# EDGAR Filing Document

**Accession Number:** 0000081443
**File Stem:** 0001410368-26-051278
**Filing Date:** 2026-5
**Character Count:** 237453
**Document Hash:** 35f6718c41aa37237211f7077bbc19a2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051278.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051278

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB CAP FUND, INC.
- **CENTRAL INDEX KEY:** 0000081443

**ORGANIZATION NAME:**
- **EIN:** 132625045
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01716
- **FILM NUMBER:** 261017819

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN CAP FUND, INC.
- **DATE OF NAME CHANGE:** 20110524

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN CAP FUND,INC
- **DATE OF NAME CHANGE:** 20040908

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931001

## Series and Classes Contracts Data

### AB Emerging Markets Multi-Asset Portfolio (Series ID: S000033729)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000103967 | Class A       | ABAEX           |
| C000103968 | Class C       | ABCEX           |
| C000103969 | Advisor Class | ABYEX           |
| C000103972 | Class I       | ABIEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB CAP FUND, INC.

- **b. Investment Company Act file number:** 811-01716

- **c. CIK number of Registrant:** 0000081443

- **d. LEI of Registrant:** 549300I24E20QB4B6Y20

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB Emerging Markets Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000033729

- **c. LEI of Series:** 7ZWN2SNJWVYO4A3K1B71

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $162866504.10

**Total Liabilities:** $7699570.15

**Net Assets:** $155166933.95

**Delayed Delivery Securities:** $200000.00

**Cash Not Reported:** $3098228.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14.30000000 | **1-Year:** -420.15000000 | **5-Year:** -2170.10000000 | **10-Year:** -3680.54000000 | **30-Year:** -1911.79000000

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

- **3-Month:** -55.46000000 | **1-Year:** -1684.61000000 | **5-Year:** -5333.64000000 | **10-Year:** -5386.96000000 | **30-Year:** -1080.50000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000103967 | 7.89%                | 5.78%                | -8.16%               |
| Class ID C000103968 | 7.72%                | 5.72%                | -8.16%               |
| Class ID C000103969 | 7.87%                | 5.86%                | -8.10%               |
| Class ID C000103972 | 7.87%                | 5.83%                | -8.11%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $879635.60               | $10002064.14                               |
| Month 2  | $4069493.92              | $4206638.56                                |
| Month 3  | $3084799.97              | $-15262960.52                              |

**Designated Index Information**

- **Index Name:** MSCI Emerging Markets Index

- **Index Identifier:** MIEF00000PUS:MSI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alliance Bernstein                                      | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                      | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    1890482 | NS      | $1890482.42   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                                 | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     367000 | PA      | $360614.20    | 0.23%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                   | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     260000 | PA      | $268551.40    | 0.17%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     429285 | PA      | $359740.73    | 0.23%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     447000 | PA      | $323181.00    | 0.21%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                     | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     653712 | PA      | $492898.85    | 0.32%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     123898 | PA      | $108782.36    | 0.07%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                                 | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     236000 | PA      | $221258.26    | 0.14%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                          | Benin Sukuk SA                                                                                                                        | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |     200000 | PA      | $185654.00    | 0.12%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD CLP                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $156.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED USD / SOLD IDR                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |          1 | NC      | $918.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $531.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                                 | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $196000.00    | 0.13%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                               | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $196400.00    | 0.13%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PROG WLL                                 | CBB International Sukuk Programme Co WLL                                                                                              | CUSIP: 124808AC0<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |     242000 | PA      | $224980.14    | 0.14%             | 2034-02-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PROG WLL                                 | CBB International Sukuk Programme Co WLL                                                                                              | CUSIP: 124808AD8<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |     236000 | PA      | $224452.52    | 0.14%             | 2034-09-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                 | Caixa Economica Federal                                                                                                               | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $201480.00    | 0.13%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                                                                     | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     195501 | PA      | $196578.21    | 0.13%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-5359.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                               | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $166800.00    | 0.11%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                               | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $211150.00    | 0.14%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1068000 | PA      | $1118249.40   | 0.72%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                                | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $195500.00    | 0.13%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD ZAR                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $8722.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-17953.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                                      | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $192750.00    | 0.12%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA           | Banco Latinoamericano de Comercio Exterior SA                                                                                         | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |       1500 | NS      | $76620.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                                                      | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     318000 | PA      | $325431.66    | 0.21%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                      | Grupo Financiero Banorte SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     192620 | NS      | $2132866.44   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                      | Kimberly-Clark de Mexico SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | EC               | CORP              | MX        |       3200 | NS      | $7577.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-22063.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                 | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     306000 | PA      | $306841.50    | 0.20%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                 | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     410000 | PA      | $416960.28    | 0.27%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                 | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     465000 | PA      | $442680.00    | 0.29%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV               | Grupo Aeroportuario del Sureste SAB de CV                                                                                             | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        660 | NS      | $22256.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                  | Grupo Mexico SAB de CV                                                                                                                | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |       9800 | NS      | $104823.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                      | Petroleo Brasileiro SA - Petrobras                                                                                                    | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      10800 | NS      | $112402.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                      | Petroleo Brasileiro SA - Petrobras                                                                                                    | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     230400 | NS      | $2164844.16   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     374000 | PA      | $374935.00    | 0.24%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     120000 | PA      | $88080.00     | 0.06%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                          | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     120000 | PA      | $126660.00    | 0.08%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                          | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     893000 | PA      | $942427.55    | 0.61%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                          | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      79000 | PA      | $79975.65     | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     365347 | PA      | $320409.32    | 0.21%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EMP DISTRIBUIDORA NORTE                                 | Empresa Distribuidora Y Comercializadora Norte                                                                                        | CUSIP: 29244AAM4<br>LEI: 254900JU7TV6VS9GRW29 | Long             | DBT              | CORP              | AR        |      55000 | PA      | $55206.25     | 0.04%             | 2030-10-24      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $2008.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD KRW                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $2380.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD KRW                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $2906.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED TWD / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |          1 | NC      | $-51575.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                | Empresas Publicas de Medellin ESP                                                                                                     | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |  418000000 | PA      | $103246.96    | 0.07%             | 2027-11-08      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -9 | NC      | $5867.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         43 | NC      | $-16335.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | FUTURE CONTRACT ON US LONG BOND(CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -1 | NC      | $3726.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          9 | NC      | $-19960.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | FUTURE CONTRACT ON US ULTRA BOND CBT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         21 | NC      | $-70812.50    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | FUTURE CONTRACT ON MSCI EMGMKT JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        176 | NC      | $-224517.66   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GEORGIA                                     | Georgia Government International Bond                                                                                                 | CUSIP: 373357AA0<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |     200000 | PA      | $192374.00    | 0.12%             | 2031-01-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                                   | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       5520 | PA      | $5423.40      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                                   | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      29747 | PA      | $25024.90     | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                                   | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     332657 | PA      | $282758.45    | 0.18%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                         | Gold Fields Ltd                                                                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      12800 | NS      | $581120.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED TWD / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $-19088.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PHP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |          1 | NC      | $-13911.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD KRW                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $4185.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD PLN                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-667.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $747.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD THB                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $166141.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                                    | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      20000 | PA      | $21025.40     | 0.01%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                                    | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      27000 | PA      | $21667.50     | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HeadHunter Group PLC                                    | HeadHunter Group PLC                                                                                                                  | CUSIP: 42207L106<br>LEI: 549300IMUCFEWXP6RU11 | Long             | EC               | CORP              | CY        |      18930 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gazprom PJSC                                            | Gazprom PJSC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     153780 | NS      | $0.15         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| H World Group Ltd                                       | H World Group Ltd                                                                                                                     | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |       8560 | NS      | $430482.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka AS                                       | Komercni Banka AS                                                                                                                     | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |       1320 | NS      | $67346.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                              | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     257000 | PA      | $208095.47    | 0.13%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                              | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     213000 | PA      | $133125.00    | 0.09%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                                                                               | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     211000 | PA      | $126773.02    | 0.08%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                             | LUKOIL PJSC                                                                                                                           | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      18789 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UZAUTO MOTORS AJ                                        | Uzauto Motors AJ                                                                                                                      | CUSIP: 46653NAB8<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $200038.00    | 0.13%             | 2030-11-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                    | JSW Hydro Energy Ltd                                                                                                                  | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     139000 | PA      | $127254.50    | 0.08%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                  | Jamaica Government International Bonds                                                                                                | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     308000 | PA      | $354200.00    | 0.23%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                                       | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     511000 | PA      | $464294.60    | 0.30%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD PHP                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $22458.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CNH                                                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2820.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD KRW                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $9918.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA             | Hellenic Telecommunications Organization SA                                                                                           | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       3277 | NS      | $61815.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Latam Airlines Group SA                                 | Latam Airlines Group SA                                                                                                               | CUSIP: 51817R205<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |      40943 | NS      | $2024221.92   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                                                                         | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     259593 | PA      | $245530.52    | 0.16%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                                         | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $193500.00    | 0.12%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                              | Bank Polska Kasa Opieki SA                                                                                                            | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      32106 | NS      | $1902410.33   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                                                                                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       8676 | NS      | $187397.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                 | MMC Norilsk Nickel PJSC                                                                                                               | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |       3568 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED ZAR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |          1 | NC      | $-15004.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                  | CEZ AS                                                                                                                                | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |       1801 | NS      | $101783.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                                                                              | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      72616 | NS      | $2631187.90   | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                  | Medco Cypress Tree Pte Ltd                                                                                                            | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |     250000 | PA      | $256875.00    | 0.17%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED KRW / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $-18867.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1553.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | PURCHASED IDR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-4424.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD ZAR                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $928.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                             | Abu Dhabi Islamic Bank PJSC                                                                                                           | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |      83292 | NS      | $479204.21    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                  | Accton Technology Corp                                                                                                                | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      12000 | NS      | $592046.09    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AVI Ltd                                                 | AVI Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |      93569 | NS      | $574256.67    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                                                                                                            | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      15000 | NS      | $228133.01    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                                     | Cheil Worldwide Inc                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       7262 | NS      | $91217.22     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                               | Bharat Petroleum Corp Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |      66047 | NS      | $198272.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                            | Hindustan Petroleum Corp Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |     282372 | NS      | $1005971.02   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd      | Gujarat Narmada Valley Fertilizers & Chemicals Ltd                                                                                    | CUSIP: 000000000<br>LEI: 335800CLY1JH3J6OZH70 | Long             | EC               | CORP              | IN        |      16192 | NS      | $62998.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Co Ltd                            | Yankuang Energy Group Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |      24000 | NS      | $44685.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd                                             | Vedanta Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |      14413 | NS      | $101826.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminium Co Ltd                               | National Aluminium Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |     294029 | NS      | $1216486.14   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Zinc Ltd                                      | Hindustan Zinc Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800LB39TLJ8YTWM98 | Long             | EC               | CORP              | IN        |      17986 | NS      | $98549.23     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                                     | Quanta Computer Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |      11000 | NS      | $98988.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                | NMDC Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |     123559 | NS      | $100592.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED COP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $-1956.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                        | Eva Airways Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |      77000 | NS      | $82963.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                        | Lenovo Group Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      24000 | NS      | $28865.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                       | SK Telecom Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |       1202 | NS      | $62191.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                       | PetroChina Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | HK        |    1476000 | NS      | $2024867.50   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk PT                                  | United Tractors Tbk PT                                                                                                                | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |      35700 | NS      | $65226.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial International Bank - Egypt (CIB)             | Commercial International Bank - Egypt (CIB)                                                                                           | CUSIP: 000000000<br>LEI: 213800FIIXJAMEVRIH48 | Long             | EC               | CORP              | EG        |      46417 | NS      | $103101.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Oil Corp Ltd                                     | Indian Oil Corp Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |      63880 | NS      | $91635.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                   | Delta Electronics Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      65600 | NS      | $2957928.35   | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                         | Gold Fields Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |       6111 | NS      | $280813.15    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                   | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $197000.00    | 0.13%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                           | LG Uplus Corp                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       9779 | NS      | $101698.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd                                       | Cummins India Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |       1654 | NS      | $79984.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                                    | HCL Technologies Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      18288 | NS      | $263900.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                   | Elite Material Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       1000 | NS      | $85346.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                        | Evergreen Marine Corp Taiwan Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      15000 | NS      | $94619.34     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                       | Hero MotoCorp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |      13036 | NS      | $704233.82    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                           | Novatek Microelectronics Corp                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       8000 | NS      | $96574.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       2000 | NS      | $95930.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                                 | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $203569.15    | 0.13%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Samsung Securities Co Ltd                               | Samsung Securities Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 988400RBTJTHNUOHE716 | Long             | EC               | CORP              | KR        |       1481 | NS      | $93616.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                               | Advanced Info Service PCL                                                                                                             | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |       1900 | NS      | $21488.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp of China Ltd                              | Aluminum Corp of China Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |      12000 | NS      | $17555.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED HUF / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $5094.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd     | HD Korea Shipbuilding & Offshore Engineering Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       3467 | NS      | $803537.26    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                            | SK hynix Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       6676 | NS      | $3787729.58   | 2.44%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc           | International Container Terminal Services Inc                                                                                         | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      17140 | NS      | $194322.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Inventec Corp                                           | Inventec Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 391200XSJU5WEVAXB086 | Long             | EC               | CORP              | TW        |      77000 | NS      | $98685.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education & Technology Group Inc           | New Oriental Education & Technology Group Inc                                                                                         | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |      39230 | NS      | $2221594.90   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                                                                                              | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      19884 | NS      | $1963167.28   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                               | Korea Electric Power Corp                                                                                                             | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |       3207 | NS      | $91176.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Fuel QSC                                          | Qatar Fuel QSC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |      26169 | NS      | $104072.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                       | SinoPac Financial Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        236 | NS      | $229.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                           | CTBC Financial Holding Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |      62000 | NS      | $100757.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co Ltd                       | NH Investment & Securities Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |       4813 | NS      | $97911.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                              | NAVER Corp                                                                                                                            | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |       1995 | NS      | $271616.23    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Bank of India Ltd                                 | Union Bank of India Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               | CORP              | IN        |     111293 | NS      | $194881.09    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd                        | Yue Yuen Industrial Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900YUFIBANZ1XU687 | Long             | EC               | CORP              | BM        |      42000 | NS      | $81933.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co KSCP                       | Mobile Telecommunications Co KSCP                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |      57349 | NS      | $105618.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Ltd                                           | FirstRand Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      19552 | NS      | $100092.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co Ltd                        | Korea Investment Holdings Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        670 | NS      | $93473.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Dagangan Bhd                                   | Petronas Dagangan Bhd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      18300 | NS      | $98954.49     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD INR                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $70370.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co Ltd                         | PICC Property & Casualty Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     738000 | NS      | $1358494.22   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                    | Bank Rakyat Indonesia Persero Tbk PT                                                                                                  | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |     507400 | NS      | $101389.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $209663.00    | 0.14%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                               | Zijin Mining Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     226000 | NS      | $1016660.73   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                    | Bank Negara Indonesia Persero Tbk PT                                                                                                  | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |     183200 | NS      | $40911.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                                 | Phison Electronics Corp                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       1000 | NS      | $49734.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      60694 | NS      | $7098854.70   | 4.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       3190 | NS      | $257508.25    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     270850 | NS      | $15664481.06  | 10.10%            |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                            | United Microelectronics Corp                                                                                                          | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |      55000 | NS      | $98593.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                  | Pertamina Persero PT                                                                                                                  | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $175600.00    | 0.11%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                                 | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     424000 | PA      | $309096.00    | 0.20%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                                 | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     370000 | PA      | $240130.00    | 0.15%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                                                                                  | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     622000 | PA      | $601780.34    | 0.39%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                                                                                  | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     387000 | PA      | $371273.60    | 0.24%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | PURCHASED KRW / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $-3187.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD IDR                                                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $1671.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD ZAR                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $2413.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $22629.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn AG                                               | Allwyn AG                                                                                                                             | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | LU        |      50354 | NS      | $761859.86    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                   | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     271000 | PA      | $200960.05    | 0.13%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $236400.00    | 0.15%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                   | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     372000 | PA      | $272490.00    | 0.18%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     175000 | PA      | $183995.00    | 0.12%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                           | PhosAgro PJSC                                                                                                                         | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |       4393 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PHOSAGRO PJSC                                           | PHOSAGRO PJSC                                                                                                                         | CUSIP: 71922G407<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |         28 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                | Port Of Spain Waterfront Development                                                                                                  | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     186667 | PA      | $185653.07    | 0.12%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                               | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $111448.21    | 0.07%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     160000 | PA      | $161146.58    | 0.10%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     208000 | PA      | $207116.00    | 0.13%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     286000 | PA      | $264869.98    | 0.17%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                            | SK hynix Inc                                                                                                                          | CUSIP: 78392B107<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        740 | NS      | $389893.27    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |          1 | NC      | $4559.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD KRW                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $13941.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED USD / SOLD COP                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2094.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $95488.61     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                               | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198820.18    | 0.13%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS2NIX4   IRS R03.62PSOFR 06/06/28 MSNYUS33XXX FIXED / Short: IS2NIX4   IRS PSOFRR03.62 06/06/28 MSNYUS33XXX FLOAT              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5420000 | OU      | $-19497.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                               | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     296000 | PA      | $212380.00    | 0.14%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                               | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     568000 | PA      | $441620.00    | 0.28%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                               | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     365000 | PA      | $357517.50    | 0.23%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                                | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     325000 | PA      | $328250.00    | 0.21%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS2Z5K6   IRS R03.13PSOFR 09/13/29 MSNYUS33XXX FIXED / Short: IS2Z5K6   IRS PSOFRR03.13 09/13/29 MSNYUS33XXX FLOAT              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1910000 | OU      | $-35715.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                | Transportadora de Gas del Sur SA                                                                                                      | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |      41000 | PA      | $41391.96     | 0.03%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                                       | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     200000 | PA      | $198000.00    | 0.13%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED PHP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PH        |          1 | NC      | $197.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $169500.00    | 0.11%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     328000 | PA      | $313814.00    | 0.20%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $199032.00    | 0.13%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                                 | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     287000 | PA      | $269062.50    | 0.17%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                                 | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $200394.00    | 0.13%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                                 | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $191750.00    | 0.12%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                      | Turkiye Ihracat Kredi Bankasi AS                                                                                                      | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $205034.00    | 0.13%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                      | Turkiye Ihracat Kredi Bankasi AS                                                                                                      | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $202252.00    | 0.13%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                 | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      89085 | PA      | $47304.14     | 0.03%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                 | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       2075 | PA      | $1081.08      | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                 | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      62476 | PA      | $31925.24     | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                  | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     285000 | PA      | $275595.00    | 0.18%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                   | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3500000 | PA      | $3479879.17   | 2.24%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                   | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4700000 | PA      | $4660216.71   | 3.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                   | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     209700 | PA      | $209128.83    | 0.13%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                   | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3100000 | PA      | $3065570.56   | 1.98%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                                             | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     448000 | PA      | $467098.24    | 0.30%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                                     | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197380.00    | 0.13%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS38UL0   IRS R13.185PBRL-CDI 01/02/31 CITIGROUP FIXED / Short: IS38UL0   IRS PBRL-CDIR13.185 01/02/31 CITIGROUP FLOAT          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    4176211 | OU      | $-11711.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS38WH0   IRS R13.50PBRL-CDI 01/02/31 MORGAN STAN FIXED / Short: IS38WH0   IRS PBRL-CDIR13.50 01/02/31 MORGAN STAN FLOAT        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     916000 | OU      | $-1112.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS38WV4   IRS R13.50PBRL-CDI 01/02/31 MORGAN STAN FIXED / Short: IS38WV4   IRS PBRL-CDIR13.50 01/02/31 MORGAN STAN FLOAT        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    3338430 | OU      | $-4035.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS39QK4   IRS R12.618PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39QK4   IRS PBRL-CDIR12.618 01/02/29 MORGAN STANL FLOAT    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    9236000 | OU      | $-37970.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS39RO5   IRS R12.6817PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39RO5   IRS PBRL-CDIPR12.6817 01/02/29 MORGAN STANL FLOAT | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    4005000 | OU      | $-15514.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                                                                                 | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      77000 | PA      | $78339.80     | 0.05%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS3AL24   IRS R12.49PBRL-CDI 01/02/29 MORGAN STAN FIXED / Short: IS3AL24   IRS PBRL-CDIR12.49 01/02/29 MORGAN STAN FLOAT        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3398000 | OU      | $-14846.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS3ALI0   IRS R12.555PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3ALI0   IRS PBRL-CDIR12.555 01/02/29 MORGAN STANL FLOAT    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    3398000 | OU      | $-14001.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS3AQ07   IRS R13.02PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3AQ07   IRS PBRL-CDIR13.02 01/02/29 MORGAN STANL FLOAT      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    3568000 | OU      | $-8652.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS3AUI3   IRS R13.22PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3AUI3   IRS PBRL-CDIR13.22 01/02/29 MORGAN STANL FLOAT      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    3880432 | OU      | $-6554.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS3B860   IRS R13.838PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3B860   IRS PBRL-CDIR13.828 01/02/29 MORGAN STANL FLOAT    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |   15225000 | OU      | $7003.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: IS3BNW1   IRS R13.993PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3BNW1   IRS PBRL-CDIR13.993 01/02/29 MORGAN STANL FLOAT    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    2442000 | OU      | $2584.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                      | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                      | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |     195020 | NS      | $195020.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD PLN                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $968.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD THB                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $4735.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD MXN                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $4610.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                              | Sino Biopharmaceutical Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |    1993000 | NS      | $1514124.13   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                 | Ping An Insurance Group Co of China Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      10500 | NS      | $80736.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashok Leyland Ltd                                       | Ashok Leyland Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |      91129 | NS      | $149880.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                                                                                                 | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     485016 | NS      | $1587184.72   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                | Itau Unibanco Holding SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     258687 | NS      | $2171435.61   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Enka Insaat ve Sanayi AS                                | Enka Insaat ve Sanayi AS                                                                                                              | CUSIP: 000000000<br>LEI: 789000EE9HXTYDRH9O46 | Long             | EC               | CORP              | TR        |      48693 | NS      | $102817.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                 | Ford Otomotiv Sanayi AS                                                                                                               | CUSIP: 000000000<br>LEI: 7890006XJG6ZE2H34671 | Long             | EC               | CORP              | TR        |       3644 | NS      | $8325.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi AS                              | Turkiye Garanti Bankasi AS                                                                                                            | CUSIP: 000000000<br>LEI: 5493002XSS7K7RHN1V37 | Long             | EC               | CORP              | TR        |      28052 | NS      | $80406.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Petrol Rafinerileri AS                          | Turkiye Petrol Rafinerileri AS                                                                                                        | CUSIP: 000000000<br>LEI: 789000RCNG97UV50EE03 | Long             | EC               | CORP              | TR        |      17240 | NS      | $100154.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     174000 | PA      | $170346.00    | 0.11%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                          | COSCO SHIPPING Holdings Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |      51000 | NS      | $97117.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                               | Ultrapar Participacoes SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |      10000 | NS      | $55445.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                            | China Construction Bank Corp                                                                                                          | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     387000 | NS      | $417655.97    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                   | Aldar Properties PJSC                                                                                                                 | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |      58058 | NS      | $125487.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Co                                      | Jarir Marketing Co                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      27870 | NS      | $105040.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                           | Al Rajhi Bank                                                                                                                         | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |       2459 | NS      | $70098.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                        | PTT Exploration & Production PCL                                                                                                      | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |       1700 | NS      | $8324.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnit PJSC                                             | Magnit PJSC                                                                                                                           | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |       1178 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kumba Iron Ore Ltd                                      | Kumba Iron Ore Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |       5463 | NS      | $103088.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fufeng Group Ltd                                        | Fufeng Group Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | KY        |      23000 | NS      | $20533.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                  | Power Finance Corp Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | EC               | CORP              | IN        |      23636 | NS      | $95540.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corp Ltd                               | China CITIC Bank Corp Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 300300C1030211000384 | Long             | EC               | CORP              | CN        |      32000 | NS      | $32413.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd                            | Power Grid Corp of India Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |      16622 | NS      | $52277.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Manila Electric Co                                      | Manila Electric Co                                                                                                                    | CUSIP: 000000000<br>LEI: 254900RDFLCM12O8SK69 | Long             | EC               | CORP              | PH        |       8170 | NS      | $83044.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bosideng International Holdings Ltd                     | Bosideng International Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |     532000 | NS      | $273835.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                  | Emirates NBD Bank PJSC                                                                                                                | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     152751 | NS      | $1150812.05   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Sime Darby Bhd                                          | Sime Darby Bhd                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     173700 | NS      | $97697.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                    | China Pacific Insurance Group Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      23800 | NS      | $97475.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Auto Ltd                                          | Bajaj Auto Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 335800DLAO5NCNN8G863 | Long             | EC               | CORP              | IN        |        982 | NS      | $91538.82     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Inc                                                  | SK Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |        475 | NS      | $97657.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamtri Resources Indonesia Tbk PT                      | Alamtri Resources Indonesia Tbk PT                                                                                                    | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |     723700 | NS      | $110603.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co                                 | Saudi Arabian Mining Co                                                                                                               | CUSIP: 000000000<br>LEI: 254900R4HAVLB4GY9713 | Long             | EC               | CORP              | SA        |       5538 | NS      | $95713.69     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                                                                                                | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        196 | NS      | $19241.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                     | Muthoot Finance Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |       5944 | NS      | $201497.38    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                | China Hongqiao Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     357000 | NS      | $1612643.79   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                       | Chow Tai Fook Jewellery Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |      43000 | NS      | $60440.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxis Bhd                                               | Maxis Bhd                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      65000 | NS      | $57929.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                 | Sberbank of Russia PJSC                                                                                                               | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     138696 | NS      | $0.14         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| New China Life Insurance Co Ltd                         | New China Life Insurance Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      81100 | NS      | $482822.39    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     254100 | PA      | $127828.82    | 0.08%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     216000 | PA      | $50868.00     | 0.03%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd                          | Agricultural Bank of China Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |     154000 | NS      | $110156.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                        | Powszechny Zaklad Ubezpieczen SA                                                                                                      | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       6129 | NS      | $106687.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd                                    | Far East Horizon Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | EC               | CORP              | HK        |     108000 | NS      | $97639.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     264500 | PA      | $134630.50    | 0.09%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                        | Hankook Tire & Technology Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       2815 | NS      | $103622.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                                                                                                            | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |     214200 | NS      | $79074.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      43000 | PA      | $10277.00     | 0.01%             | 2021-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of China Ltd/The            | People's Insurance Co Group of China Ltd/The                                                                                          | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |     447000 | NS      | $311303.70    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   18117034 | PA      | $967755.02    | 0.62%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      36000 | PA      | $8478.00      | 0.01%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                          | BB Seguridade Participacoes SA                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      15600 | NS      | $104836.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     224000 | PA      | $193060.29    | 0.12%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                              | HD Hyundai Electric Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |        169 | NS      | $95770.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Oriental Yuhong Waterproof Technology Co Ltd    | Beijing Oriental Yuhong Waterproof Technology Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 300300XMIXB7STDZWT60 | Long             | EC               | CORP              | CN        |      46200 | NS      | $103794.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co Ltd                             | Sungrow Power Supply Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |      16900 | NS      | $377014.70    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Qinghai Salt Lake Industry Co Ltd                       | Qinghai Salt Lake Industry Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 300300Q8WSV1OODU9092 | Long             | EC               | CORP              | CN        |       8700 | NS      | $47535.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                      | Midea Group Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |      98200 | NS      | $1097101.32   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co Ltd                                     | Ping An Bank Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |      64300 | NS      | $103830.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                                    | Weichai Power Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |       6200 | NS      | $22098.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                  | Emaar Development PJSC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     296327 | NS      | $1121713.74   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Metal Aluminium Holdings Bhd                      | Press Metal Aluminium Holdings Bhd                                                                                                    | CUSIP: 000000000<br>LEI: 254900RO5GQ4M0YV5S47 | Long             | EC               | CORP              | MY        |     822800 | NS      | $1636248.04   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                                  | Bharat Electronics Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |       9118 | NS      | $39110.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $100750.00    | 0.06%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $182000.00    | 0.12%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                         | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     300000 | PA      | $241110.00    | 0.16%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wiwynn Corp                                             | Wiwynn Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |       1000 | NS      | $107605.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                                | Zhongji Innolight Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |       4600 | NS      | $395253.53    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd                                          | Absa Group Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |       6753 | NS      | $97276.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |      65000 | NS      | $715400.79    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Chengdu Co Ltd                                  | Bank of Chengdu Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 30030030JPOKGL9K5418 | Long             | EC               | CORP              | CN        |      33100 | NS      | $82428.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                            | HDFC Asset Management Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |      64840 | NS      | $1512634.25   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Foxconn Industrial Internet Co Ltd                      | Foxconn Industrial Internet Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      13500 | NS      | $104512.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                               | Woori Financial Group Inc                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       4768 | NS      | $104523.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED USD / SOLD PEN                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |          1 | NC      | $-6283.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     600000 | PA      | $612021.00    | 0.39%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     235000 | PA      | $205093.90    | 0.13%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $4868.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CNH / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |          1 | NC      | $1013.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                  | Contemporary Amperex Technology Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       9000 | NS      | $534083.32    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     249000 | PA      | $221610.00    | 0.14%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vamos Locacao de Caminhoes Maquinas e Equipamentos SA   | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA                                                                                 | CUSIP: 000000000<br>LEI: 9845004ADLE5510G4A37 | Long             | EC               | CORP              | BR        |     303400 | NS      | $217892.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $189200.00    | 0.12%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| China Feihe Ltd                                         | China Feihe Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     210000 | NS      | $93865.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSSC Hong Kong Shipping Co Ltd                          | CSSC Hong Kong Shipping Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3003000ZPNREQ784GR92 | Long             | EC               | CORP              | HK        |     204000 | NS      | $60097.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ningxia Baofeng Energy Group Co Ltd                     | Ningxia Baofeng Energy Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 300300G6CBIVJWQ4IC71 | Long             | EC               | CORP              | CN        |      20900 | NS      | $88180.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                  | XP Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |       3108 | NS      | $59176.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3030000 | PA      | $511115.26    | 0.33%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      41700 | NS      | $653626.21    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     147472 | PA      | $103230.40    | 0.07%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     119461 | PA      | $63433.79     | 0.04%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     150917 | PA      | $77118.59     | 0.05%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     150851 | PA      | $69089.76     | 0.04%             | 2035-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     341661 | PA      | $178005.38    | 0.11%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     274000 | PA      | $270027.00    | 0.17%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Caixa Seguridade Participacoes S/A                      | Caixa Seguridade Participacoes S/A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      29900 | NS      | $105922.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co Ltd                                        | SK Square Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         38 | NS      | $12511.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     233212 | PA      | $181672.15    | 0.12%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $191900.00    | 0.12%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      28900 | NS      | $1822791.82   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     446000 | PA      | $391565.70    | 0.25%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     210000 | PA      | $135114.00    | 0.09%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     438000 | PA      | $451976.58    | 0.29%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     200000 | PA      | $222237.50    | 0.14%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                           | TIM SA/Brazil                                                                                                                         | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |     369500 | NS      | $1958834.72   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     271000 | PA      | $275539.25    | 0.18%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     200000 | PA      | $177686.00    | 0.11%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                       | PetroChina Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |      59700 | NS      | $104706.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                 | Ping An Insurance Group Co of China Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      11000 | NS      | $91416.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaxia Bank Co Ltd                                      | Huaxia Bank Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |     100200 | NS      | $106683.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                         | New China Life Insurance Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      21900 | NS      | $198183.78    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Guanghui Energy Co Ltd                                  | Guanghui Energy Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 300300763Q4WLOKZPD04 | Long             | EC               | CORP              | CN        |      97700 | NS      | $94301.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                               | Zijin Mining Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     239200 | NS      | $1165133.19   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Copper Co Ltd                                   | Jiangxi Copper Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |      13800 | NS      | $88092.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Huayu Automotive Systems Co Ltd                         | Huayu Automotive Systems Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3003001J2BNVV78BOT83 | Long             | EC               | CORP              | CN        |     369300 | NS      | $1037403.76   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Longsheng Group Co Ltd                         | Zhejiang Longsheng Group Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 300300XYB5YIMVFQA157 | Long             | EC               | CORP              | CN        |      49400 | NS      | $93968.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nanjing Co Ltd                                  | Bank of Nanjing Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 300300C1086932000062 | Long             | EC               | CORP              | CN        |      26200 | NS      | $43326.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                          | COSCO SHIPPING Holdings Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |      44600 | NS      | $97660.79     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yutong Bus Co Ltd                                       | Yutong Bus Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |     326299 | NS      | $1698849.70   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hisense Visual Technology Co Ltd                        | Hisense Visual Technology Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      97400 | NS      | $318910.35    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Yuntianhua Co Ltd                                | Yunnan Yuntianhua Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     237600 | NS      | $1157360.60   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     686000 | PA      | $718585.00    | 0.46%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     260000 | PA      | $271180.00    | 0.17%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TVS MOTOR COMPANY                                       | TVS Motor Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EP               | CORP              | IN        |       6972 | NS      | $749.77       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCB X PCL                                               | SCB X PCL                                                                                                                             | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |      23500 | NS      | $102607.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $205637.00    | 0.13%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED CLP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CL        |          1 | NC      | $-5663.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                                                                                  | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $206006.00    | 0.13%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                         | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1581800000 | PA      | $423125.53    | 0.27%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED ZAR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |          1 | NC      | $-24134.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Zangge Mining Co Ltd                                    | Zangge Mining Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       2500 | NS      | $29253.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                    | Bank Leumi Le-Israel BM                                                                                                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $205636.91    | 0.13%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      33340 | PA      | $28047.28     | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     249000 | PA      | $211650.00    | 0.14%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     280000 | PA      | $294106.40    | 0.19%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                   | Transnet/South Africa                                                                                                                 | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     200000 | PA      | $206800.00    | 0.13%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     682000 | PA      | $392832.00    | 0.25%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                | Credicorp Capital Sociedad Titulizadora SA                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     500000 | PA      | $155895.28    | 0.10%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                                              | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $201644.00    | 0.13%             | 2029-04-04      | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5637000 | PA      | $884969.33    | 0.57%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     147127 | PA      | $140616.74    | 0.09%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     377443 | PA      | $313938.22    | 0.20%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      55036 | PA      | $48638.07     | 0.03%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     110119 | PA      | $98418.86     | 0.06%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                      | Zambia Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     132347 | PA      | $86065.58     | 0.06%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canara Bank                                             | Canara Bank                                                                                                                           | CUSIP: 000000000<br>LEI: 335800E4RH82Z8XC3C30 | Long             | EC               | CORP              | IN        |     835865 | NS      | $1103000.61   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                                                                                               | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |       9286 | NS      | $104828.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                     | State Bank of India                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |      18700 | NS      | $195144.89    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                          | ICICI Bank Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      94939 | NS      | $1220878.42   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     170000 | PA      | $168646.80    | 0.11%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MBRF Global Foods Co SA                                 | MBRF Global Foods Co SA                                                                                                               | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |      32500 | NS      | $135776.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Baroda                                          | Bank of Baroda                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               | CORP              | IN        |     279539 | NS      | $736323.19    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                         | Piraeus Bank SA                                                                                                                       | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |      85258 | NS      | $700480.42    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                                      | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     186600 | PA      | $173531.47    | 0.11%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co Ltd                                  | Bank of Jiangsu Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 300300C1086832000046 | Long             | EC               | CORP              | CN        |      65600 | NS      | $104005.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                                                                                                           | CUSIP: 73181M117<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |        284 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     481000 | PA      | $113275.50    | 0.07%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| C&D International Investment Group Ltd                  | C&D International Investment Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      38000 | NS      | $61474.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                    | Banco BTG Pactual SA                                                                                                                  | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |      90200 | NS      | $980213.33    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD KRW                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $5784.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-365.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED KRW / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | KR        |          1 | NC      | $-5470.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD IDR                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $268.54       | 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      | $-5629.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED USD / SOLD TWD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-410.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |          1 | NC      | $-537.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-763.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD IDR                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1615.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD TWD                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $18441.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-9810.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $455.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-31991.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED IDR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ID        |          1 | NC      | $-20.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED USD / SOLD TWD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $44605.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED COP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |          1 | NC      | $498.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED USD / SOLD MYR                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |          1 | NC      | $4398.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | BR        |          1 | NC      | $1815.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED MXN / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $-980.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                        | CHAMPION MTN LTD REGD REG S EMTN                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     200000 | PA      | $172727.90    | 0.11%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                           | Credicorp Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |         42 | NS      | $14245.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED MXN / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $1138.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED KRW / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $-114804.89   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED USD / SOLD MXN                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |          1 | NC      | $67793.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED USD / SOLD PEN                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |          1 | NC      | $-628.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED COP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $350.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD CLP                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $18423.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD ZAR                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $42046.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD MYR                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $4597.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $392.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-97936.60    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED COP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $1837.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-9250.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $33883.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | PURCHASED USD / SOLD COP                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $5661.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CLP                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $7328.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED PEN / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | PE        |          1 | NC      | $-3441.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-721.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED CZK / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CZ        |          1 | NC      | $-1615.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD THB                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $5332.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED USD / SOLD INR                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |          1 | NC      | $20167.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |          1 | NC      | $5359.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD CZK                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-745.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PHP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |          1 | NC      | $-18466.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |          1 | NC      | $243.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED COP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |          1 | NC      | $604.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD EUR                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $9675.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                                    | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $179557.92    | 0.12%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD INR                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $13757.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                               | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $111448.21    | 0.07%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-12053.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED ZAR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |          1 | NC      | $-16769.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1262.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD KRW                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $81926.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $4790.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | KINGDOM OF JORDAN REGD REG S                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |     330000 | PA      | $337378.80    | 0.22%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | HAZINE MUSTESARLIGI VARL REGD REG S                                                                                                   | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     210000 | PA      | $210164.81    | 0.14%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURK EKONOMI BANKASI AS                                 | TURK EKONOMI BANKASI AS REGD V/R /PERP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     200000 | PA      | $202908.00    | 0.13%             | 2175-03-11      | Fixed         | 9.37%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CLP                                                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $44962.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $12362.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED KRW / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $-116401.43   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                        | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $190400.00    | 0.12%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                                             | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $151863.57    | 0.10%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $6423.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD PLN                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $32552.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED HUF / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |          1 | NC      | $23991.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD IDR                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $1385.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD MXN                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $6173.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD IDR                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $794.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED ZAR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |          1 | NC      | $-6792.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     506000 | PA      | $528011.00    | 0.34%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     186702 | PA      | $173212.61    | 0.11%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     200000 | PA      | $214055.80    | 0.14%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                | Banco Nacional de Panama                                                                                                              | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $176646.50    | 0.11%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                       | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     249000 | PA      | $255785.25    | 0.16%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                                                                     | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $135750.00    | 0.09%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                                                                     | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $409348.00    | 0.26%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     133333 | PA      | $135066.67    | 0.09%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     300000 | PA      | $276525.00    | 0.18%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     219000 | PA      | $213470.25    | 0.14%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $152546.45    | 0.10%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     200000 | PA      | $213200.00    | 0.14%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     706100 | PA      | $234036.85    | 0.15%             | 2027-04-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     128444 | PA      | $49515.16     | 0.03%             | 2025-03-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                | Port Of Spain Waterfront Development                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     186667 | PA      | $185653.07    | 0.12%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                                          | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $189380.42    | 0.12%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      60000 | PA      | $62123.20     | 0.04%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     200000 | PA      | $198800.00    | 0.13%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      90000 | PA      | $91566.00     | 0.06%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD CZK                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-639.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $42457.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD ZAR                                                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $35146.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD ZAR                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-782.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-309.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PEN / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $-1310.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED TWD / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $-16851.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED ZAR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |          1 | NC      | $352.60       | 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      | $11769.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED EUR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |          1 | NC      | $-6577.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED BRL / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | BR        |          1 | NC      | $2620.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | PURCHASED PEN / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PE        |          1 | NC      | $2521.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-11590.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD ZAR                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $40745.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                     | PURCHASED USD / SOLD KRW                                                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $106387.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED COP / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CO        |          1 | NC      | $121431.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                           | PURCHASED USD / SOLD ZAR                                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $24611.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | PURCHASED ZAR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | ZA        |          1 | NC      | $-67711.34    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208641.49    | 0.13%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                                  | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198376.00    | 0.13%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KRW / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $-13935.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      93396 | PA      | $91446.51     | 0.06%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED INR / SOLD USD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-105009.52   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD COP                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-17085.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PURCHASED USD / SOLD INR                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $74338.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD BRL                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1045.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD IDR                                                                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $1405.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     238000 | PA      | $208593.91    | 0.13%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND                  | ROMANIA REGD REG S                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     134000 | PA      | $126221.07    | 0.08%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY REGD                                            | HUNGARY REGD REG S                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     238000 | PA      | $245344.68    | 0.16%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                                                                               | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $174600.00    | 0.11%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA REGD                              | REPUBLIC OF SRI LANKA REGD S/UP REG S                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | LK        |     197000 | PA      | $174098.75    | 0.11%             | 2036-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** AB CAP FUND, INC.

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller