# EDGAR Filing Document

**Accession Number:** 0000918706
**File Stem:** 0001752724-25-150441
**Filing Date:** 2025-6
**Character Count:** 532255
**Document Hash:** 809567d54f1e711eda72995340403c10
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-150441.hdr.sgml**: 20250623

**ACCESSION NUMBER**: 0001752724-25-150441

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250623

**DATE AS OF CHANGE**: 20250623

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global Macro Portfolio
- **CENTRAL INDEX KEY:** 0000918706

**ORGANIZATION NAME:**
- **EIN:** 043162525
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08342
- **FILM NUMBER:** 251063225

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategic Income Portfolio
- **DATE OF NAME CHANGE:** 20050401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 19960207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 19940429

## Series and Classes Contracts Data

### Global Macro Portfolio (Series ID: S000005247)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000014299 | Global Macro Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Global Macro Portfolio

- **b. Investment Company Act file number:** 811-08342

- **c. CIK number of Registrant:** 0000918706

- **d. LEI of Registrant:** XY6HWOQF1NBIQHYB7D92

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Global Macro Portfolio

- **b. EDGAR series identifier (if any):** S000005247

- **c. LEI of Series:** XY6HWOQF1NBIQHYB7D92

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2249153923.52

**Total Liabilities:** $192927622.69

**Net Assets:** $2056226300.83

**Amount of Assets Invested in Other Investment Companies:** $14322487.52

**Delayed Delivery Securities:** $1585458.54

**Cash Not Reported:** $136163553.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5.75000000 | **1-Year:** -2127.80000000 | **5-Year:** 28011.46000000 | **10-Year:** 30715.11000000 | **30-Year:** 19072.47000000

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

- **3-Month:** 548.20000000 | **1-Year:** -30358.97000000 | **5-Year:** -36614.24000000 | **10-Year:** -90494.05000000 | **30-Year:** -30498.10000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014299 | 0.75%                | 0.49%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3840767.23             | $6590968.96                                |
| Month 2  | $3830012.16              | $6600024.24                                |
| Month 3  | $-3312776.08             | $5870588.32                                |

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-595225.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Dairy Products JSC                                               | Vietnam Dairy Products JSC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        90281 | NS      | $200271.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 353396000000 | PA      | $21221110.47  | 1.03%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     18366100 | PA      | $2176382.85   | 0.11%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1764.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                                                   | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US                                                    | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | XX        |        48473 | PA      | $48622.54     | 0.00%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XULJE0 CDS USD R V 03MEVENT Z92XULJF7 CCPSOVEREIGN / Short: B92XULJE0 CDS USD P F  1.00000 Z92XULJG5 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      5300000 | OU      | $-156228.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $114984.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHFGP8 IRS CNY R F  1.49250 BMIEHFGQ6 CCPNDF / Short: SMIEHFGP8 IRS CNY P V 00MCNRR BMIEHFGR4 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28180000 | OU      | $13740.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $45135.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEC9E20 IRS TWD R V 03MCPTW BMIEC9E46 CCPNDF / Short: BMIEC9E20 IRS TWD P F  1.91050 BMIEC9E38 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    177400000 | OU      | $-101450.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUND FUTURE JUN25                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -180 | NC      | $-98905.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHAM72 IRS CNY R F  1.52000 BMIEHAM80 CCPNDF / Short: SMIEHAM72 IRS CNY P V 00MCNRR BMIEHAM98 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20500000 | OU      | $13658.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-2124.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $20594.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                              | IVORY COAST                                                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     10248000 | PA      | $9521525.84   | 0.46%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                                     | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       258354 | PA      | $196439.46    | 0.01%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQTQ44 IRS THB R F  1.41300 BMIEQTQ51 CCPNDFOIS / Short: SMIEQTQ44 IRS THB P V 12MTHOR BMIEQTQ69 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    528500000 | OU      | $6043.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $114532.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     20000000 | PA      | $114625.82    | 0.01%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP NEW ZEALAND CASH/RRP REPO                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |     -4542437 | PA      | $-2698207.32  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                     | Times China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      3999000 | PA      | $149962.50    | 0.01%             | 2024-06-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $62912.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIENB8P9 CDS USD R F  1.00000 BMIENB8Q7 CORPORATE / Short: BMIENB8P9 CDS USD P V 03MEVENT BMIENB8R5 CORPORATE               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |      6621000 | OU      | $-348947.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1096000 | PA      | $547287.60    | 0.03%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                        | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                                  | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            | EC               | RF                | US        |      -220663 | NS      | $-19850843.48 | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| KIDO Group Corp                                                          | KIDO Group Corp                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        11162 | NS      | $24383.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIER3139 TRS USD R F   .00000 BMIER3154 COMMODITYTRS / Short: BMIER3139 TRS USD P E BMIER3147 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | FR        |     16700000 | OU      | $-227155.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6501469 | PA      | $4551028.30   | 0.22%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      4827400 | PA      | $572046.90    | 0.03%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $20967.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    490340000 | PA      | $7801452.06   | 0.38%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       298000 | PA      | $51356.35     | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31396QCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       688274 | PA      | $700446.76    | 0.03%             | 2039-07-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQ9HE6 IRS NZD R V 03MNZDBB BMIEQ9HG1 CCPVANILLA / Short: BMIEQ9HE6 IRS NZD P F  4.14650 BMIEQ9HF3 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6000000 | OU      | $-61477.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                     | Republic of Uzbekistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  78000000000 | PA      | $6084541.47   | 0.30%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED NZD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |            1 | NC      | $24583.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                                       | BRENT CRUDE FUTR JAN26                                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         1331 | NC      | $213459.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $9596.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nam Long Investment Corp                                                 | Nam Long Investment Corp                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       280100 | NS      | $299150.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                                           | EDEN RE II LTD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         7394 | NS      | $91417.34     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Titan Cement International SA                                            | Titan Cement International SA                                                                                                      | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |        11942 | NS      | $554380.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      4054000 | PA      | $4457324.61   | 0.22%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    536684700 | PA      | $24757729.50  | 1.20%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $4081.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-540750.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      3798236 | PA      | $3508810.41   | 0.17%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |            1 | NC      | $76935.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       981000 | PA      | $170332.50    | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMIETUKS1 CDS USD R F  1.00000 BMIETUKT9 CORPORATE / Short: BMIETUKS1 CDS USD P V 03MEVENT BMIETUKU6 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      2000000 | OU      | $15047.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      5721000 | PA      | $2808269.59   | 0.14%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           62 | PA      | $62.11        | 0.00%             | 2025-10-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $1329.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                                            | MBH Bank Nyrt                                                                                                                      | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      3369000 | PA      | $3838787.25   | 0.19%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-74832.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-107681.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-1485.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MT LOGAN RE DIVERSIFED OPTI                                              | MT LOGAN RE DIVERSIFED OPTI                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         4400 | NS      | $3976760.92   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KWD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-35150.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       103054 | PA      | $105170.14    | 0.01%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797ND5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     30000000 | PA      | $30000000.00  | 1.46%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1671000 | PA      | $1506084.83   | 0.07%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIEEFP14 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -15000000 | OU      | $-40620.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $14720.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |            1 | NC      | $1440721.93   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIESLRQ9 CDS USD R F  1.00000 BMIESLRR7 SOVEREIGN / Short: BMIESLRQ9 CDS USD P V 03MEVENT BMIESLRS5 SOVEREIGN               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      4000000 | OU      | $70990.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB KAZAKHSTAN REPO                                                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4411560 | PA      | $4411560.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-399268.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 3138ET6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        47698 | PA      | $49922.08     | 0.00%             | 2037-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $70591.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $315062.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $36709.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     22984000 | PA      | $34290.63     | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $33270.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F  2.69000 BMIED1R30 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7485000000 | OU      | $-147085.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $887.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $9047.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBB2Z03 IRS EUR R F  3.20380 2 CCPVANILLA / Short: SMIBB2Z03 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       799921 | OU      | $56854.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-2960.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIEEFP22 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -15000000 | OU      | $-58695.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $43894.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB ARES CAPITAL CORP REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      3976603 | PA      | $3976603.31   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-3968.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEBHSA0 IRS INR R F  6.18000 BMIEBHSB8 CCPNDFOIS / Short: SMIEBHSA0 IRS INR P V 06MMIBOR BMIEBHSC6 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    212132000 | OU      | $60337.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIEEFP06 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     15000000 | OU      | $91170.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     12456281 | PA      | $12456281.25  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2512000 | OU      | $-100083.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $31350.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-153242.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                      | Meridian Energy Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Short            | EC               | CORP              | NZ        |         -794 | NS      | $-2584.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-49633.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-155611.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                                     | Republic of Cameroon International Bond                                                                                            | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     16980000 | PA      | $15036150.83  | 0.73%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-6689.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-26891.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED CZK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $653.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $26671.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-110399.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-165355.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      3655000 | PA      | $3435700.00   | 0.17%             | 2020-10-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIESYV78 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -11298000 | OU      | $-11298869.95 | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -3409000 | PA      | $-3584094.76  | -0.17%            | 2035-04-18      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XULST7 CDS USD R V 03MEVENT 8B9825/US836205AR58 CCP ICE / Short: B92XULST7 CDS USD P F  1.00000 CCP ICE                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     51490000 | OU      | $3280453.64   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $106376.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 716558AH4<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       100000 | PA      | $94000.00     | 0.00%             | 2020-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED PHP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $125622.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2273000 | PA      | $-1862922.39  | -0.09%            | 2044-09-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHH9R8 IRS CNY R F  1.51470 BMIEHH9S6 CCPNDF / Short: SMIEHH9R8 IRS CNY P V 00MCNRR BMIEHH9T4 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     29540000 | OU      | $18664.85     | 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      | $-497750.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIDYQ1C2 IRS TWD R V 03MCPTW BMIDYQ1E8 CCPNDF / Short: BMIDYQ1C2 IRS TWD P F  1.61600 BMIDYQ1D0 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    171800000 | OU      | $-21396.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                          | iShares Broad USD High Yield Corporate Bond ETF                                                                                    | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Short            | EC               | RF                | US        |      -802332 | NS      | $-29365351.20 | -1.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-336278.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KWD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-75559.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31389AZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        34389 | PA      | $33841.11     | 0.00%             | 2035-03-01      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $517956.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED ISK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $-866.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $46262.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $5945.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-17020.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-2686.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |            1 | NC      | $194732.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEUDAJ8 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -6930000 | OU      | $-29126.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                                | Iceland Rikisbref                                                                                                                  | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    600759625 | PA      | $4669424.18   | 0.23%             | 2025-06-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $421867.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PJM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          664 | PA      | $680.62       | 0.00%             | 2028-02-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED ISK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-26540.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                                                      | Georgia Capital PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |       216721 | NS      | $4695389.64   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-205754.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Icelandair Group HF                                                      | Icelandair Group HF                                                                                                                | CUSIP: 000000000<br>LEI: 549300UMI5MBLZSXGL15 | Long             | EC               | CORP              | IS        |     37016623 | NS      | $291783.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31283HHD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |            2 | PA      | $1.83         | 0.00%             | 2027-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $46176.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $47822.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $2872.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                                    | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      5117000 | PA      | $3613280.00   | 0.18%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     82178000 | PA      | $23349308.27  | 1.14%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIDYQ199 IRS TWD R V 03MCPTW BMIDYQ1B4 CCPNDF / Short: BMIDYQ199 IRS TWD P F  1.62500 BMIDYQ1A6 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200691000 | OU      | $-27659.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $48585.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB4DQ0 IRS INR R F  6.15000 BMIEB4DR8 CCPNDFOIS / Short: SMIEB4DQ0 IRS INR P V 06MMIBOR BMIEB4DS6 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    485600000 | OU      | $130759.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                                            | EDEN RE II LTD UNSECURED 144A                                                                                                      | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |       383032 | NS      | $309490.03    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $20029.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $5519.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $8434.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XULFS3 CDS USD R V 03MEVENT Z92XULFT1 CCPSOVEREIGN / Short: B92XULFS3 CDS USD P F  1.00000 Z92XULFU8 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      7920000 | OU      | $-102582.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                                              | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |      8010000 | PA      | $9276485.76   | 0.45%             | 2028-11-24      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                                                    | SM Prime Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |      2160400 | NS      | $943073.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIES6CT2 IRS INR R F  5.70400 BMIES6CU9 CCPNDFOIS / Short: SMIES6CT2 IRS INR P V 06MMIBOR BMIES6CV7 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    381000000 | OU      | $20626.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                                          | BDO Unibank Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |       341470 | NS      | $980038.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4546500 | PA      | $591045.00    | 0.03%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     67631000 | PA      | $18259882.18  | 0.89%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       780000 | PA      | $489723.20    | 0.02%             | 2029-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-6107.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Millennium SA                                                       | Bank Millennium SA                                                                                                                 | CUSIP: 000000000<br>LEI: 259400OFDZ9KPZEO8K78 | Long             | EC               | CORP              | PL        |        30903 | NS      | $119545.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQY9V2 IRS THB R F  1.36600 BMIEQY9W0 CCPNDFOIS / Short: SMIEQY9V2 IRS THB P V 12MTHOR BMIEQY9X8 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    159300000 | OU      | $-9010.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                                       | BRENT CRUDE FUTR SEP25                                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -1317 | NC      | $4792118.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEE3D48 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -15000000 | OU      | $-40335.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $27050.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |    -19938000 | PA      | $-17219260.10 | -0.84%            | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                                 | CUSIP: 36202CLR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        10763 | PA      | $10775.18     | 0.00%             | 2025-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $51063.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                                                | Woori Financial Group Inc                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        28795 | NS      | $358571.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $31142.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $67348.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                              | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     31580000 | PA      | $516038.46    | 0.03%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                                            | EDEN RE II LTD UNSECURED 144A                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        10974 | NS      | $11657.48     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lion Finance Group PLC                                                   | Lion Finance Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |        11206 | NS      | $898865.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                                            | Piraeus Financial Holdings SA                                                                                                      | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |       208637 | NS      | $1171711.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-143809.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED SEK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |            1 | NC      | $150076.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIEJBV60 TRS USD R F   .00000 TRS RF + 0BPS / Short: BMIEJBV60 TRS USD P E PE BCOM + 0BPS                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |     16000000 | OU      | $949311.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $31933.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    433890000 | PA      | $262997.65    | 0.01%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                   | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    383200000 | PA      | $63728584.39  | 3.10%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $467986.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                               | Bank Polska Kasa Opieki SA                                                                                                         | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |        18702 | NS      | $937374.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD HKD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1003.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-513817.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $18711.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1613000 | PA      | $277359.38    | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |            1 | NC      | $145977.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                   | Blue Owl Credit Income Corp                                                                                                        | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Short            | DBT              | CORP              | US        |     -1036000 | PA      | $-1047278.21  | -0.05%            | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-175474.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3523673000 | PA      | $2124025.44   | 0.10%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIE2SK14 IRS COP R F  8.44500 BMIE2SK22 CCPNDFOIS / Short: SMIE2SK14 IRS COP P V 12MCPIBR BMIE2SK30 CCPNDFOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9804000000 | OU      | $-14985.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-520089.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1970333.60  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                                    | Serbia Treasury Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1724480000 | PA      | $16304538.28  | 0.79%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $19730.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -6622000 | PA      | $-4063169.34  | -0.20%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-13622.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Olgerdin Egill Skallagrims HF                                            | Olgerdin Egill Skallagrims HF                                                                                                      | CUSIP: 000000000<br>LEI: 5493003YDW5CUGC5PS30 | Long             | EC               | CORP              | IS        |      2966903 | NS      | $420707.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $439298.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED SAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SA        |            1 | NC      | $1799.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-180982.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $92897.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-5223.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-181054.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $108771.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31373HXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68928 | PA      | $67105.89     | 0.00%             | 2034-07-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31387CV57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5006 | PA      | $5040.89      | 0.00%             | 2028-05-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $4398.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masan Group Corp                                                         | Masan Group Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |       215900 | NS      | $520697.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED ISK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $-223.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERRE ILS FUND SAC LTD.                                              | PARTNERRE ILS FUND SAC LTD.                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      5700000 | NS      | $6154860.00   | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-25592.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $68671.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHB9R1 IRS CNY R F  1.51000 BMIEHB9S9 CCPNDF / Short: SMIEHB9R1 IRS CNY P V 00MCNRR BMIEHB9T7 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27720000 | OU      | $16668.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     34476000 | PA      | $64740.10     | 0.00%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-558129.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMID0VS88 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8400000 | OU      | $86898.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KWD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-35478.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                                                             | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  49102000000 | PA      | $6060721.15   | 0.29%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                                     | Hyundai Mobis Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |         6640 | NS      | $1246385.09   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                                                | KT&G Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |         8638 | NS      | $697209.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      3046753 | PA      | $2140343.98   | 0.10%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-69724.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    107600000 | PA      | $1338958.50   | 0.07%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEPM378 IRS NZD R V 03MNZDBB BMIEPM394 CCPVANILLA / Short: BMIEPM378 IRS NZD P F  4.17900 BMIEPM386 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13700000 | OU      | $-162454.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KRUK SA                                                                  | KRUK SA                                                                                                                            | CUSIP: 000000000<br>LEI: 259400T1FZYBIW8XUJ78 | Long             | EC               | CORP              | PL        |         2409 | NS      | $255553.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |            1 | NC      | $142885.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warsaw Stock Exchange                                                    | Warsaw Stock Exchange                                                                                                              | CUSIP: 000000000<br>LEI: 25940039ZHD3Z37GKR71 | Long             | EC               | CORP              | PL        |         1591 | NS      | $20202.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                       | Republic of Poland Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -2000000 | PA      | $-2234719.56  | -0.11%            | 2032-05-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining and Metallurgical Company                                   | Navoi Mining and Metallurgical Company 2024 Term Loan                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      2743601 | PA      | $2743601.46   | 0.13%             | 2027-04-23      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5761700 | PA      | $975887.94    | 0.05%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $32325.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2611600 | PA      | $437443.00    | 0.02%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CJ CheilJedang Corp                                                      | CJ CheilJedang Corp                                                                                                                | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |         1064 | NS      | $178949.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-115441.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                              | CUSIP: 25714RDA9<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    138420000 | PA      | $2345005.32   | 0.11%             | 2025-10-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F  2.79200 BMIED9T23 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2853000000 | OU      | $-74726.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $54496.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-708.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2024                                               | EDEN RE II LTD SERIES 2024                                                                                                         | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |         6667 | NS      | $365886.85    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                                 | Uzbek Industrial and Construction Bank ATB                                                                                         | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  49120000000 | PA      | $3801810.50   | 0.18%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $385860.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-42442.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-232216.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEEULF4 IRS KRW R F  2.60000 BMIEEULG2 CCPNDF / Short: SMIEEULF4 IRS KRW P V 03MKSDA BMIEEULH0 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6938000000 | OU      | $77163.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAJIKISTAN INT BOND                                                      | Republic of Tajikistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900W1LSYUF3CYVU10 | Long             | DBT              | NUSS              | TJ        |       355000 | PA      | $348310.91    | 0.02%             | 2027-09-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                             | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      9497000 | PA      | $10052574.50  | 0.49%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEGHUB0 IRS KRW R F  2.56500 BMIEGHUC8 CCPNDF / Short: SMIEGHUB0 IRS KRW P V 03MKSDA BMIEGHUD6 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3208000000 | OU      | $32395.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                                | Kazakhstan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -3382000 | PA      | $-3548347.05  | -0.17%            | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Heimar HF                                                                | Heimar HF                                                                                                                          | CUSIP: 000000000<br>LEI: 9676000V0KP4AUXNSZ66 | Long             | EC               | CORP              | IS        |      2312516 | NS      | $645126.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31381D3R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           22 | PA      | $21.55        | 0.00%             | 2026-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Festi hf                                                                 | Festi hf                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005OLOCYXGTC7E83 | Long             | EC               | CORP              | IS        |       239676 | NS      | $559630.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $1678.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F  2.80500 BMIED9UX3 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7577000000 | OU      | $-204776.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-17347.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-39413.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Optima bank SA                                                           | Optima bank SA                                                                                                                     | CUSIP: 000000000<br>LEI: 2138008NSD1X1XFUK750 | Long             | EC               | CORP              | GR        |        25921 | NS      | $470921.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-211822.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                                             | Mobile World Investment Corp                                                                                                       | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |       703598 | NS      | $1655621.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     26957000 | PA      | $15902240.94  | 0.77%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                              | Wow Air hf                                                                                                                         | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |        79200 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3829 | PA      | $3861.69      | 0.00%             | 2026-06-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                                        | Ipoteka-Bank ATIB                                                                                                                  | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  42080000000 | PA      | $3359632.76   | 0.16%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-628693.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $9784.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-689302.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1614712000 | PA      | $928847.69    | 0.05%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     96000000 | PA      | $1535233.80   | 0.07%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $-185266.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIEQ3866 CDS USD R V 03MEVENT BMIEQ3882 SOVEREIGN / Short: BMIEQ3866 CDS USD P F  1.00000 BMIEQ3874 SOVEREIGN               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     28800000 | OU      | $655659.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $58605.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $49119.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIEQ3EL6 TRS KZT R F   .00000 KZW100014270 BOND TRS / Short: BMIEQ3EL6 TRS USD P V 00MSOFR SOFRRATE+0BPS                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   3150849073 | OU      | $-60605.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                       | KWG Group Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      1571000 | PA      | $102311.38    | 0.00%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3566.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                                            | MBH Bank Nyrt                                                                                                                      | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      1400000 | PA      | $1578076.62   | 0.08%             | 2035-11-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     56200000 | OU      | $2488799.58   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-592307.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       840125 | PA      | $840124.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $42166.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $75230.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31419AZP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11084 | PA      | $10999.77     | 0.00%             | 2027-07-01      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEDQCK3 IRS INR R F  6.25800 BMIEDQCL1 CCPNDFOIS / Short: SMIEDQCK3 IRS INR P V 06MMIBOR BMIEDQCM9 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    569000000 | OU      | $184274.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8210480 | PA      | $440297.43    | 0.02%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $95021.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-27686.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-101254.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $110421.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |            1 | NC      | $252481.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alvotech SA                                                              | Alvotech SA                                                                                                                        | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |       121543 | NS      | $940706.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PL45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       158204 | PA      | $159950.40    | 0.01%             | 2031-08-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3775117 | PA      | $144232.70    | 0.01%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      7294000 | PA      | $6496792.90   | 0.32%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-80817.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                                  | Bahamas Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      5579000 | PA      | $5638496.30   | 0.27%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5175900 | PA      | $711686.25    | 0.03%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eimskipafelag Islands hf                                                 | Eimskipafelag Islands hf                                                                                                           | CUSIP: 000000000<br>LEI: 549300IUR8Q7Y44KBL02 | Long             | EC               | CORP              | IS        |       220734 | NS      | $624388.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-374959.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                           | JPN 10Y BOND(OSE) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           -1 | NC      | $-20422.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4736133 | PA      | $2403528.30   | 0.12%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| KT Corp                                                                  | KT Corp                                                                                                                            | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |            8 | NS      | $292.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-20773.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1050.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-749.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-4800.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                                 | CUSIP: 31392PAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       233302 | PA      | $244333.37    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMID18J62 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8000000 | OU      | $82960.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED NOK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |            1 | NC      | $49938.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                                 | CUSIP: 313399C47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       106854 | PA      | $109852.84    | 0.01%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-50463.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                              | CUSIP: 25714PEU8<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    161230000 | PA      | $2757947.14   | 0.13%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIESYV78 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     11298000 | OU      | $11298000.00  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2019700 | PA      | $373644.50    | 0.02%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                                     | Republic of Cameroon International Bond                                                                                            | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     15119000 | PA      | $12553136.33  | 0.61%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-286246.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $31390.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-146462.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                                    | Jordan Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      3053000 | PA      | $2821765.78   | 0.14%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| EDEN REII LTD 0.000 17MAR2028                                            | EDEN REII LTD 0.000 17MAR2028                                                                                                      | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        31579 | NS      | $382556.87    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      4212000 | PA      | $3159431.73   | 0.15%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-357867.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $287550.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       471142 | PA      | $211307.23    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIBLN0H7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BMIBLN0H7 IRS EUR P F  2.59620 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2000000 | OU      | $-54054.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | Alpha Holding SA de CV                                                                                                             | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      1741120 | PA      | $21764.00     | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      5452000 | PA      | $3981677.38   | 0.19%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED NZD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |            1 | NC      | $282479.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                  | Ethiopia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     24357000 | PA      | $20581665.00  | 1.00%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1792318000 | PA      | $1005114.33   | 0.05%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     10448046 | PA      | $619071.11    | 0.03%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Bursa Malaysia                                                           | FTSE KLCI FUTURE MAY25                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |         -382 | NC      | $-99448.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11653072 | OU      | $2096.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQTGD5 IRS THB R F  1.41000 BMIEQTGE3 CCPNDFOIS / Short: SMIEQTGD5 IRS THB P V 12MTHOR BMIEQTGF0 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    269000000 | OU      | $1908.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-17721.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-89495.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-4056.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $10746.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED SEK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |            1 | NC      | $218684.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $706705.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-268777.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB REPUBLIC AZERBAIJAN REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4835389 | PA      | $4835388.60   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $54053.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                     | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     21080560 | PA      | $14344794.07  | 0.70%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OPAP SA                                                                  | OPAP SA                                                                                                                            | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |        30140 | NS      | $669687.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $12155.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     51639000 | PA      | $51426885.58  | 2.50%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $9190.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEEULT4 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -8000000 | OU      | $-31896.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-98563.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIETPSG0 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -15000000 | OU      | $-60900.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2463000 | PA      | $91881.43     | 0.00%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEDFPS6 IRS KRW R F  2.71750 BMIEDFPT4 CCPNDF / Short: SMIEDFPS6 IRS KRW P V 03MKSDA BMIEDFPU1 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7120000000 | OU      | $108479.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eik fasteignafelag hf                                                    | Eik fasteignafelag hf                                                                                                              | CUSIP: 000000000<br>LEI: 2138005WRSDC4DI3BJ43 | Long             | EC               | CORP              | IS        |      3253209 | NS      | $317486.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-117558.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                                | Iceland Rikisbref                                                                                                                  | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    732031662 | PA      | $5784530.13   | 0.28%             | 2035-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $45998.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |            8 | PA      | $7.78         | 0.00%             | 2025-12-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                 | Shimao Group Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      5100000 | PA      | $286926.00    | 0.01%             | 2026-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    579000000 | PA      | $1780301.02   | 0.09%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                   | Nigeria Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1063000 | PA      | $921046.98    | 0.04%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-375591.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $43750.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     36300000 | PA      | $461585.13    | 0.02%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $2614805.15   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31381D2Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |            5 | PA      | $5.10         | 0.00%             | 2027-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $5285.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                   | Montenegro Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      1264000 | PA      | $1396760.39   | 0.07%             | 2027-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-247120.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     17931734 | OU      | $-122814.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1719.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3519000 | PA      | $2607244.70   | 0.13%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1065284.73  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEPUHL4 IRS NZD R V 03MNZDBB BMIEPUHN0 CCPVANILLA / Short: BMIEPUHL4 IRS NZD P F  4.25000 BMIEPUHM2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20520000 | OU      | $-315576.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BLUE OWL CREDIT REPO                                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1080030 | PA      | $1080030.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $-64337.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unison Trust                                                             | Unison Trust 2021-1                                                                                                                | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20224260 | PA      | $19731698.02  | 0.96%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                                                 | Santander Bank Polska SA                                                                                                           | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |         4363 | NS      | $671065.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $121469.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2988000 | PA      | $2970088.50   | 0.14%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1051000 | PA      | $182196.11    | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Grupa Azoty SA                                                           | Grupa Azoty SA                                                                                                                     | CUSIP: 000000000<br>LEI: 259400Z9C99U5B36R274 | Long             | EC               | CORP              | PL        |         2526 | NS      | $13860.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     17526900 | OU      | $-97572.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |            1 | NC      | $100202.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1543.18     | -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      | $-1280110.68  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-23598.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     35831000 | PA      | $9014755.85   | 0.44%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $130543.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-229061.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                               | National Bank of Greece SA                                                                                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       137955 | NS      | $1464180.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $113573.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jastrzebska Spolka Weglowa SA                                            | Jastrzebska Spolka Weglowa SA                                                                                                      | CUSIP: 000000000<br>LEI: 259400D4E0H5BGXNIK97 | Long             | EC               | CORP              | PL        |         5116 | NS      | $32768.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $4953.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $70316.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US LONG BOND(CBT) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -196 | NC      | $-412780.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities PLC                                                  | RRP NEW ZEALAND CASH/RRP REPO                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |     -1272369 | PA      | $-755787.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -704 | NC      | $-657590.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-236710.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-15009.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Non Gold Pool                                                                                                          | CUSIP: 31346AF83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        61061 | PA      | $59934.36     | 0.00%             | 2030-06-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    249000000 | PA      | $746743.92    | 0.04%             | 2032-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                                            | LG Uplus Corp                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        32397 | NS      | $273546.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $180556.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31358S2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1276 | PA      | $1281.91      | 0.00%             | 2027-03-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                                                      | Georgia Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      1214000 | PA      | $1166864.93   | 0.06%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-96813.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -4895000 | PA      | $-4463750.50  | -0.22%            | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIEKPGS6 TRS USD R E BMIEKPGT4 COMMODITYTRS / Short: BMIEKPGS6 TRS USD P F   .12000 BMIEKPGU1 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | FR        |     84000000 | OU      | $-3057786.19  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3351000 | PA      | $3204611.57   | 0.16%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |            1 | NC      | $235568.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-100786.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9628498 | PA      | $390520.52    | 0.02%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-254642.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                              | Export-Import Bank of India                                                                                                        | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     22520000 | PA      | $22771110.61  | 1.11%             | 2035-01-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                    | BB BAHRAIN REPO                                                                                                                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |      2079795 | PA      | $2079795.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIED9SS7 IRS KRW R F  2.71000 BMIED9ST5 CCPNDF / Short: SMIED9SS7 IRS KRW P V 03MKSDA BMIED9SU2 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5415000000 | OU      | $81134.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                                     | Provincia De Neuquen Tranche B Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      1135242 | PA      | $1146594.81   | 0.06%             | 2027-11-01      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $117920.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD SAR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-32179.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31410GLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       248080 | PA      | $251868.03    | 0.01%             | 2030-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                              | Ivory Coast Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      3806000 | PA      | $3239030.48   | 0.16%             | 2048-03-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIETPME1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -19000000 | OU      | $-77140.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $21360.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $19624.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                                     | Provincia De Neuquen Tranche C Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       975610 | PA      | $985365.85    | 0.05%             | 2027-11-28      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    241000000 | PA      | $838061.15    | 0.04%             | 2028-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $20526.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1656965 | PA      | $1656965.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIERBZS9 IRS THB R F  1.40500 BMIERBZT7 CCPNDFOIS / Short: SMIERBZS9 IRS THB P V 12MTHOR BMIERBZU4 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    162570000 | OU      | $-22.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-40428.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1546.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1317.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | Long: BMIERQXW9 CDS USD R F  1.00000 BMIERQXX7 SOVEREIGN / Short: BMIERQXW9 CDS USD P V 03MEVENT BMIERQXY5 SOVEREIGN               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      1200000 | OU      | $-10956.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    857320000 | PA      | $734234.82    | 0.04%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED CZK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |            1 | NC      | $188395.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-146741.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $35180.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      4389988 | PA      | $2861833.18   | 0.14%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Zabka Group SA                                                           | Zabka Group SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300TU2RZ35E4ET914 | Long             | EC               | CORP              | LU        |        41931 | NS      | $239318.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     14228000 | PA      | $2461444.00   | 0.12%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $22088.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                                 | CUSIP: 36202DQC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        97738 | PA      | $101901.21    | 0.00%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $579.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       510000 | PA      | $88244.03     | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-55622.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                   | Indian Railway Finance Corp Ltd                                                                                                    | CUSIP: 45434M2H4<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |      3000000 | PA      | $2730415.05   | 0.13%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $132992.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     42300000 | PA      | $794695.59    | 0.04%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    374000000 | PA      | $1274590.63   | 0.06%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $246937.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $80969.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                         | Dominican Republic Central Bank Notes                                                                                              | CUSIP: 25714PER5<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    150240000 | PA      | $2559516.13   | 0.12%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $258658.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONCER                                                                   | Argentina Treasury Bond BONCER                                                                                                     | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    857317000 | PA      | $928360.31    | 0.05%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-4725.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB REPUBLIC AZERBAIJAN REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       566593 | PA      | $566592.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED PHP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $121736.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                              | Khang Dien House Trading and Investment JSC                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       136700 | NS      | $138947.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIEJBW44 TRS USD R E BMIEJBW51 COMMODITYTRS / Short: BMIEJBW44 TRS USD P F   .12000 BMIEJBW69 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |     16000000 | OU      | $-919786.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $78646.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92TF6QE1 CDS USD R V 03MEVENT Z92TF6QF8 CCPSOVEREIGN / Short: B92TF6QE1 CDS USD P F  1.00000 Z92TF6QG6 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     19300000 | OU      | $-288805.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIERFN61 IRS THB R F  1.36400 BMIERFN79 CCPNDFOIS / Short: SMIERFN61 IRS THB P V 12MTHOR BMIERFN87 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     67230000 | OU      | $-3996.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                                            | ForteBank JSC                                                                                                                      | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      4690000 | PA      | $4590588.13   | 0.22%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2165500 | PA      | $335652.50    | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-84884.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-198064.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD ARS                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-192996.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Text SA                                                                  | Text SA                                                                                                                            | CUSIP: 000000000<br>LEI: 259400W35VF4Q1XFFE11 | Long             | EC               | CORP              | PL        |         1270 | NS      | $18198.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PK95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        19367 | PA      | $19782.12     | 0.00%             | 2027-09-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $52242.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                                                   | Itau BBA International PLC                                                                                                         | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |  27417630000 | PA      | $3727975.15   | 0.18%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                        | Ares Capital Corp                                                                                                                  | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Short            | DBT              | CORP              | US        |     -4143000 | PA      | $-4050049.68  | -0.20%            | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60295989 | OU      | $-79175.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIETK0D8 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -11300000 | OU      | $-11300000.00 | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $60907.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-105787.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     78200000 | PA      | $924216.68    | 0.04%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIETPMF8 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -19000000 | OU      | $-87096.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-930339.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5773362 | PA      | $635069.82    | 0.03%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHB9U4 IRS CNY R F  1.51500 BMIEHB9V2 CCPNDF / Short: SMIEHB9U4 IRS CNY P V 00MCNRR BMIEHB9W0 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20910000 | OU      | $13252.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-581217.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-22742.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                       | Panama Government International Bond                                                                                               | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |      -969000 | PA      | $-939972.38   | -0.05%            | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                                     | Provincia De Neuquen Tranche A Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       919222 | PA      | $928414.62    | 0.05%             | 2027-11-01      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    238404000 | PA      | $121961.27    | 0.01%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1404255.99  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                                               | Kakao Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |        18845 | NS      | $506266.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $174224.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                      | Albania Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      3050000 | PA      | $3274401.03   | 0.16%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       201084 | PA      | $206312.40    | 0.01%             | 2030-02-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-41540.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-183383.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-53420.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    101700000 | PA      | $101366609.09 | 4.93%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $156052.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $430511.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                                    | Serbia Treasury Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   2392160000 | PA      | $26016821.35  | 1.27%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIENB8H7 CDS USD R F  1.00000 BMIENB8J3 CORPORATE / Short: BMIENB8H7 CDS USD P V 03MEVENT BMIENB8K0 CORPORATE               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     60681000 | OU      | $-3198075.60  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska SA                                                           | Dino Polska SA                                                                                                                     | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |         4839 | NS      | $678366.66    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $10403.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED USD / SOLD ILS                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1034791.78  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3794000 | PA      | $559615.00    | 0.03%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Athens International Airport SA                                          | Athens International Airport SA                                                                                                    | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |         4648 | NS      | $48154.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1909 | PA      | $1993.48      | 0.00%             | 2030-03-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $12426.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                                   | KB Financial Group Inc                                                                                                             | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        14702 | NS      | $929147.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BAHRAIN CASH/BB REPO                                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2467569 | PA      | $2467569.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-11209.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    247000000 | PA      | $2917243.21   | 0.14%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds                                               | Guatemala Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      2841000 | PA      | $2846016.69   | 0.14%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $778738.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    293600000 | PA      | $3468637.15   | 0.17%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | REPO BB REPUBLIC OF POLAND GOV                                                                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      1191000 | PA      | $1349224.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                                   | Motor Oil Hellas Corinth Refineries SA                                                                                             | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |        10566 | NS      | $256015.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                                      | New Zealand Government Inflation Linked Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     22898165 | PA      | $12827105.08  | 0.62%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUXL 30Y BND JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -28 | NC      | $-47688.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $29836.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-576754.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31410KU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       226379 | PA      | $231530.61    | 0.01%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                   | Blackstone Private Credit Fund                                                                                                     | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Short            | DBT              | CORP              | US        |      -987000 | PA      | $-942627.36   | -0.05%            | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5368000 | PA      | $922625.00    | 0.04%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED KES / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $104451.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1745000 | PA      | $847419.55    | 0.04%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5801000 | PA      | $1000056.14   | 0.05%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $37155.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-254710.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $365069.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F  2.68500 BMIEEULN7 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3652000000 | OU      | $-69606.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-7739.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $101467.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $57291.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2049000 | PA      | $1660878.42   | 0.08%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-68857.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       505554 | PA      | $61930.37     | 0.00%             | 2025-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     81000000 | PA      | $968135.54    | 0.05%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-114635.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                       | Republic of Poland Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -7156000 | PA      | $-7676605.93  | -0.37%            | 2029-03-07      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Arion Banki HF                                                           | Arion Banki HF                                                                                                                     | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |      1777297 | NS      | $2134129.34   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3342000 | PA      | $2339608.88   | 0.11%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Non Gold Pool                                                                                                          | CUSIP: 31300LA96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       285208 | PA      | $291628.54    | 0.01%             | 2036-02-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31359UNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        52488 | PA      | $53820.61     | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-165966.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2190649.67  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-51077.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $-2630.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $20565.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3974.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Budimex SA                                                               | Budimex SA                                                                                                                         | CUSIP: 000000000<br>LEI: 25940093SDJZW2C1V355 | Long             | EC               | CORP              | PL        |         9420 | NS      | $1583312.60   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEBHRV5 IRS INR R F  6.17350 BMIEBHRW3 CCPNDFOIS / Short: SMIEBHRV5 IRS INR P V 06MMIBOR BMIEBHRX1 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    283926000 | OU      | $79826.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $21624.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED SEK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |            1 | NC      | $-13219.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQCAY2 IRS TWD R V 03MCPTW BMIEQCB05 CCPNDF / Short: BMIEQCAY2 IRS TWD P F  1.78900 BMIEQCAZ9 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    101400000 | OU      | $-38067.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Islandsbanki HF                                                          | Islandsbanki HF                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | EC               | CORP              | IS        |      1647339 | NS      | $1377998.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $559936.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     31600000 | PA      | $372548.83    | 0.02%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-88408.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $186464.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                              | Bank of Cyprus Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      1975000 | NS      | $12788567.39  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE COMMUNICATION                                                   | Reliance Communications Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3358004XUDHE13A1HZ26 | Long             | DBT              | CORP              | IN        |      1800000 | PA      | $27000.00     | 0.00%             | 2020-11-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                                   | Samsung Fire & Marine Insurance Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |         1797 | NS      | $474098.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      7081000 | PA      | $4897803.78   | 0.24%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe                                                       | CRUDE OIL OPT IPE SEP25C 80                                                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         1511 | NC      | $664840.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coteccons Construction JSC                                               | Coteccons Construction JSC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        64400 | NS      | $201759.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                                        | SK Telecom Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |        15168 | NS      | $579520.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $24924.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $80121.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6142000 | PA      | $1090205.00   | 0.05%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMID0PTL1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     15600000 | OU      | $161382.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-71584.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     13056103 | PA      | $608578.26    | 0.03%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                                 | Hana Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        11228 | NS      | $509190.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       115516 | PA      | $117411.89    | 0.01%             | 2029-08-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    880000000 | PA      | $3019574.80   | 0.15%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      6158000 | PA      | $228576.07    | 0.01%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XV2M23 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XV2M23 CDS USD P F  1.00000 2 CCPSOVEREIGN                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      9666000 | OU      | $861960.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIE56VJ8 IRS USD R V 12MUSCPI BMIE56VL3 CCPINFLATIONZERO / Short: BMIE56VJ8 IRS USD P F  2.61750 BMIE56VK5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11500000 | OU      | $-14808.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                   | Montenegro Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     11663000 | PA      | $12841367.44  | 0.62%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO STOXX BANK JUN25                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1308 | NC      | $-524948.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       311665 | PA      | $139781.57    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                           | Bank of the Philippine Islands                                                                                                     | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |       319920 | NS      | $802143.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB BAHRAIN REPO                                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1493836 | PA      | $1493835.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3760000 | PA      | $648929.00    | 0.03%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-198412.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD OMR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2060.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                                | Iceland Rikisbref                                                                                                                  | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   3198072798 | PA      | $24311321.67  | 1.18%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     50566000 | PA      | $95363.49     | 0.00%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHBBM9 IRS CNY R F  1.50300 BMIEHBBN7 CCPNDF / Short: SMIEHBBM9 IRS CNY P V 00MCNRR BMIEHBBP2 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20900000 | OU      | $11616.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $50291.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB SENEGAL BORROW BB REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1441509 | PA      | $1441509.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | BMIET5NS3 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      4915000 | OU      | $4920072.28   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-27008.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        53644 | PA      | $55505.98     | 0.00%             | 2030-10-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                  | Philippine Government International Bond                                                                                           | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1024000000 | PA      | $17945492.84  | 0.87%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-59444.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       294000 | PA      | $50633.12     | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30813 | PA      | $32124.25     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBAVNW3 IRS EUR R F  3.25680 2 CCPVANILLA / Short: SMIBAVNW3 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       399960 | OU      | $30050.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEEULV9 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -8000000 | OU      | $-21912.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1701.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-4336.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |            1 | NC      | $594537.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                                           | Shinhan Financial Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        19848 | NS      | $717306.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $50414.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      4916000 | PA      | $4504317.33   | 0.22%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-18941.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B92XUKQ95 CDS USD R V 03MEVENT Z92XUKQA2 CCPSOVEREIGN / Short: B92XUKQ95 CDS USD P F  1.00000 Z92XUKQB0 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    104000000 | OU      | $-103490.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $17645.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $18708.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -91 | NC      | $-98567.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $62989.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED ARS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |            1 | NC      | $-222075.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                     | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1907000 | PA      | $1439067.01   | 0.07%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $14623.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $47081.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-74179.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                     | Republic of Uzbekistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 112430000000 | PA      | $8838959.62   | 0.43%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| KGHM Polska Miedz SA                                                     | KGHM Polska Miedz SA                                                                                                               | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |        15039 | NS      | $480082.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSI Securities Corp                                                      | SSI Securities Corp                                                                                                                | CUSIP: 000000000<br>LEI: 213800IF2RICE613K743 | Long             | EC               | CORP              | VN        |       230700 | NS      | $204745.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                         | Powszechny Zaklad Ubezpieczen SA                                                                                                   | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |        57113 | NS      | $891008.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        69588 | PA      | $69646.04     | 0.00%             | 2032-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -1558000 | PA      | $-953086.20   | -0.05%            | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $126391.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $580617.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $44069.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1016022 | PA      | $139703.03    | 0.01%             | 2027-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                   | Montenegro Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      5839000 | PA      | $5896441.16   | 0.29%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JSC KASPI.KZ                                                             | JSC Kaspi.kz                                                                                                                       | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      9205000 | PA      | $9026876.62   | 0.44%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31359R3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        27833 | PA      | $28583.41     | 0.00%             | 2028-04-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                                                         | Ghana Cocoa Bond                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      4121908 | PA      | $231946.49    | 0.01%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Pepco Group NV                                                           | Pepco Group NV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800OVMJPFP79OB449 | Long             | EC               | CORP              | NL        |        20419 | NS      | $96626.05     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                       | Bahrain Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -4133000 | PA      | $-3998693.00  | -0.19%            | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $68950.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $9809.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1531422 | PA      | $187599.20    | 0.01%             | 2029-09-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-251.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-29176.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31359VU27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        60757 | PA      | $61276.41     | 0.00%             | 2029-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       721113 | PA      | $88336.34     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED PEN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $6357.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1757556.76  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31363WDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           70 | PA      | $71.04        | 0.00%             | 2026-07-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-11741.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     40000000 | PA      | $118364.47    | 0.01%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Military Commercial Joint Stock Bank                                     | Military Commercial Joint Stock Bank                                                                                               | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |      1052159 | NS      | $958761.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -3410000 | PA      | $-3490121.36  | -0.17%            | 2036-02-12      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEDQD63 IRS INR R F  6.25550 BMIEDQD71 CCPNDFOIS / Short: SMIEDQD63 IRS INR P V 06MMIBOR BMIEDQD89 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    476000000 | OU      | $153555.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                 | Industrial Bank of Korea                                                                                                           | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |        30909 | NS      | $333582.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED ILS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $792089.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |            1 | NC      | $-435706.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA IO Trust                                                             | SBAIO 2018-2 Trust                                                                                                                 | CUSIP: 78414CAA7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     56580921 | PA      | $2878192.23   | 0.14%             | 2044-07-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIEG7UA4 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -14000000 | OU      | $-42518.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-215314.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIEG7UF3 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -14000000 | OU      | $-78064.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                  | Long: BMIENB8L8 CDS USD R F  1.00000 BMIENB8L8_FEE SOVEREIGN / Short: BMIENB8L8 CDS USD P V 03MEVENT BMIENB8L8_PRO SOVEREIGN       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     10000000 | OU      | $-566091.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                  | European Bank for Reconstruction & Development                                                                                     | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      2600000 | PA      | $2561083.20   | 0.12%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-77037.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                              | Hellenic Telecommunications Organization SA                                                                                        | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |        32062 | NS      | $608440.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Healthcare Ltd                                                     | Ryman Healthcare Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 529900UR74KKRFG56I57 | Short            | EC               | CORP              | NZ        |       -42945 | NS      | $-56328.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UZ        |            1 | NC      | $16351.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    618877000 | PA      | $1586928.58   | 0.08%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc                                               | Meritz Financial Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         7357 | NS      | $642712.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                                                         | GS Holdings Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         6660 | NS      | $181093.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIE57159 IRS USD R V 12MUSCPI BMIE57175 CCPINFLATIONZERO / Short: BMIE57159 IRS USD P F  2.61400 BMIE57167 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10760000 | OU      | $-12058.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-158194.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $38235.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $119894.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQSGD7 IRS THB R F  1.40300 BMIEQSGE5 CCPNDFOIS / Short: SMIEQSGD7 IRS THB P V 12MTHOR BMIEQSGF2 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    134400000 | OU      | $-407.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-22792.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                     | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1244373 | PA      | $511275.53    | 0.02%             | 2037-01-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-16146.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEEULU1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8000000 | OU      | $56728.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                               | Eurobank Ergasias Services and Holdings SA                                                                                         | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |       487567 | NS      | $1383727.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB BAHRAIN CASH/BB REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1259228 | PA      | $1259227.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    673150000 | PA      | $1720956.07   | 0.08%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4380000 | PA      | $757575.75    | 0.04%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vietnam Technological & Commercial Joint Stock Bank                      | Vietnam Technological & Commercial Joint Stock Bank                                                                                | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      1180800 | NS      | $1259212.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                      | Albania Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6602000 | PA      | $7843684.19   | 0.38%             | 2028-06-09      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Hagar hf                                                                 | Hagar hf                                                                                                                           | CUSIP: 000000000<br>LEI: 635400TICHH43JJTNP54 | Long             | EC               | CORP              | IS        |      1597920 | NS      | $1333877.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                     | Republic of Uzbekistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  12500000000 | PA      | $991151.86    | 0.05%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-10748.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-226234.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1360000 | PA      | $790061.42    | 0.04%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-216392.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |            1 | NC      | $-49317.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          255 | NC      | $753901.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $12151.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-40878.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kiwi Property Group Ltd                                                  | Kiwi Property Group Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | NZ        |        -3873 | NS      | $-1898.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                                 | CUSIP: 3133T6UU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          579 | PA      | $580.78       | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BB PANAMA REPUBLIC OF                                                    | BB PANAMA REPUBLIC OF                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |      1007760 | PA      | $1007760.00   | 0.05%             | 2026-01-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-80265.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $2312422.74   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: BMIESMUL4 CDS USD R V 03MEVENT BMIESMUN0 SOVEREIGN / Short: BMIESMUL4 CDS USD P F  1.00000 BMIESMUM2 SOVEREIGN               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     16000000 | OU      | $-279987.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-149575.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED NOK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |            1 | NC      | $-6411.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -4815000 | PA      | $-3103893.26  | -0.15%            | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $81088.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $38212.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                               | S+P/TSX 60 IX FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          -88 | NC      | $-247680.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1320180 | PA      | $1320179.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                    | BB KAZAKHSTAN GOV REPO                                                                                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |      1131626 | PA      | $1131626.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: SMIERHF90 CDS USD R F  1.00000 BMIERHFA7 CCPSOVEREIGN / Short: SMIERHF90 CDS USD P V 03MEVENT BMIERHFB5 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      1906000 | OU      | $-437957.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-17984.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHFJ83 IRS CNY R F  1.50000 BMIEHFJ91 CCPNDF / Short: SMIEHFJ83 IRS CNY P V 00MCNRR BMIEHFJA8 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20950000 | OU      | $11235.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      7013000 | PA      | $1206060.68   | 0.06%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA GOVERNMENT REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3545315 | PA      | $3545315.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina SA                                                  | Banco BBVA Argentina SA                                                                                                            | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |        37182 | NS      | $751448.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coway Co Ltd                                                             | Coway Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         5175 | NS      | $318627.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupa Kety SA                                                            | Grupa Kety SA                                                                                                                      | CUSIP: 000000000<br>LEI: 2594007JKYYF3WGI0129 | Long             | EC               | CORP              | PL        |         1719 | NS      | $393639.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $154263.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -603 | NC      | $-576552.67   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $126595.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-23125.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1584.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $35171.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    300000000 | PA      | $1583742.95   | 0.08%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $58780.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                              | Vietnam Prosperity JSC Bank                                                                                                        | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |       551000 | NS      | $352540.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2709076000 | PA      | $1670814.57   | 0.08%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-158589.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-SCHATZ FUT JUN25                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -53 | NC      | $-33322.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-17136.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1636000 | PA      | $1602562.44   | 0.08%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     20000000 | PA      | $11576779.83  | 0.56%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                    | Guatemala Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      4138000 | PA      | $4130003.52   | 0.20%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6173.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $99382.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                                      | Bank of Georgia JSC                                                                                                                | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |      3777000 | PA      | $3721463.29   | 0.18%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: BMIED0Q17 IRS COP R V 12MCPIBR BMIED0Q33 CCPNDFOIS / Short: BMIED0Q17 IRS COP P F  8.44500 BMIED0Q25 CCPNDFOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9804000000 | OU      | $15242.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-658228.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $60225.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB KAZAKHSTAN GOV REPO                                                                                                             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1450948 | PA      | $1450948.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6296.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Bahamas                                                  | Bahamas Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       588000 | PA      | $557025.88    | 0.03%             | 2029-11-20      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-17162.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2169.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                  | Vale SA                                                                                                                            | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       316028 | NS      | $2942220.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| mBank SA                                                                 | mBank SA                                                                                                                           | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | EC               | CORP              | PL        |         1512 | NS      | $329441.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  20530000000 | PA      | $2521250.72   | 0.12%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                                    | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       492000 | PA      | $380922.39    | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Investments Corp                                                      | SM Investments Corp                                                                                                                | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |        76140 | NS      | $1185230.71   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $450550.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      9501900 | PA      | $1401530.25   | 0.07%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      6443861 | PA      | $242627.50    | 0.01%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-24667.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                                | Kazakhstan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -4548000 | PA      | $-4041204.99  | -0.20%            | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | BMIETK0D8 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     11300000 | OU      | $11313141.90  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    332200000 | PA      | $5641525.35   | 0.27%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3330200 | PA      | $495367.25    | 0.02%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                                                 | Europe Asia Investment Finance BV                                                                                                  | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        | 125249130000 | PA      | $9636327.70   | 0.47%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $67808.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ideal Holdings SA                                                        | Ideal Holdings SA                                                                                                                  | CUSIP: 000000000<br>LEI: 2138005HALN2BC9VUD41 | Long             | EC               | CORP              | GR        |        19407 | NS      | $138417.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $4598.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $2210.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $223973.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                                         | PGE Polska Grupa Energetyczna SA                                                                                                   | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |        88489 | NS      | $193269.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                      | Nigeria Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       232000 | PA      | $196418.86    | 0.01%             | 2049-01-21      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEBHS10 IRS INR R F  6.17400 BMIEBHS28 CCPNDFOIS / Short: SMIEBHS10 IRS INR P V 06MMIBOR BMIEBHS36 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    282840000 | OU      | $79592.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   1328830000 | PA      | $1267722.75   | 0.06%             | 2026-02-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alior Bank SA                                                            | Alior Bank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 259400QHDOZWMJ103294 | Long             | EC               | CORP              | PL        |         9120 | NS      | $247132.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1541.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duc Giang Chemicals JSC                                                  | Duc Giang Chemicals JSC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        62000 | NS      | $217836.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                             | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     14207716 | PA      | $13120825.73  | 0.64%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $140514.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KWD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $18264.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                                               | Ayala Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |        38940 | NS      | $417979.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                                              | GOLD 100 OZ FUTR JUN25                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           60 | NC      | $764400.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     13602686 | PA      | $572079.71    | 0.03%             | 2032-02-10      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1027000 | PA      | $218237.50    | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $92735.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F  4.30978 BMIEUBRD7 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45540939 | OU      | $-35126.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIETPSY1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -15000000 | OU      | $-68760.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BLACKSTONE PRIVATE REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |       995636 | PA      | $995636.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD ARS                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-180997.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $14233.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-5764.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $208829.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31416BUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       363009 | PA      | $384568.95    | 0.02%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB4EY2 IRS INR R F  6.15500 BMIEB4EZ9 CCPNDFOIS / Short: SMIEB4EY2 IRS INR P V 06MMIBOR BMIEB4F05 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    273740000 | OU      | $74402.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $62169.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD NGN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-103495.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $149734.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     85675000 | PA      | $85463207.12  | 4.16%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBBV3W4 IRS EUR R F  3.00880 2 CCPVANILLA / Short: SMIBBV3W4 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1780576 | OU      | $80467.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skagi Hf                                                                 | Skagi Hf                                                                                                                           | CUSIP: 000000000<br>LEI: 213800QFQIHO7KG2P786 | Long             | EC               | CORP              | IS        |      2290750 | NS      | $330461.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Joint Stock Commercial Bank for Industry and Trade               | Vietnam Joint Stock Commercial Bank for Industry and Trade                                                                         | CUSIP: 000000000<br>LEI: 213800LHW17DHRGTI512 | Long             | EC               | CORP              | VN        |       286000 | NS      | $410871.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds                               | Republic of Azerbaijan International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Short            | DBT              | NUSS              | AZ        |     -5883000 | PA      | $-5153074.13  | -0.25%            | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-183691.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-94937.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQX4H0 IRS THB R F  1.40350 BMIEQX4J6 CCPNDFOIS / Short: SMIEQX4H0 IRS THB P V 12MTHOR BMIEQX4K3 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    161000000 | OU      | $-371.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $175066.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB KAZAKHSTAN GOV REPO                                                                                                             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |       554055 | PA      | $554055.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-488896.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        55579 | PA      | $55620.08     | 0.00%             | 2035-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                              | Wow Air hf                                                                                                                         | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |      3600000 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIDR5JU7 IRS TWD R V 03MCPTW BMIDR5JW3 CCPNDF / Short: BMIDR5JU7 IRS TWD P F  1.89500 BMIDR5JV5 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    413000000 | OU      | $-215181.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gemadept Corp                                                            | Gemadept Corp                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       211200 | NS      | $430744.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $157214.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $55248.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F  2.79250 BMIEDFPX5 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3788000000 | OU      | $-99338.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-62798.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-219925.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-104664.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       760410 | PA      | $760410.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                    | Egypt Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2246693000 | PA      | $45225939.37  | 2.20%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Government of The Republic of Kenya Acting through The National Treasury | Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | NUSS              | KE        |       768000 | PA      | $782176.51    | 0.04%             | 2025-06-29      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    254810000 | PA      | $658287.94    | 0.03%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| XTB SA                                                                   | XTB SA                                                                                                                             | CUSIP: 000000000<br>LEI: 259400AVUPSABLEXNT19 | Long             | EC               | CORP              | PL        |         1032 | NS      | $22421.28     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-12393.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-154219.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                        | Hellenic Republic Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    230126900 | PA      | $677818.38    | 0.03%             | 2042-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-14593.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $94330.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIED1UF9 IRS KRW R F  2.61000 BMIED1UG7 CCPNDF / Short: SMIED1UF9 IRS KRW P V 03MKSDA BMIED1UH5 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5660000000 | OU      | $65736.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $297.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $2149700.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                 | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                                | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    308237322 | NS      | $308237321.96 | 14.99%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3935.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      5229220 | PA      | $4829184.67   | 0.23%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-371497.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                                            | Jscb Agrobank                                                                                                                      | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      7973000 | PA      | $8239656.99   | 0.40%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     85000000 | PA      | $296886.00    | 0.01%             | 2029-06-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      6733200 | PA      | $875316.00    | 0.04%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBAZFX1 IRS EUR R F  3.31230 2 CCPVANILLA / Short: SMIBAZFX1 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       799921 | OU      | $63613.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB REPUBLIC ARMENIA REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2604215 | PA      | $2604215.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |            1 | NC      | $111506.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $50968.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2013481.12  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31359XSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10040 | PA      | $10533.84     | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 31335PK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9656 | PA      | $9968.49      | 0.00%             | 2030-04-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | REPO BB POLAND (REPUBLIC OF)                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      2112500 | PA      | $2393146.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $180982.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQQP33 IRS NZD R V 03MNZDBB BMIEQQP58 CCPVANILLA / Short: BMIEQQP33 IRS NZD P F  4.03030 BMIEQQP41 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4573000 | OU      | $-20503.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $920461.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-57056.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9784935 | PA      | $430063.97    | 0.02%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQFZ77 IRS NZD R V 03MNZDBB BMIEQFZ93 CCPVANILLA / Short: BMIEQFZ77 IRS NZD P F  4.10930 BMIEQFZ85 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5510000 | OU      | $-46291.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $597610.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2064330.38  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Non Gold Pool                                                                                                          | CUSIP: 3128HDZJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3534 | PA      | $3475.71      | 0.00%             | 2029-06-01      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | Long: BEV4JRXD3 CDS USD R V 03MEVENT 1 SOVEREIGN / Short: BEV4JRXD3 CDS USD P F  1.00000 2 SOVEREIGN                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     14533000 | OU      | $-36156.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F  2.70000 BMIED1UD4 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2985000000 | OU      | $-60571.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB87K1 IRS INR R F  6.16800 BMIEB87L9 CCPNDFOIS / Short: SMIEB87K1 IRS INR P V 06MMIBOR BMIEB87M7 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280578000 | OU      | $78104.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                      | Republic of Armenia International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Short            | DBT              | NUSS              | AM        |     -2972000 | PA      | $-2518881.45  | -0.12%            | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                                                                                | CUSIP: 912797LB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     68553000 | PA      | $68440763.65  | 3.33%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1042886 | PA      | $1042886.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | BMIEG7UC0 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     14000000 | OU      | $91280.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BAHRAIN(KINGDOM OF) REPO                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      3899044 | PA      | $3899043.75   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2388000 | PA      | $2187288.60   | 0.11%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                                    | Bank for Foreign Trade of Vietnam JSC                                                                                              | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |       149458 | NS      | $330445.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                     | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 210344000000 | PA      | $12578191.06  | 0.61%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD ISK                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $4303.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                                    | LME COPPER FUTURE JUL25                                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -78 | NC      | $18101.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                              | SILVER FUTURE JUL25                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          124 | NC      | $-546796.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $18844.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBAVNT0 IRS EUR R F  3.17080 2 CCPVANILLA / Short: SMIBAVNT0 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1199881 | OU      | $63093.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                                    | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      6443000 | PA      | $4483039.40   | 0.22%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Orange Polska SA                                                         | Orange Polska SA                                                                                                                   | CUSIP: 000000000<br>LEI: 259400TOMPUOLS65II22 | Long             | EC               | CORP              | PL        |        80845 | NS      | $207726.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $59323.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | STOXX EUROPE 600 JUN25                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -526 | NC      | $431546.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung C&T Corp                                                         | Samsung C&T Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |        12019 | NS      | $1034347.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-13539.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIES6CJ4 IRS INR R F  5.70020 BMIES6CK1 CCPNDFOIS / Short: SMIES6CJ4 IRS INR P V 06MMIBOR BMIES6CL9 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    284500000 | OU      | $14864.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                                           | Eden Re II Ltd                                                                                                                     | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      4000000 | PA      | $3770800.00   | 0.18%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2365100 | PA      | $390241.50    | 0.02%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                                             | New Zealand Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     30020000 | PA      | $17910583.34  | 0.87%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIES6DV6 IRS INR R F  5.70000 BMIES6DW4 CCPNDFOIS / Short: SMIES6DV6 IRS INR P V 06MMIBOR BMIES6DX2 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    488247078 | OU      | $25460.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $17023.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                                            | MBH Bank Nyrt                                                                                                                      | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      1243000 | PA      | $1499805.48   | 0.07%             | 2027-10-19      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                                                 | CUSIP: 36225BTN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5015 | PA      | $5101.06      | 0.00%             | 2028-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $2303.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                                    | Jordan Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      1890000 | PA      | $1589277.38   | 0.08%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-686200.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8391750000 | PA      | $4687670.34   | 0.23%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                                 | National Bank of Uzbekistan                                                                                                        | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  90660000000 | PA      | $7089752.68   | 0.34%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      7081400 | PA      | $920582.00    | 0.04%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6096067 | PA      | $4312967.40   | 0.21%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     90600000 | PA      | $1074674.84   | 0.05%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-86487.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                       | Mongolia Government International Bond                                                                                             | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       600000 | PA      | $578796.76    | 0.03%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1428000 | PA      | $190995.00    | 0.01%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31412BLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42858 | PA      | $46902.67     | 0.00%             | 2031-02-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    876300000 | PA      | $10799605.81  | 0.53%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                                  | Bahamas Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1455000 | PA      | $1280674.46   | 0.06%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $88258.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | Long: BMIENB8E4 CDS USD R F  1.00000 BMIENB8F1 CORPORATE / Short: BMIENB8E4 CDS USD P V 03MEVENT BMIENB8G9 CORPORATE               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      2208000 | OU      | $-116368.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEREUD1 IRS THB R F  1.39000 BMIEREUE9 CCPNDFOIS / Short: SMIEREUD1 IRS THB P V 12MTHOR BMIEREUF6 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    163000000 | OU      | $-3560.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $6804.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | BMIET5NT1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     11298000 | OU      | $11304021.83  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $90852.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1527725 | PA      | $187146.31    | 0.01%             | 2028-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       519788 | PA      | $511333.41    | 0.02%             | 2035-08-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 3128MAE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       551840 | PA      | $583233.53    | 0.03%             | 2035-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-140707.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIEKPGP2 TRS USD R F   .00000 BMIEKPGP2 COMMODITYTRS / Short: BMIEKPGP2 TRS USD P E BMIEKPGP2 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |     84000000 | OU      | $2972411.23   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPM Lending Facility                                                     | JPM Lending Facility                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7012500 | PA      | $7058964.83   | 0.34%             | 2029-07-15      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KES                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-163739.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA GOVERNMENT REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       762174 | PA      | $762174.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                       | Mongolia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      4200000 | PA      | $4051577.29   | 0.20%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-520947.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Vingroup JSC                                                             | Vingroup JSC                                                                                                                       | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | EC               | CORP              | VN        |        78738 | NS      | $206848.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-185334.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB BAHRAIN GOV REPO                                                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4278895 | PA      | $4278894.90   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIED1QZ0 IRS KRW R F  2.60000 BMIED1R06 CCPNDF / Short: SMIED1QZ0 IRS KRW P V 03MKSDA BMIED1R14 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14149000000 | OU      | $159563.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $97851.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $198032.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEGDTC9 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -2670000 | OU      | $-8108.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED COP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |            1 | NC      | $373936.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1439030000 | PA      | $3684957.70   | 0.18%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEGDTB1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      2670000 | OU      | $17408.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $5587.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       493000 | PA      | $85611.92     | 0.00%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                                                 | CUSIP: 3133T8U70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         5579 | PA      | $5607.89      | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1259000 | PA      | $217728.31    | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $6903.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD KES                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-163739.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEPESK0 IRS NZD R V 03MNZDBB BMIEPESM6 CCPVANILLA / Short: BMIEPESK0 IRS NZD P F  4.20400 BMIEPESL8 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16680000 | OU      | $-218470.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD SEK                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-84873.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metlen Energy & Metals SA                                                | Metlen Energy & Metals SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | EC               | CORP              | GR        |        17550 | NS      | $830593.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1812000 | PA      | $1667207.61   | 0.08%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEC9H50 IRS TWD R V 03MCPTW BMIEC9H76 CCPNDF / Short: BMIEC9H50 IRS TWD P F  1.91250 BMIEC9H68 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    162600000 | OU      | $-93490.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                                              | Grupo Financiero Galicia SA                                                                                                        | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |        17186 | NS      | $1038034.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $83432.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $153756.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-142950.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $51235.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB BAHRAIN REPO                                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3273600 | PA      | $3273600.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-5156.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC OF REPO                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       810705 | PA      | $810705.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-443791.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BOBL FUTURE JUN25                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -243 | NC      | $-449400.64   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-103920.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-53524.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $18044.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEE3GX1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -15000000 | OU      | $-74790.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                   | Brazil Letras do Tesouro Nacional                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    175000000 | PA      | $30160189.47  | 1.47%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $114450.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RU        |            1 | NC      | $82106.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                       | Mongolia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       400000 | PA      | $405394.28    | 0.02%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $29223.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siminn HF                                                                | Siminn HF                                                                                                                          | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |      2504884 | NS      | $269783.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIERF0M1 IRS THB R F  1.37500 BMIERF0N9 CCPNDFOIS / Short: SMIERF0M1 IRS THB P V 12MTHOR BMIERF0P4 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    281100000 | OU      | $-12239.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242000000 | PA      | $824148.93    | 0.04%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIED9US4 IRS KRW R F  2.72500 BMIED9UT2 CCPNDF / Short: SMIED9US4 IRS KRW P V 03MKSDA BMIED9UU9 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14286000000 | OU      | $221270.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                      | Albania Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6476000 | PA      | $7007811.28   | 0.34%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $368582.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       594963 | PA      | $66189.63     | 0.00%             | 2032-09-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1492000 | PA      | $1458991.83   | 0.07%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED ISK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-933.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31410FSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        54926 | PA      | $56212.91     | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-21689.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                                                   | FPT DIGITAL RETAIL JSC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        56000 | NS      | $363998.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      4314568 | PA      | $3547587.65   | 0.17%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-16791.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     20129220 | PA      | $2385312.57   | 0.12%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | Alpha Holding SA de CV                                                                                                             | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      3667223 | PA      | $27504.17     | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                                       | Hoa Phat Group JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |       523525 | NS      | $513826.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenergy Holdings SA                                                      | Cenergy Holdings SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300P50MFNOHG4U221 | Long             | EC               | CORP              | BE        |        30003 | NS      | $298703.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-58128.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                    | BB SENEGAL BORROW BB REPO                                                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |      2264501 | PA      | $2264501.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-614848.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EGP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-17920.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 313920CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       491054 | PA      | $495215.94    | 0.02%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $220749.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT Corp                                                                 | FPT Corp                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       486528 | NS      | $2057763.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2997000 | PA      | $3172324.50   | 0.15%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13525000 | PA      | $2326130.94   | 0.11%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $13361.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | Long: BMIER3162 TRS USD R E BMIER3170 COMMODITYTRS / Short: BMIER3162 TRS USD P F   .12000 BMIER3188 COMMODITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | FR        |     16700000 | OU      | $195919.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                                 | Tanzania 10 Year Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     41474118 | PA      | $40391974.97  | 1.96%             | 2031-04-28      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                                     | Eurohold Bulgaria AD                                                                                                               | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |      5122901 | NS      | $5525685.53   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-34984.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bonds                                                                                              | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -1103000 | PA      | $-726686.16   | -0.04%            | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                    | BB KAZAKHSTAN GOV REPO                                                                                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |       649475 | PA      | $649474.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2514.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp                                    | Phat Dat Real Estate Development Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       357900 | NS      | $213803.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHH964 IRS CNY R F  1.50200 BMIEHH972 CCPNDF / Short: SMIEHH964 IRS CNY P V 00MCNRR BMIEHH980 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     41000000 | OU      | $22522.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD OMR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-47.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHHAJ4 IRS CNY R F  1.52200 BMIEHHAK1 CCPNDF / Short: SMIEHHAJ4 IRS CNY P V 00MCNRR BMIEHHAL9 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     34360000 | OU      | $23340.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $94229.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                                       | TBC Bank Group PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |        15784 | NS      | $998251.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | Long: SMIE5RR32 IRS MXN R F  9.13000 BMIE5RR32 CCPOIS / Short: SMIE5RR32 IRS MXN P V 01MTIEF BMIE5RR32 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13120000 | OU      | $37711.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONCER                                                                   | Argentina Treasury Bond BONCER                                                                                                     | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    685846000 | PA      | $929789.33    | 0.05%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31392ASN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       166572 | PA      | $171657.98    | 0.01%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                     | Times China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      2966000 | PA      | $116504.48    | 0.01%             | 2023-07-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-69923.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-21377.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $8365.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-114267.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $142799.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro SA                                                           | Banco Macro SA                                                                                                                     | CUSIP: 05961W105<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |         9553 | NS      | $845631.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13383000 | PA      | $2308567.50   | 0.11%             | 2049-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-7370.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-44600.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                                | Nova Ljubljanska Banka dd                                                                                                          | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |        99000 | NS      | $2929685.54   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Asseco Poland SA                                                         | Asseco Poland SA                                                                                                                   | CUSIP: 000000000<br>LEI: 259400O79EWIK4XZPL40 | Long             | EC               | CORP              | PL        |         3458 | NS      | $142789.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                                 | Uzbek Industrial and Construction Bank ATB                                                                                         | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 232110000000 | PA      | $18324246.76  | 0.89%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1400991.65  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | REPO BB REPUBLIC OF POLAND GOV                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1992970 | PA      | $1992969.57   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                      | Republic of Armenia International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |      2484000 | PA      | $2361404.44   | 0.11%             | 2035-03-12      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Grupo Supervielle SA                                                     | Grupo Supervielle SA                                                                                                               | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Long             | EC               | CORP              | AR        |        32974 | NS      | $494610.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zambia Government International Bonds                                    | Zambia Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       926000 | PA      | $529129.13    | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    100000000 | PA      | $630984.07    | 0.03%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    329000000 | PA      | $1114976.75   | 0.05%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                    | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6594700 | PA      | $935623.06    | 0.05%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $116748.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       237000 | PA      | $40876.34     | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEPESP9 IRS NZD R V 03MNZDBB BMIEPESR5 CCPVANILLA / Short: BMIEPESP9 IRS NZD P F  4.20500 BMIEPESQ7 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7000000 | OU      | $-92031.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | Long: BMIETUKV4 CDS USD R F  1.00000 BMIETUKW2 CORPORATE / Short: BMIETUKV4 CDS USD P V 03MEVENT BMIETUKX0 CORPORATE               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5000000 | OU      | $37619.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-40544.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $58124.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                                                             | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  58682000000 | PA      | $7206626.13   | 0.35%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                 | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     11177505 | PA      | $1324534.34   | 0.06%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4549812 | PA      | $2342806.26   | 0.11%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 3138ET6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9086 | PA      | $9362.39      | 0.00%             | 2032-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-1.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                       | Ukraine Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     30825000 | PA      | $22021195.05  | 1.07%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $11246.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -5 | NC      | $-8130.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                  | European Bank for Reconstruction & Development                                                                                     | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       806158 | PA      | $781469.02    | 0.04%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                                  | Republic of Armenia Treasury Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   3896075000 | PA      | $9967213.94   | 0.48%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-4848.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $111289.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      4347630 | PA      | $2825959.50   | 0.14%             | 2038-06-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31359KQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          519 | PA      | $519.90       | 0.00%             | 2026-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $97091.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                   | Nigeria Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      4998000 | PA      | $4732756.14   | 0.23%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| GHANA COCOA BOND                                                         | Ghana Cocoa Bond                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      4121908 | PA      | $210585.65    | 0.01%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                                        | Albanian Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    487600000 | PA      | $6044191.97   | 0.29%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-87974.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |            1 | NC      | $127543.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   7150997000 | PA      | $4384201.67   | 0.21%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $35171.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $431873.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $5198.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $28416.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                                           | Ayala Land Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      1228500 | NS      | $551104.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQG2M8 IRS TWD R V 03MCPTW BMIEQG2P1 CCPNDF / Short: BMIEQG2M8 IRS TWD P F  1.79250 BMIEQG2N6 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    134000000 | OU      | $-51031.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31408GLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4429 | PA      | $4479.65      | 0.00%             | 2027-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $117276.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                 | Development Bank of Kazakhstan JSC                                                                                                 | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   3466500000 | PA      | $6333454.67   | 0.31%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQC254 IRS TWD R V 03MCPTW BMIEQC270 CCPNDF / Short: BMIEQC254 IRS TWD P F  1.77700 BMIEQC262 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    187400000 | OU      | $-66878.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEGDTF2 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -2670000 | OU      | $-14887.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | Long: BMIEJKQN9 TRS USD R E COMMODITY TRS / Short: BMIEJKQN9 TRS USD P F   .20000 COMMODITY TRS                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |      9600000 | OU      | $144071.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | BMIET5NT1 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -11298000 | OU      | $-11298000.00 | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $9391.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                          | Long: B9707Z0K8 CDS USD R V 03MEVENT Z9707Z0W2 CCPCDX / Short: B9707Z0K8 CDS USD P F  5.00000 Z9707Z0Q5 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     16792000 | OU      | $-587755.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEUD9H4 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -6930000 | OU      | $-32106.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Refrigeration Electrical Engineering Corp                                | Refrigeration Electrical Engineering Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       330956 | NS      | $877277.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kvika banki hf                                                           | Kvika banki hf                                                                                                                     | CUSIP: 000000000<br>LEI: 254900WR3I1Z9NPC7D84 | Long             | EC               | CORP              | IS        |      6468924 | NS      | $674375.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIBAAR05 IRS EUR R F  3.02580 2 CCPVANILLA / Short: SMIBAAR05 IRS EUR P V 06MEURIB 1 CCPVANILLA                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3628800 | OU      | $165822.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                     | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1059000 | PA      | $904491.90    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    432660000 | PA      | $656550.27    | 0.03%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-8156.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                    | Republic of Ghana Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4434000 | PA      | $219345.52    | 0.01%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-125236.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | NIGERIA OMO BILL                                                                                                                   | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1280817000 | PA      | $658865.49    | 0.03%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD BHD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-237798.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kangwon Land Inc                                                         | Kangwon Land Inc                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        15842 | NS      | $180838.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-40343.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurocash SA                                                              | Eurocash SA                                                                                                                        | CUSIP: 000000000<br>LEI: 259400FVIQJS5VD8JO79 | Long             | EC               | CORP              | PL        |         5678 | NS      | $16646.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-205480.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-81151.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                                   | LPP SA                                                                                                                             | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |          152 | NS      | $622098.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED COP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-35559.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-10033.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc                            | International Container Terminal Services Inc                                                                                      | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |       131990 | NS      | $807274.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                                            | Allegro.eu SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100VRLXV3FPMG4982 | Long             | EC               | CORP              | LU        |        70011 | NS      | $614305.84    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEGZ0V9 IRS INR R F  6.09700 BMIEGZ0W7 CCPNDFOIS / Short: SMIEGZ0V9 IRS INR P V 06MMIBOR BMIEGZ0X5 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000000 | OU      | $242486.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-22125.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB4DD9 IRS INR R F  6.17000 BMIEB4DE7 CCPNDFOIS / Short: SMIEB4DD9 IRS INR P V 06MMIBOR BMIEB4DF4 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    581990000 | OU      | $162597.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                                  | CUSIP: 31397UBN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       647929 | PA      | $491762.59    | 0.02%             | 2041-05-25      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                                              | CUSIP: 3128C6R76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        74863 | PA      | $74137.74     | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31381D4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          114 | PA      | $114.31       | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2341.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast                                                              | Ivory Coast EUR 7 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |      1599000 | PA      | $1820495.97   | 0.09%             | 2028-01-06      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                                               | NAVER Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |         3921 | NS      | $551706.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD RUB                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-33892.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK ICB (DARYO FNC)                                                    | Uzbek Industrial and Construction Bank ATB via Daryo Finance BV                                                                    | CUSIP: 000000000<br>LEI: 724500TIE8NNUYL1F445 | Long             | DBT              | CORP              | NL        |  75986720000 | PA      | $5889368.37   | 0.29%             | 2025-06-15      | Fixed         | 18.75%                | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEB4D98 IRS INR R F  6.16700 BMIEB4DA5 CCPNDFOIS / Short: SMIEB4D98 IRS INR P V 06MMIBOR BMIEB4DB3 CCPNDFOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    315100000 | OU      | $87555.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                                   | PURCHASED RUB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $80222.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                      | Sri Lanka Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2129000000 | PA      | $6263839.54   | 0.30%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2656.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Non Gold Pool                                                                                                          | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        53321 | PA      | $51819.61     | 0.00%             | 2035-01-01      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-2197.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCC SA                                                                   | CCC SA                                                                                                                             | CUSIP: 000000000<br>LEI: 259400NWPQ2HCSMZP970 | Long             | EC               | CORP              | PL        |         4334 | NS      | $250604.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                                    | LME COPPER FUTURE JUL25                                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           78 | NC      | $-396306.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2746.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIE56K19 IRS USD R V 12MUSCPI BMIE56K35 CCPINFLATIONZERO / Short: BMIE56K19 IRS USD P F  2.60000 BMIE56K27 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16000000 | OU      | $-7244.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                   | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3779000 | PA      | $1925400.50   | 0.09%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                                            | Samsung Life Insurance Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |         7797 | NS      | $473415.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F  2.63000 BMIEGHUF1 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2025000000 | OU      | $-32000.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED UZS / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $31930.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmRest Holdings SE                                                       | AmRest Holdings SE                                                                                                                 | CUSIP: 000000000<br>LEI: 259400T6ZDQIMDBGDN42 | Long             | EC               | CORP              | ES        |         5558 | NS      | $26024.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                 | Kazakhstan Government Bond - MEUKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1226683000 | PA      | $2083936.33   | 0.10%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | REPO BB REPUBLIC OF POLAND GOV                                                                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      3970000 | PA      | $4497416.53   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    232600000 | PA      | $4692642.75   | 0.23%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-272266.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                                         | BB BAHRAIN GOVERNMENT REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2031494 | PA      | $2031493.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEQSGH8 IRS THB R F  1.40630 BMIEQSGJ4 CCPNDFOIS / Short: SMIEQSGH8 IRS THB P V 12MTHOR BMIEQSGK1 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    196500000 | OU      | $342.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                   | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2273000 | PA      | $-2055324.45  | -0.10%            | 2033-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Enea SA                                                                  | Enea SA                                                                                                                            | CUSIP: 000000000<br>LEI: 2594003JTXPYO8NOG018 | Long             | EC               | CORP              | PL        |        18533 | NS      | $70140.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4716390 | PA      | $4716390.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $-48784.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | BMIET5NS3 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -4915000 | OU      | $-4915000.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $104299.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                 | ORLEN SA                                                                                                                           | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |        70058 | NS      | $1265131.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $83677.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $236697.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2022 1 C                                           | EDEN RE II LTD SERIES 2022 1 C                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         9412 | NS      | $19019.89     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                                  | CUSIP: 36201VYZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        94114 | PA      | $97399.43     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED KZT / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $4605.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-310409.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                        | Tunisian Republic                                                                                                                  | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     30000000 | PA      | $171711.08    | 0.01%             | 2031-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Reitir fasteignafelag hf                                                 | Reitir fasteignafelag hf                                                                                                           | CUSIP: 000000000<br>LEI: 967600GFEYNJK2W4G048 | Long             | EC               | CORP              | IS        |       875641 | NS      | $713163.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $20414.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phu Nhuan Jewelry JSC                                                    | Phu Nhuan Jewelry JSC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       226740 | NS      | $622741.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                                 | JUMBO SA                                                                                                                           | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |        22494 | NS      | $710191.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyfrowy Polsat SA                                                        | Cyfrowy Polsat SA                                                                                                                  | CUSIP: 000000000<br>LEI: 259400EM1ITR201TTX36 | Long             | EC               | CORP              | PL        |        20399 | NS      | $100043.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: BMIEQX4B3 IRS NZD R V 03MNZDBB BMIEQX4D9 CCPVANILLA / Short: BMIEQX4B3 IRS NZD P F  3.94530 BMIEQX4C1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10030000 | OU      | $-2691.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD KZT                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-49407.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |            1 | NC      | $181062.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                                  | BMIEE3AP4 EATON VANCE                                                                                                              | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     15000000 | OU      | $90780.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $14862.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                 | Long: SMIEHFL98 IRS CNY R F  1.49500 BMIEHFLA5 CCPNDF / Short: SMIEHFL98 IRS CNY P V 00MCNRR BMIEHFLB3 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49140000 | OU      | $24758.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                                    | CUSIP: 31371Y2S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       281552 | PA      | $274737.59    | 0.01%             | 2033-12-01      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED NZD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |            1 | NC      | $297029.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED JPY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |            1 | NC      | $159026.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                           | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-125899.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED CZK / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |            1 | NC      | $12639.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $16999.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                         | Barbados Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      8258670 | PA      | $7858124.51   | 0.38%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED NGN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $10592.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                               | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |            1 | NC      | $-167345.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $24451.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Services and Holdings SA                                           | Alpha Services and Holdings SA                                                                                                     | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |       434581 | NS      | $1059608.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                 | Sunac China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       506781 | PA      | $69682.39     | 0.00%             | 2026-09-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $1223.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3760000 | PA      | $652935.28    | 0.03%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD HKD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-21478.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                                                    | Albanian Treasury Bill                                                                                                             | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |     95800000 | PA      | $1075357.75   | 0.05%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED PLN / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |            1 | NC      | $-851.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                   | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    219092387 | PA      | $52384286.34  | 2.55%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     10542000 | PA      | $10465570.50  | 0.51%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                              | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                        | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |        84320 | NS      | $1621129.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-23430.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD HKD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4314.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                 | BB PANAMA REPUBLIC REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2076312 | PA      | $2076312.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      7190000 | PA      | $1237803.44   | 0.06%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-88697.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                              | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-52083.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corp SA                                                     | Public Power Corp SA                                                                                                               | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |        40935 | NS      | $613607.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hampidjan HF                                                             | Hampidjan HF                                                                                                                       | CUSIP: 000000000<br>LEI: 25490002T5TRM5T6US82 | Long             | EC               | CORP              | IS        |       356548 | NS      | $292115.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Global Macro Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer