRS KRW R F  2.72500 II8067530250113 CCPVANILLA / Short: SMIED9US4 IRS KRW P V 03MKSDA II6831630250113 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3851000000 | OU      | $59646.75     | 0.02%             |  |  |  | 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      | $-81441.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |        18819 | PA      | $17379.34     | 0.01%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  58978000000 | PA      | $3893827.04   | 1.15%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    209238000 | PA      | $312169.49    | 0.09%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-99473.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $187668.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $20259.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $22907.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIERGUG9 IRS ILS R F  3.87750 II1336350250408 CCPVANILLA / Short: SMIERGUG9 IRS ILS P V 03MTELBO II9254650250408 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7380000 | OU      | $2711.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-191.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $1462397.69   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                           | Dominican Republic Central Bank Notes                                                                                                      | CUSIP: 25714RCY8<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     15000000 | PA      | $239135.35    | 0.07%             | 2027-03-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICA0SC8 IRS CNY R F  2.47900 II1769110230802 CCPNDF / Short: SMICA0SC8 IRS CNY P V 00MCNRR II4755710230802 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14400000 | OU      | $70206.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEDFPS6 IRS KRW R F  2.71750 II6204650250114 CCPVANILLA / Short: SMIEDFPS6 IRS KRW P V 03MKSDA II3299990250114 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1920000000 | OU      | $29253.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWAP CITIBANK BOC                          | SWAP CITIBANK BOC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -1469556 | NS      | $-1469555.97  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDBFDQ7 IRS HUF R F  6.74125 II0077260240412 CCPVANILLA / Short: SMIDBFDQ7 IRS HUF P V 06MBUBOR II9656140240412 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    162150000 | OU      | $14334.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE40BJ4 IRS HUF R F  6.86500 II7821710241028 CCPVANILLA / Short: SMIE40BJ4 IRS HUF P V 06MBUBOR II1554170241028 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    914000000 | OU      | $99188.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $73129.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  58903000000 | PA      | $3602982.96   | 1.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-9180.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |            1 | NC      | $2467.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: BMICACCZ8 IRS CLP R V 06MCLICP II2807670230803 CCPNDFCAMARAPR / Short: BMICACCZ8 IRS CLP P F  5.23150 II1855280230803 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1424859114 | OU      | $-315.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-803.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds      | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       649000 | PA      | $458279.99    | 0.14%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-114591.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     21662000 | PA      | $6154843.34   | 1.81%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $56138.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       322000 | PA      | $41860.00     | 0.01%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     23639000 | PA      | $6382359.49   | 1.88%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-7585.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $857990.64    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-50118.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-81879.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                      | Long: BMIELETZ0 IRS MYR R F  3.50500 II1525060250305 NDF / Short: BMIELETZ0 IRS MYR P V 03MKLIBO II5253640250305 NDF                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |      4800000 | OU      | $11681.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEALQB2 IRS INR R F  6.06900 II2191200241218 CCPNDFOIS / Short: SMIEALQB2 IRS INR P V 00MMIBOR II5519740241218 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    139500000 | OU      | $30475.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    390850000 | PA      | $237148.40    | 0.07%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $153825.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     24620000 | PA      | $5675396.64   | 1.67%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-702.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        97000 | PA      | $16679.39     | 0.00%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $100574.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    405564000 | PA      | $244893.57    | 0.07%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMIEGDYH2                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -7620000 | OU      | $-23020.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                      | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    869800000 | PA      | $8223747.10   | 2.42%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $58.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $54619.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $19.77        | 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      | $-5359.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $76982.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    313857000 | PA      | $589370.43    | 0.17%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8910000 | PA      | $1570037.68   | 0.46%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1804000000 | PA      | $222669.97    | 0.07%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-1460.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEF2688 IRS THB R F  1.95800 II7785150250123 CCPNDFOIS / Short: SMIEF2688 IRS THB P V 00MTHOR II9259420250123 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    107000000 | OU      | $80211.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     23600000 | PA      | $293674.91    | 0.09%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2008.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $-508.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIEUGCW0 IRS PLN R V 06MWIBOR II7804940250429 CCPVANILLA / Short: BMIEUGCW0 IRS PLN P F  4.26550 II3097570250429 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3040900 | OU      | $547.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       236600 | PA      | $40074.13     | 0.01%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-133.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       404500 | PA      | $67753.75     | 0.02%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOM REP CB NOTES                           | Dominican Republic Central Bank Notes                                                                                                      | CUSIP: 25714RDA9<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     59260000 | PA      | $1003937.40   | 0.30%             | 2025-10-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |            1 | NC      | $23604.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000000 | PA      | $4661778.21   | 1.37%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $26147.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |            1 | NC      | $483649.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     55000000 | PA      | $1189859.21   | 0.35%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       367400 | PA      | $388892.90    | 0.11%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     20000000 | PA      | $444746.36    | 0.13%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3000000 | PA      | $68804.39     | 0.02%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-170454.85   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIEDMUQ9 IRS BRL R F 15.23000 II6200730250114 CCPNDFPREDISWA / Short: SMIEDMUQ9 IRS BRL P V 00MBRCDI II5662540250114 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16500000 | OU      | $74948.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                          | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  15590000000 | PA      | $1244692.84   | 0.37%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    940345000 | PA      | $540924.50    | 0.16%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |            1 | NC      | $-205800.37   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $7400.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |            1 | NC      | $140101.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $7823.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3127643 | PA      | $167723.83    | 0.05%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIESUPV0 IRS SGD R F  1.95700 II3090240250416 CCPOIS / Short: SMIESUPV0 IRS SGD P V 00MSORA II0365810250416 CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2280000 | OU      | $6161.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEHH9N7 IRS CNY R F  1.50200 II1320420250212 CCPNDF / Short: SMIEHH9N7 IRS CNY P V 00MCNRR II3167640250212 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     76500000 | OU      | $38161.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEGKYP8 IRS CNY R F  1.45800 II2954630250205 CCPNDF / Short: SMIEGKYP8 IRS CNY P V 00MCNRR II6910860250205 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12650000 | OU      | $2610.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIED1QZ0 IRS KRW R F  2.60000 II3617720250110 CCPVANILLA / Short: SMIED1QZ0 IRS KRW P V 03MKSDA II5726240250110 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3815000000 | OU      | $43023.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1489940 | PA      | $56924.88     | 0.02%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                        | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1300000 | PA      | $1157914.83   | 0.34%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-195045.63   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                    | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1174000 | PA      | $1186519.92   | 0.35%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       290600 | PA      | $39957.50     | 0.01%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $213971.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIE45WJ0 IRS BRL R F 12.74500 II2392350241029 CCPNDFPREDISWA / Short: SMIE45WJ0 IRS BRL P V 00MBRCDI II0971360241029 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6200000 | OU      | $-29694.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $137077.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-230258.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-43199.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $135066.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $6580.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMICXCRW4 IRS BRL R F  9.69500 II8293490240102 CCPNDFPREDISWA / Short: SMICXCRW4 IRS BRL P V 00MBRCDI II4717140240102 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     20700000 | OU      | $-342409.07   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       365500 | PA      | $67617.50     | 0.02%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                       | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |       681000 | PA      | $565426.67    | 0.17%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1326855.96   | 0.39%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $3505.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds      | Jordan Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       506000 | PA      | $467675.56    | 0.14%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEEULF4 IRS KRW R F  2.60000 II3990120250122 CCPVANILLA / Short: SMIEEULF4 IRS KRW P V 03MKSDA II5080110250122 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1870000000 | OU      | $20797.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    118200300 | PA      | $5497691.21   | 1.62%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-69445.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |            1 | NC      | $400416.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     94150900 | PA      | $3983631.95   | 1.17%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $1912.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                    | Ethiopia International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      4412000 | PA      | $3728140.00   | 1.10%             | 2024-12-11      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1078204000 | PA      | $604646.21    | 0.18%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3980006 | PA      | $235824.64    | 0.07%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-2053.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $122737.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDK1X29 IRS CNY R F  2.02800 II7080430240604 CCPNDF / Short: SMIDK1X29 IRS CNY P V 00MCNRR II2621000240604 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14100000 | OU      | $51026.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE4XCV4 IRS INR R F  6.28000 II9991010241105 CCPNDFOIS / Short: SMIE4XCV4 IRS INR P V 00MMIBOR II1935740241105 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    312000000 | OU      | $95117.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |            1 | NC      | $93019.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    212310000 | PA      | $181828.72    | 0.05%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    107000000 | PA      | $1711146.00   | 0.50%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $8656.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-6258.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       938000 | PA      | $34991.79     | 0.01%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEFTDM0 IRS INR R F  6.07300 II0630370250129 CCPNDFOIS / Short: SMIEFTDM0 IRS INR P V 00MMIBOR II1191710250129 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    266000000 | OU      | $58656.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIED1R22 IRS KRW R V 03MKSDA II0233650250110 CCPVANILLA / Short: BMIED1R22 IRS KRW P F  2.69000 II5113140250110 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2018000000 | OU      | $-39655.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $-49661.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-25562.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    481000000 | PA      | $1478972.01   | 0.44%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     17100000 | PA      | $217440.93    | 0.06%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-444899.98   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                     | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       261000 | PA      | $288413.34    | 0.09%             | 2027-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |            1 | NC      | $6763.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  66286000000 | PA      | $4017929.88   | 1.18%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-16431.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                        | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       491000 | PA      | $488056.71    | 0.14%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-82522.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $79484.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       189000 | PA      | $32764.10     | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $97588.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-5478.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    152604700 | PA      | $7739912.03   | 2.28%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     26391000 | PA      | $6639737.15   | 1.96%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-223064.86   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US LONG BOND(CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -11 | NC      | $-25468.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR NOTE (CBT)JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -31 | NC      | $-25249.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $713601.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |            1 | NC      | $-545948.49   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3970000 | PA      | $941305.66    | 0.28%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $52206.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIELEWR4 IRS CNY R F  1.55480 II8892290250305 CCPNDF / Short: SMIELEWR4 IRS CNY P V 00MCNRR II1997020250305 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5170000 | OU      | $5072.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4645761 | PA      | $188426.59    | 0.06%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                | Ivory Coast Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       732000 | PA      | $622955.95    | 0.18%             | 2048-03-22      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-204531.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $10568.13     | 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      | $41040.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |            1 | NC      | $19811.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    212300000 | PA      | $181820.15    | 0.05%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3000000 | PA      | $46806.31     | 0.01%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2260000 | PA      | $390980.00    | 0.12%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-7286.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        86000 | PA      | $14880.37     | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-158959.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio                                                               | CUSIP: 61747C525<br>LEI: 549300OJY9IZ31SGS926 | Long             | STIV             | RF                | US        |     19693107 | NS      | $19693106.86  | 5.80%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDF5EE1 IRS BRL R F 10.77500 II2314850240508 CCPNDFPREDISWA / Short: SMIDF5EE1 IRS BRL P V 00MBRCDI II4303920240508 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7060000 | OU      | $-72705.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                                                      | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     41000000 | PA      | $770272.32    | 0.23%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    311000000 | PA      | $1059886.86   | 0.31%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIBCD2G9 IRS CNY R F  2.41520 II4158990221101 CCPNDF / Short: SMIBCD2G9 IRS CNY P V 00MCNRR II1754630221101 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    134000000 | OU      | $477848.71    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |            1 | NC      | $475382.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $73695.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                           | Dominican Republic Central Bank Notes                                                                                                      | CUSIP: 25714PER5<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     67250000 | PA      | $1145683.30   | 0.34%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| BONCER                                     | Argentina Treasury Bond BONCER                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    424604000 | PA      | $459789.67    | 0.14%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $42777.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                       | SWAP BNP PARIBAS BOC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -320000 | NS      | $-320000.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    155031600 | PA      | $7477958.53   | 2.20%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    452940000 | PA      | $789992.26    | 0.23%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       430000 | PA      | $66650.00     | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDJYME5 IRS PLN R F  5.02000 II3258760240603 CCPVANILLA / Short: SMIDJYME5 IRS PLN P V 06MWIBOR II3732740240603 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7600000 | OU      | $84724.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDBS3T4 IRS PLN R F  5.42250 II0312810240416 CCPVANILLA / Short: SMIDBS3T4 IRS PLN P V 06MWIBOR II9702840240416 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13500000 | OU      | $204479.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                     | Itau BBA International PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |  18493970000 | PA      | $2514625.10   | 0.74%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE0UJG0 IRS INR R F  6.02550 II9392750241003 CCPNDFOIS / Short: SMIE0UJG0 IRS INR P V 00MMIBOR II3658910241003 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    430000000 | OU      | $74081.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     37000000 | PA      | $437289.22    | 0.13%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-502250.33   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-3589.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |            1 | NC      | $99042.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIED1UC6 IRS KRW R V 03MKSDA II1729090250110 CCPVANILLA / Short: BMIED1UC6 IRS KRW P F  2.70000 II6783750250110 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    805000000 | OU      | $-16335.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     40450000 | PA      | $716627.36    | 0.21%             | 2035-09-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC3N8R5 IRS THB R F  2.68100 II8882140230614 CCPNDFOIS / Short: SMIC3N8R5 IRS THB P V 00MTHOR II7343900230614 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000000 | OU      | $279575.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20000000000 | PA      | $1339373.49   | 0.39%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-206256.09   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                      | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    730690000 | PA      | $7946889.50   | 2.34%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC3H6U3 IRS CZK R F  3.95500 II0979030230613 CCPVANILLA / Short: SMIC3H6U3 IRS CZK P V 06MPRIBO II1030750230613 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49943085 | OU      | $84628.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       466000 | PA      | $68735.00     | 0.02%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $39397.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     43200000 | PA      | $510222.29    | 0.15%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $57399.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds                 | Guatemala Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       283000 | PA      | $283499.73    | 0.08%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    114500000 | PA      | $1352721.23   | 0.40%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1801.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-BUXL 30Y BND JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -5 | NC      | $16426.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $154231.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $64329.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       550000 | PA      | $94531.25     | 0.03%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-2386.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       307600 | PA      | $325594.60    | 0.10%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        29000 | PA      | $4999.42      | 0.00%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $-22652.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMID0D3N2 IRS BRL R F  9.88250 II9865320240123 CCPNDFPREDISWA / Short: SMID0D3N2 IRS BRL P V 00MBRCDI II7570960240123 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15600000 | OU      | $-238409.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6100000 | PA      | $72908.97     | 0.02%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIED9T15 IRS KRW R V 03MKSDA II0755040250113 CCPVANILLA / Short: BMIED9T15 IRS KRW P F  2.79200 II4904470250113 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    769000000 | OU      | $-20141.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-11419.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEQSGT2 IRS INR R F  5.78120 II7602440250403 CCPNDFOIS / Short: SMIEQSGT2 IRS INR P V 00MMIBOR II8511660250403 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    207600000 | OU      | $16259.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $4346.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      1800000 | PA      | $21221.14     | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1704008.29   | 0.50%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $22552.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-1982.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-16814.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-10602.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-29486.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2137000 | PA      | $379317.50    | 0.11%             | 2027-09-15      | None          | 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      | $6753.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |            1 | NC      | $-758.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3082743 | PA      | $143694.51    | 0.04%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    729000000 | PA      | $2501443.22   | 0.74%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $-18653.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2346000 | PA      | $87080.13     | 0.03%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-10857.08    | -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      | $-131750.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEK6SV8 IRS INR R F  6.02000 II5470790250225 CCPNDFOIS / Short: SMIEK6SV8 IRS INR P V 00MMIBOR II1579690250225 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    304940000 | OU      | $58940.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                     | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      1963000 | PA      | $2161331.08   | 0.64%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $23048.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-49670.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  72623000000 | PA      | $4336118.09   | 1.28%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | ID        |            1 | NC      | $93279.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |            1 | NC      | $144825.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        15000 | PA      | $2588.81      | 0.00%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-36083.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $37936.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    460322000 | PA      | $868131.04    | 0.26%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $19445.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $1016.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                      | Long: BMIELUM08 IRS MYR R F  3.48000 II5028990250307 NDF / Short: BMIELUM08 IRS MYR P V 03MKLIBO II2546860250307 NDF                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |    105420000 | OU      | $228598.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        53000 | PA      | $9127.74      | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-595097.32   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4382700000 | PA      | $665123.09    | 0.20%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $259628.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-4491.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDC7RT3 IRS HUF R F  6.92000 II8222640240418 CCPVANILLA / Short: SMIDC7RT3 IRS HUF P V 06MBUBOR II3322430240418 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99867000 | OU      | $10856.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC3H765 IRS CZK R F  3.96230 II4910350230613 CCPVANILLA / Short: SMIC3H765 IRS CZK P V 06MPRIBO II4845380230613 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     34173373 | OU      | $58745.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $3424.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-7071.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR ULTRA FUT JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -10 | NC      | $-10781.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-78899.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                       | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  55720000000 | PA      | $4380564.17   | 1.29%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $13821.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      7000000 | PA      | $111372.04    | 0.03%             | 2027-02-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8253900000 | PA      | $2087810.80   | 0.62%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $23049.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIEEULM9 IRS KRW R V 03MKSDA II8476810250122 CCPVANILLA / Short: BMIEEULM9 IRS KRW P F  2.68500 II8316010250122 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    985000000 | OU      | $-18773.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                     | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       918000 | PA      | $927030.83    | 0.27%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE8X7C8 IRS INR R F  5.95100 II4488470241205 CCPNDFOIS / Short: SMIE8X7C8 IRS INR P V 00MMIBOR II1010300241205 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    914000000 | OU      | $144261.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $69736.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                           | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      2527061 | PA      | $142201.84    | 0.04%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     20000000 | PA      | $444931.22    | 0.13%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIERHF66 IRS ZAR R F  7.70890 II1093560250408 CCPVANILLA / Short: SMIERHF66 IRS ZAR P V 03MJIBAR II6600770250408 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38620000 | OU      | $15903.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |            1 | NC      | $126486.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     30000000 | PA      | $88773.35     | 0.03%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |            1 | NC      | $18600.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $121128.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $97199.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $31452.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIEU06B8 IRS BRL R F 13.52000 II7297860250424 CCPNDFPREDISWA / Short: SMIEU06B8 IRS BRL P V 00MBRCDI II8902400250424 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5200000 | OU      | $-699.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-81829.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $386665.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICS5EB5 IRS CNY R F  2.39250 II0415680231122 CCPNDF / Short: SMICS5EB5 IRS CNY P V 00MCNRR II9872020231122 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17330000 | OU      | $83089.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICA0V83 IRS CZK R F  3.96000 II0125270230802 CCPVANILLA / Short: SMICA0V83 IRS CZK P V 06MPRIBO II3012340230802 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20700000 | OU      | $35424.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1700000 | PA      | $1674554.40   | 0.49%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| UZBEK ICB (DARYO FNC)                      | Uzbek Industrial and Construction Bank ATB via Daryo Finance BV                                                                            | CUSIP: 000000000<br>LEI: 724500TIE8NNUYL1F445 | Long             | DBT              | CORP              | NL        |  24257650000 | PA      | $1748070.46   | 0.52%             | 2025-06-15      | Fixed         | 18.75%                | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                        | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1720000 | PA      | $1715012.00   | 0.51%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $7729.69      | 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      | $-30145.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIER14U0 IRS KRW R F  2.50700 II3900830250404 CCPVANILLA / Short: SMIER14U0 IRS KRW P V 03MKSDA II5296560250404 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4695500000 | OU      | $41331.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    363902000 | PA      | $933119.97    | 0.28%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1815.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-239360.71   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | Long: BMIDKJ7G8 IRS MYR R F  3.67500 II6615320240606 NDF / Short: BMIDKJ7G8 IRS MYR P V 03MKLIBO II2537390240606 NDF                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |     45400000 | OU      | $162553.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $1574.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $24332.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1174.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    393410000 | PA      | $1005780.77   | 0.30%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       532000 | PA      | $92016.05     | 0.03%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $-50367.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                       | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  40000000000 | PA      | $3171685.95   | 0.93%             | 2027-05-29      | Fixed         | 16.63%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-15951.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $99216.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIEGHUE4 IRS KRW R V 03MKSDA II4385290250205 CCPVANILLA / Short: BMIEGHUE4 IRS KRW P F  2.63000 II9618390250205 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    546000000 | OU      | $-8628.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICLB3M7 IRS CZK R F  4.33000 II5201470231012 CCPVANILLA / Short: SMICLB3M7 IRS CZK P V 06MPRIBO II7300180231012 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |        30000 | OU      | $89.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-8312.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     38328907 | PA      | $1708886.65   | 0.50%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMID88R41 IRS CNY R F  2.12250 II3842900240320 CCPNDF / Short: SMID88R41 IRS CNY P V 00MCNRR II1315000240320 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13600000 | OU      | $53741.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-240296.53   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                      | Long: BMIELEY19 IRS MYR R F  3.48500 II4660360250305 NDF / Short: BMIELEY19 IRS MYR P V 03MKLIBO II7147400250305 NDF                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |     10100000 | OU      | $21679.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $9909.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1780000 | PA      | $306115.50    | 0.09%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-146508.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    106538802 | PA      | $4445352.96   | 1.31%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 5YR NOTE (CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -51 | NC      | $-57335.94    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $1041.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $131254.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-279.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDAWFA4 IRS THB R F  2.69500 II2598940240409 CCPNDFOIS / Short: SMIDAWFA4 IRS THB P V 00MTHOR II2022370240409 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68480000 | OU      | $166212.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-37214.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    730810000 | PA      | $450762.87    | 0.13%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-SCHATZ FUT JUN25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -16 | NC      | $-10150.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-96724.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIESGWB7 IRS PLN R V 06MWIBOR II1995750250414 CCPVANILLA / Short: BMIESGWB7 IRS PLN P F  4.33500 II2443260250414 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15734800 | OU      | $-20661.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIELEU88 IRS CNY R F  1.57700 II6372870250305 CCPNDF / Short: SMIELEU88 IRS CNY P V 00MCNRR II8010560250305 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23000000 | OU      | $22940.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-33076.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     30700000 | PA      | $893749.65    | 0.26%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     12266000 | PA      | $3196860.98   | 0.94%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $196.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMID18QM9                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     11200000 | OU      | $116289.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   9630000000 | PA      | $1182642.20   | 0.35%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICBXDX5 IRS CNY R F  2.29400 II0336000230817 CCPNDF / Short: SMICBXDX5 IRS CNY P V 00MCNRR II1617930230817 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     85600000 | OU      | $345236.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $7508.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1409600 | PA      | $207916.00    | 0.06%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3486103 | PA      | $131260.51    | 0.04%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $147726.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                                                      | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    262700000 | PA      | $4461254.40   | 1.31%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-294.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       307200 | PA      | $45696.00     | 0.01%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $2001.67      | 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      | $26012.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                   | Europe Asia Investment Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  51573170000 | PA      | $3967899.55   | 1.17%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIELK0W4 IRS BRL R F 14.78250 II2608560250305 CCPNDFPREDISWA / Short: SMIELK0W4 IRS BRL P V 00MBRCDI II0278900250305 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16670000 | OU      | $43487.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $21271.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CO        |            1 | NC      | $-31415.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    658150000 | PA      | $627884.48    | 0.19%             | 2026-02-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-3016.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | BMIEEG9E2                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      7000000 | OU      | $42266.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       125127 | PA      | $115554.78    | 0.03%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDS1J19 IRS BRL R F 11.65000 II7295340240723 CCPNDFPREDISWA / Short: SMIDS1J19 IRS BRL P V 00MBRCDI II7033010240723 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6800000 | OU      | $-45062.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-16843.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5492299 | PA      | $230986.21    | 0.07%             | 2032-02-10      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1066.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       108000 | PA      | $22950.00     | 0.01%             | 2034-01-13      | None          | 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      | $-65.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIEJXL55 IRS MXN R F  8.41950 II3403450250221 CCPOIS / Short: SMIEJXL55 IRS MXN P V 00MTIEF II9908650250221 CCPOIS                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     37300000 | OU      | $56899.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-1880.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $40920.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-80099.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $10445.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $27152.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |            1 | NC      | $-133367.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $45208.35     | 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      | $-78010.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3900000 | PA      | $994529.25    | 0.29%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-123723.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMID0PTA5                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      9800000 | OU      | $101508.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                      | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    587636000 | PA      | $11829115.11  | 3.49%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $2167.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-6877.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     99880000 | PA      | $258034.61    | 0.08%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-62747.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-62259.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $437343.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      1371000 | PA      | $1266118.50   | 0.37%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       375000 | PA      | $48750.00     | 0.01%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20182000000 | PA      | $1227892.33   | 0.36%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $757357.30    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: SMIEU6567 IRS COP R F  8.24000 II1206990250425 CCPNDFOIS / Short: SMIEU6567 IRS COP P V 00MCPIBR II0742160250425 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5911000000 | OU      | $-4316.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-12191.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-86732.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $12418.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-5497.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |            1 | NC      | $36350.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-32544.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3921523 | PA      | $172357.38    | 0.05%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMIEGDYJ8                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -7620000 | OU      | $-42931.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  15440600000 | PA      | $2844191.94   | 0.84%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-7418.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                        | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       200000 | PA      | $183190.00    | 0.05%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $113519.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  81145000000 | PA      | $4852324.35   | 1.43%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |            1 | NC      | $12785.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |            1 | NC      | $18337.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-2479.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1879.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds      | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1383000 | PA      | $962291.40    | 0.28%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $483495.85    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    226000000 | PA      | $6425607.85   | 1.89%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1693500 | PA      | $279427.50    | 0.08%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bonds      | Jordan Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       406000 | PA      | $341400.33    | 0.10%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-4136.85     | -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      | $62059.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC2U4Y9 IRS PLN R F  5.26100 II8535980230607 CCPVANILLA / Short: SMIC2U4Y9 IRS PLN P V 06MWIBOR II0989910230607 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40000000 | OU      | $418067.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $25810.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4342125000 | PA      | $2425531.10   | 0.71%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                   | National Bank of Uzbekistan                                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  14170000000 | PA      | $1108115.99   | 0.33%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       689900 | PA      | $89687.00     | 0.03%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     75900000 | PA      | $900307.06    | 0.27%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                         | Mongolia Government International Bond                                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $192932.25    | 0.06%             | 2030-02-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |            1 | NC      | $-58619.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |            1 | NC      | $12778.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    353300000 | PA      | $4354103.31   | 1.28%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                    | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       719000 | PA      | $632855.62    | 0.19%             | 2033-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE8NW57 IRS INR R F  6.00500 II7882860241204 CCPNDFOIS / Short: SMIE8NW57 IRS INR P V 00MMIBOR II0778150241204 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    334000000 | OU      | $53975.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |            1 | NC      | $606.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | BMIEEG5T3                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -7000000 | OU      | $-27678.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $19681.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |            1 | NC      | $40110.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $2427.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $21567.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                         | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $192932.25    | 0.06%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIES6CM7 IRS INR R F  5.70400 II4099590250411 CCPNDFOIS / Short: SMIES6CM7 IRS INR P V 00MMIBOR II9592400250411 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    298300000 | OU      | $11693.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-105170.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMID6N7M2 IRS INR R F  6.25600 II8975710240312 CCPNDFOIS / Short: SMID6N7M2 IRS INR P V 00MMIBOR II0474720240312 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    970400000 | OU      | $265290.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $26795.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-43471.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    786700000 | PA      | $2014521.05   | 0.59%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIC3MUR2 IRS PLN R F  5.16100 II9099980230614 CCPVANILLA / Short: SMIC3MUR2 IRS PLN P V 06MWIBOR II0634960230614 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17000000 | OU      | $165233.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |            1 | NC      | $-1054.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | BMIEEG9R3                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -7000000 | OU      | $-18844.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDL5Z19 IRS BRL R F 11.17500 II5661860240611 CCPNDFPREDISWA / Short: SMIDL5Z19 IRS BRL P V 00MBRCDI II6500670240611 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     47700000 | OU      | $-227358.66   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        84000 | PA      | $14587.02     | 0.00%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIET4V08 IRS HUF R F  6.15000 II0212920250417 CCPVANILLA / Short: SMIET4V08 IRS HUF P V 06MBUBOR II5063860250417 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    446600000 | OU      | $14325.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        58000 | PA      | $10030.38     | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-7613.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDJ6KP3 IRS BRL R F 10.64750 II9659610240528 CCPNDFPREDISWA / Short: SMIDJ6KP3 IRS BRL P V 00MBRCDI II9314970240528 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     51283000 | OU      | $-317572.99   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     84047700 | PA      | $3511780.60   | 1.04%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-BOBL FUTURE JUN25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -21 | NC      | $-56381.97    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    211517800 | PA      | $9838042.29   | 2.90%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-5605.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDPXG31 IRS CZK R F  3.76250 II3853300240709 CCPVANILLA / Short: SMIDPXG31 IRS CZK P V 06MPRIBR II7227720240709 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    259000000 | OU      | $245944.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     10000000 | PA      | $9888666.70   | 2.91%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $13827.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $9744.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3314.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | EG        |            1 | NC      | $249.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWAP JP MORGAN BOC                         | SWAP JP MORGAN BOC                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -400000 | NS      | $-400000.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3556.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2710756 | PA      | $321224.59    | 0.09%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-7647.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                   | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       956000 | PA      | $1011926.00   | 0.30%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2288000 | PA      | $393507.40    | 0.12%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-72333.18    | -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      | $313918.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDWWQV2 IRS CNY R F  1.72500 II5220990240904 CCPNDF / Short: SMIDWWQV2 IRS CNY P V 00MCNRR II6033860240904 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9000000 | OU      | $17050.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fideicomiso PA Costera                     | Fideicomiso PA Costera                                                                                                                     | CUSIP: 31574FAB3<br>LEI: 5493002XQPJWQYQDVX07 | Long             | DBT              | CORP              | CO        |   4979414974 | PA      | $1048776.69   | 0.31%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BONCER                                     | Argentina Treasury Bond BONCER                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    339685000 | PA      | $460504.96    | 0.14%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $37341.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                   | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      5116419 | PA      | $121617.70    | 0.04%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-208.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $163953.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-435013.71   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2855000 | PA      | $582809.37    | 0.17%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-9294.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEGHUB0 IRS KRW R F  2.56500 II8518960250205 CCPVANILLA / Short: SMIEGHUB0 IRS KRW P V 03MKSDA II6071940250205 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    865000000 | OU      | $8735.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $34087.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |            1 | NC      | $-368.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDXRZ91 IRS INR R F  5.91250 II7818740240911 CCPNDFOIS / Short: SMIDXRZ91 IRS INR P V 00MMIBOR II4342060240911 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000000 | OU      | $45366.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $17860.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       316000 | PA      | $54510.00     | 0.02%             | 2049-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                   | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 141910000000 | PA      | $11203282.31  | 3.30%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIED9UW5 IRS KRW R V 03MKSDA II5533050250113 CCPVANILLA / Short: BMIED9UW5 IRS KRW P F  2.80500 II0104130250113 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2042000000 | OU      | $-55187.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    273000000 | PA      | $925193.48    | 0.27%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       710200 | PA      | $100759.63    | 0.03%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |            1 | NC      | $-303.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        43000 | PA      | $7416.38      | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $256475.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  37776000000 | PA      | $4639199.56   | 1.37%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      8191722 | PA      | $970719.06    | 0.29%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                         | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      5351000 | PA      | $3822722.29   | 1.13%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 2YR NOTE (CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -4 | NC      | $-3687.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       564310 | PA      | $547028.32    | 0.16%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                    | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   2602928000 | PA      | $6658994.05   | 1.96%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |            1 | NC      | $89942.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-130479.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $8989.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                           | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      2527061 | PA      | $129105.93    | 0.04%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                          | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    230500000 | PA      | $2857231.85   | 0.84%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: BMICJJBN2 IRS CLP R V 06MCLICP II1678990230929 CCPNDFCAMARAPR / Short: BMICJJBN2 IRS CLP P F  5.56000 II8596790230929 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1900000000 | OU      | $-21568.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4519294000 | PA      | $2776041.50   | 0.82%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIED9SS7 IRS KRW R F  2.71000 II6587330250113 CCPVANILLA / Short: SMIED9SS7 IRS KRW P V 03MKSDA II4558690250113 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1460000000 | OU      | $21875.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICA0VP5 IRS CZK R F  4.15000 II9561050230802 CCPVANILLA / Short: SMICA0VP5 IRS CZK P V 06MPRIBO II5816920230802 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     37900000 | OU      | $51009.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                   | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1922000000 | PA      | $3511582.25   | 1.03%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| SWAP STAND. CHARTER BANK BOCOC             | SWAP STAND. CHARTER BANK BOCOC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -300000 | NS      | $-300000.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    139450000 | PA      | $248632.61    | 0.07%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |            1 | NC      | $-120937.15   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMID9EQT3 IRS BRL R F 10.54250 II6106360240328 CCPNDFPREDISWA / Short: SMID9EQT3 IRS BRL P V 00MBRCDI II8746360240328 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16982619 | OU      | $-353948.83   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |            1 | NC      | $-2693.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $20445.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $3439.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    148388000 | PA      | $225174.92    | 0.07%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1689000 | PA      | $83553.13     | 0.02%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIEDFPW7 IRS KRW R V 03MKSDA II2534720250114 CCPVANILLA / Short: BMIEDFPW7 IRS KRW P F  2.79250 II1318920250114 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1021000000 | OU      | $-26775.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |            1 | NC      | $66555.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMICV2PV2 IRS CNY R F  2.35000 II0156780231213 CCPNDF / Short: SMICV2PV2 IRS CNY P V 00MCNRR II6733690231213 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12000000 | OU      | $59297.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-13899.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                     | Montenegro Government International Bond                                                                                                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       200000 | PA      | $201952.50    | 0.06%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1486900000 | PA      | $268930.10    | 0.08%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-3075.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1700.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                   | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    502000000 | PA      | $852816.94    | 0.25%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIE9EN64 IRS INR R F  5.93300 II8957110241210 CCPNDFOIS / Short: SMIE9EN64 IRS INR P V 00MMIBOR II8841860241210 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    793000000 | OU      | $117829.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-21825.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | BMIEGDYG4                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      7620000 | OU      | $49362.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $13062.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD RUB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1817.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $2743.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIEQQRF4 IRS THB R F  1.40630 II6436970250403 CCPNDFOIS / Short: SMIEQQRF4 IRS THB P V 00MTHOR II8581460250403 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    525800000 | OU      | $-19958.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  69704000000 | PA      | $4241362.43   | 1.25%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-10854.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                           | Barbados Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       856800 | PA      | $815245.20    | 0.24%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: BMIEUBRP0 IRS PLN R V 06MWIBOR II6015360250428 CCPVANILLA / Short: BMIEUBRP0 IRS PLN P F  4.30978 II3283260250428 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11884300 | OU      | $-9166.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8239000000 | PA      | $1591291.52   | 0.47%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-8956.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-398.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIDZXVP4 IRS INR R F  5.93600 II0490560240926 CCPNDFOIS / Short: SMIDZXVP4 IRS INR P V 00MMIBOR II4554010240926 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000000 | OU      | $75395.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8982000000 | PA      | $1910419.64   | 0.56%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: SMIELEXV4 IRS INR R F  5.95300 II8621940250305 CCPNDFOIS / Short: SMIELEXV4 IRS INR P V 00MMIBOR II0565860250305 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    390000000 | OU      | $64497.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1625.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $71341.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    217055489 | PA      | $9561045.83   | 2.82%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                      | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |      9300000 | PA      | $104392.77    | 0.03%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RUB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $26598.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     56297743 | PA      | $13460609.62  | 3.97%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $2543.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-3087.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                        | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      1790000 | PA      | $1777022.50   | 0.52%             | 2034-11-27      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                          | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       725000 | PA      | $124813.28    | 0.04%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SWAPS BARCLAYS BOC                         | SWAPS BARCLAYS BOC                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -1290000 | NS      | $-1290000.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1091000 | PA      | $318724.09    | 0.09%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Francis Smith

**Name of Signer:** Francis Smith

**Title:** Principal Financial Officer