# EDGAR Filing Document

**Accession Number:** 0001388141
**File Stem:** 0001410368-26-032789
**Filing Date:** 2026-3
**Character Count:** 393488
**Document Hash:** e05e5be4dbe61c4349cf4e8d1562909e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032789.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-032789

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22011
- **FILM NUMBER:** 26802744

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

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

## Nport-Ex

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments

*(Showing Percentage of Total Value of Investments)*

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<br> (000)** | **Value<br> (000)** |
| **FIXED INCOME SECURITIES (84.5%)** |  |  |
| **Albania (2.7%)** |  |  |
| **Sovereign (2.7%)** |  |  |
| &nbsp;&nbsp;&nbsp;Albanian Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.70%, 1/10/28 | 1800 | $22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.90%, 1/22/30 | 75900 | 940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.05%, 2/7/32 | 43200 | 539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.30%, 7/10/27 | 114500 | 1420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/23/27 | 37000 | 459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95%, 7/22/29 | 353300 | 4545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25%, 1/26/29 - 1/23/35 | 254100 | 3302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.59%, 2/19/40 | 6100 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.13%, 7/25/34 | 17100 | 228 |
|  |  | 11537 |
| **Angola (1.0%)** |  |  |
| **Sovereign (1.0%)** |  |  |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.13%, 11/26/49 | $531 | 461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.24%, 1/15/31 | 908 | 915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.38%, 5/8/48 | 721 | 643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.88%, 10/15/35 | 2422 | 2440 |
|  |  | 4459 |
| **Armenia (3.5%)** |  |  |
| **Sovereign (3.5%)** |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Armenia Treasury Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.60%, 4/29/30 | 167855 | 456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.00%, 4/29/26 - 10/29/35 | 895573 | 2461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.25%, 4/29/28 | 786700 | 2152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.60%, 10/29/33 | 2652886 | 7581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.75%, 10/29/50 - 10/29/52 | 757312 | 2189 |
|  |  | 14839 |
| **Benin (0.3%)** |  |  |
| **Sovereign (0.3%)** |  |  |
| &nbsp;&nbsp;&nbsp;Benin Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.88%, 1/19/32 | 223 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.88%, 1/19/52 | 473 | 518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.96%, 2/13/38 | $559 | 585 |
|  |  | 1362 |
| **Brazil (1.2%)** |  |  |
| **Sovereign (1.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro |  |  |
| &nbsp;&nbsp;&nbsp;Nacional, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 5/15/35 | 6389 | 5117 |
| **Colombia (0.3%)** |  |  |
| **Corporate Bond (0.3%)** |  |  |
| &nbsp;&nbsp;&nbsp;Fideicomiso PA Costera, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25%, 1/15/34 (a) | 4979415 | 1246 |
| **Congo (0.7%)** |  |  |
| **Sovereign (0.7%)** |  |  |
| &nbsp;&nbsp;&nbsp;Congolese International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.88%, 11/7/32 | $3385 | 3159 |
| **Dominican Republic (0.2%)** |  |  |
| **Sovereign (0.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;Dominican Republic International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.25%, 9/15/35 | 49350 | 885 |
| **Egypt (5.9%)** |  |  |
| **Corporate Bond (0.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;Absa Bank Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 7/9/26 | 50000 | 967 |
| **Sovereign (5.7%)** |  |  |
| &nbsp;&nbsp;&nbsp;Egypt Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.98%, 5/20/30 | 505088 | 11120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24.46%, 10/1/27 | 587636 | 12822 |
|  |  | 23942 |
|  |  | 24909 |
| **Ethiopia (1.2%)** |  |  |
| **Sovereign (1.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;Ethiopia International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.63%, 12/11/49 (a) | $290 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.63%, 12/11/49 | 4412 | 4681 |
|  |  | 4988 |
| **Gabon (0.2%)** |  |  |
| **Sovereign (0.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;Gabon Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.63%, 2/6/31 | 410 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.50%, 2/18/29 | 420 | 396 |
|  |  | 747 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

*(Showing Percentage of Total Value of Investments)*

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<br> (000)** | **Value<br> (000)** |
| **Ghana (0.1%)** |  |  |
| **Sovereign (0.1%)** |  |  |
| &nbsp;&nbsp;&nbsp;Ghana Cocoa Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.00%, 8/30/27 - 8/28/28 | 3285 | $296 |
| &nbsp;&nbsp;&nbsp;5.00% Cash, 3.80% PIK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.80%, 2/12/30 (b) | 1952 | 148 |
| &nbsp;&nbsp;&nbsp;5.00% Cash, 4.85% PIK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.85%, 2/3/37 (b) | 938 | 61 |
| &nbsp;&nbsp;&nbsp;5.00% Cash, 5.00% PIK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.00%, 2/2/38 (b) | 1043 | 67 |
|  |  | 572 |
| **Guatemala (0.1%)** |  |  |
| **Sovereign (0.1%)** |  |  |
| &nbsp;&nbsp;&nbsp;Guatemala Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.60%, 6/13/36 | $283 | 303 |
| **Hungary (2.8%)** |  |  |
| **Sovereign (2.8%)** |  |  |
| &nbsp;&nbsp;&nbsp;Hungary Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/27/38 - 4/25/41 | 2558670 | 5308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/28/51 | 292520 | 579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/24/35 | 1869140 | 5995 |
|  |  | 11882 |
| **India (1.4%)** |  |  |
| **Sovereign (1.4%)** |  |  |
| &nbsp;&nbsp;&nbsp;India Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.24%, 8/18/55 | 261790 | 2821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.30%, 6/19/53 | 273000 | 2944 |
|  |  | 5765 |
| **Indonesia (5.7%)** |  |  |
| **Sovereign (5.7%)** |  |  |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.38%, 4/15/32 | 6661000 | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75%, 7/15/35 | 10558000 | 646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 9/15/30 - 2/15/33 | 178804000 | 11070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.13%, 6/15/38 - 6/15/43 | 44853000 | 2801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50%, 6/15/35 - 4/15/40 | 60938000 | 3903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.38%, 4/15/39 | 20000000 | 1379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.75%, 5/15/31 | 58978000 | 3967 |
|  |  | 24168 |
| **Kazakhstan (2.9%)** |  |  |
| **Sovereign (2.9%)** |  |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Kazakhstan JSC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.00%, 4/15/27 (a) | 1922000 | 3676 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government Bond - MEOKAM, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.95%, 10/9/30 | 746612 | 1517 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government Bond - MEUKAM, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/18/28 | 211334 | 335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/20/28 | 209238 | 323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.66%, 4/4/33 | 921667 | 1288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.55%, 7/28/29 | 502000 | 847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.69%, 8/23/33 | 133290 | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.00%, 5/12/31 - 2/13/35 | 2273917 | 4168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.45%, 6/5/33 | 6867 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.60%, 3/6/32 | 11275 | 21 |
|  |  | 12394 |
| **Lebanon (0.6%)** |  |  |
| **Sovereign (0.6%)** |  |  |
| &nbsp;&nbsp;&nbsp;Lebanon Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.80%, 4/14/20 (c)(d) | $725 | 213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 1/27/23 (c)(d) | 566 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.10%, 10/4/22 (c)(d) | 1310 | 384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.15%, 6/19/49 (c)(d) | 129 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.20%, 2/26/25 (c)(d) | 143 | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25%, 5/27/22 - 6/12/25 (c)(d) | 477 | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.38%, 3/9/20 (c)(d) | 637 | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.40%, 5/26/23 (c)(d) | 2275 | 669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.60%, 11/27/26 (c)(d) | 52 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.65%, 4/22/24 - 2/26/30 (c)(d) | 243 | 72 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75%, 11/29/27 (c)(d) | 84 | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.85%, 3/23/27 - 5/25/29 (c)(d) | 297 | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 12/3/24 - 3/23/32 (c)(d) | 447 | 132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.05%, 11/2/35 (c)(d) | 1 | —@ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.25%, 3/23/37 (c)(d) | 179 | 54 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

*(Showing Percentage of Total Value of Investments)*

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<br> (000)** | **Value<br> (000)** |
| **Sovereign (cont'd)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.20%, 5/17/33 (c)(d) | $1 | $—@ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.25%, 4/12/49 (c)(d) | 531 | 159 |
|  |  | 2383 |
| **Malaysia (0.9%)** |  |  |
| **Sovereign (0.9%)** |  |  |
| &nbsp;&nbsp;&nbsp;Malaysia Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.76%, 5/22/40 | 11420 | 2886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.70%, 10/15/42 | 3900 | 1091 |
|  |  | 3977 |
| **Mexico (7.7%)** |  |  |
| **Sovereign (7.7%)** |  |  |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.75%, 11/23/34 | 103015 | 5568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.00%, 11/7/47 - 7/31/53 | 178199 | 8958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.50%, 11/18/38 | 329718 | 18101 |
|  |  | 32627 |
| **Mongolia (0.2%)** |  |  |
| **Sovereign (0.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;Mongolia Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.63%, 2/25/30 (a) | $200 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.63%, 2/25/30 | 500 | 521 |
|  |  | 729 |
| **Montenegro (0.6%)** |  |  |
| **Sovereign (0.6%)** |  |  |
| &nbsp;&nbsp;&nbsp;Montenegro Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.88%, 4/1/32 | 1963 | 2395 |
| **Nigeria (0.8%)** |  |  |
| **Sovereign (0.8%)** |  |  |
| &nbsp;&nbsp;&nbsp;Nigeria Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.95%, 6/25/32 | 4060927 | 2992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.00%, 2/21/34 | 303000 | 237 |
|  |  | 3229 |
| **Paraguay (1.7%)** |  |  |
| **Sovereign (1.7%)** |  |  |
| &nbsp;&nbsp;&nbsp;Paraguay Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.90%, 2/9/31 | 9444000 | 1385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.90%, 2/9/31 (a) | 36978000 | 5422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.50%, 3/4/35 (a) | 1652000 | 244 |
|  |  | 7051 |
| **Peru (2.9%)** |  |  |
| **Sovereign (2.9%)** |  |  |
| &nbsp;&nbsp;&nbsp;Peru Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40%, 8/12/34 | 14327 | 4259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.85%, 8/12/35 | 6428 | 2056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.90%, 8/12/37 | 12368 | 3873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.60%, 8/12/39 | 6348 | 2076 |
|  |  | 12264 |
| **Poland (3.5%)** |  |  |
| **Sovereign (3.5%)** |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/25/36 | 56867 | 14833 |
| **Romania (1.7%)** |  |  |
| **Sovereign (1.7%)** |  |  |
| &nbsp;&nbsp;&nbsp;Romania Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25%, 4/28/36 | 8910 | 1717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/11/34 | 23000 | 4707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.25%, 9/29/32 | 3100 | 788 |
|  |  | 7212 |
| **Serbia (0.2%)** |  |  |
| **Sovereign (0.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;Serbia Treasury Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/20/32 | 45030 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/26/31 | 44730 | 502 |
|  |  | 949 |
| **South Africa (13.0%)** |  |  |
| **Corporate Bonds (2.5%)** |  |  |
| &nbsp;&nbsp;&nbsp;Absa Bank Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 2/19/26 - 11/5/26 | 548825 | 10596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.75%, 9/27/50 | 446700 | 182 |
|  |  | 10778 |
| **Sovereign (10.5%)** |  |  |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.00%, 1/31/30 | 17350 | 1104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.50%, 1/31/37 | 38329 | 2394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.75%, 1/31/44 | 106539 | 6498 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

*(Showing Percentage of Total Value of Investments)*

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<br> (000)** | **Value<br> (000)** |
| **Sovereign (cont'd)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.88%, 2/28/35 | 309817 | $20232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.00%, 1/31/40 | 224959 | 14276 |
|  |  | 44504 |
|  |  | 55282 |
| **Sri Lanka (2.0%)** |  |  |
| **Sovereign (2.0%)** |  |  |
| &nbsp;&nbsp;&nbsp;Sri Lanka Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.00%, 6/1/33 - 11/1/33 | 115000 | 341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.75%, 7/1/30 | 339000 | 1101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.25%, 9/15/34 | 535000 | 1671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.35%, 10/15/29 | 14000 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.00%, 10/15/28 - 10/15/30 | 1283000 | 4335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.25%, 3/15/31 | 6000 | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.50%, 12/15/32 | 311000 | 1063 |
|  |  | 8578 |
| **Supranational (0.6%)** |  |  |
| **Sovereign (0.6%)** |  |  |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50%, 4/4/34 | 132000 | 1414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.25%, 4/26/34 | 107000 | 1196 |
|  |  | 2610 |
| **Suriname (0.8%)** |  |  |
| **Sovereign (0.8%)** |  |  |
| &nbsp;&nbsp;&nbsp;Suriname Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.70%, 11/6/30 (a) | $672 | 697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.50%, 11/6/35 (a) | 2378 | 2565 |
|  |  | 3262 |
| **Tanzania, United Republic Of (0.1%)** |  |  |
| **Corporate Bond (0.1%)** |  |  |
| &nbsp;&nbsp;&nbsp;Absa Bank Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.50%, 8/2/35 | 1264000 | 558 |
| **Thailand (2.0%)** |  |  |
| **Sovereign (2.0%)** |  |  |
| &nbsp;&nbsp;&nbsp;Thailand Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.60%, 6/17/35 | 30700 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.88%, 6/17/49 | 50000 | 1328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/17/42 | 158500 | 4668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.30%, 6/17/38 | 50000 | 1775 |
|  |  | 8715 |
| **Turkey (2.1%)** |  |  |
| **Sovereign (2.1%)** |  |  |
| &nbsp;&nbsp;&nbsp;Turkiye Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.30%, 7/19/28 | 50000 | 903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.80%, 7/13/33 | 3000 | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.20%, 10/5/33 | 158599 | 3427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.70%, 9/27/34 | 104495 | 2404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30.00%, 9/12/29 | 44155 | 1003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31.08%, 11/8/28 | 3000 | 69 |
| &nbsp;&nbsp;&nbsp;Turkiye Government Bond, 1 day TRY TLREF Rate + 0.00% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37.97%, 6/16/27 (e) | 15023 | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38.39%, 6/16/27 (e) | 30046 | 712 |
|  |  | 8922 |
| **Uganda (2.3%)** |  |  |
| **Sovereign (2.3%)** |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Uganda Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.25%, 6/22/34 | 23000 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.38%, 2/3/33 | 467300 | 126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.00%, 6/18/43 | 3190400 | 839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.80%, 6/23/39 | 23231200 | 6486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.25%, 11/8/35 | 7893100 | 2293 |
|  |  | 9750 |
| **Ukraine (0.4%)** |  |  |
| **Sovereign (0.4%)** |  |  |
| &nbsp;&nbsp;&nbsp;Ukraine Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/32 (f) | $2263 | 1807 |
| **Uruguay (0.0%)‡** |  |  |
| **Sovereign (0.0%)‡** |  |  |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.40%, 5/16/45 | 5185 | 138 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

*(Showing Percentage of Total Value of Investments)*

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<br> (000)** | **Value<br> (000)** |
| **Uzbekistan (8.0%)** |  |  |
| **Corporate Bonds (4.3%)** |  |  |
| &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.20%, 4/9/26 | $1700 | $1768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.35%, 3/1/27 | 424 | 437 |
| &nbsp;&nbsp;&nbsp;Ipoteka-Bank ATIB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.50%, 10/9/28 | 10450000 | 866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.50%, 4/25/27 | 15590000 | 1337 |
| &nbsp;&nbsp;&nbsp;TBC Bank Group PLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.00%, 6/5/28 (a) | 15360000 | 1263 |
| &nbsp;&nbsp;&nbsp;Uzbek Industrial & Construction Bank ATB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.00%, 7/24/27 | 141910000 | 12482 |
|  |  | 18153 |
| **Loan Participation Notes (0.5%)** |  |  |
| &nbsp;&nbsp;&nbsp;Europe Asia Investment Finance BV, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.70%, 7/21/26 (g) | 25786585 | 2115 |
| **Sovereign (3.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;Asian Development Bank, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.50%, 6/26/28 | 7716500 | 648 |
| &nbsp;&nbsp;&nbsp;National Bank of Uzbekistan, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.88%, 7/5/27 | 14170000 | 1201 |
| &nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.50%, 2/25/28 | 42000000 | 3608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.25%, 10/12/26 | 55720000 | 4726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.63%, 5/29/27 | 40000000 | 3435 |
|  |  | 13618 |
|  |  | 33886 |
| **Venezuela (1.1%)** |  |  |
| **Sovereign (1.1%)** |  |  |
| &nbsp;&nbsp;&nbsp;Petroleos de Venezuela SA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.38%, 4/12/27 (c)(d) | $964 | 282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/12/37 (c)(d) | 414 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 5/16/24 - 10/28/49 (c)(d) | 4299 | 1301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.00%, 11/17/21 (c)(d) | 277 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.75%, 5/17/35 (c)(d) | 622 | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.75%, 2/17/22 (c)(d) | 422 | 163 |
| &nbsp;&nbsp;&nbsp;Venezuela Government International Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/9/20 (c)(d) | 246 | 81 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 3/31/38 (c)(d) | 200 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.65%, 4/21/25 (c)(d) | 523 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.75%, 10/13/19 (c)(d) | 393 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.25%, 10/13/24 (c)(d) | 1170 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.00%, 5/7/49 (c)(d) | 272 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.25%, 9/15/27 - 5/7/28 (c)(d) | 2413 | 1020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.38%, 1/13/34 (c)(d) | 60 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.75%, 10/21/26 (c)(d) | 279 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.95%, 8/5/31 (c)(d) | 224 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.75%, 8/23/22 (c)(d) | 160 | 72 |
|  |  | 4569 |
| **Zambia (1.1%)** |  |  |
| **Sovereign (1.1%)** |  |  |
| &nbsp;&nbsp;&nbsp;Zambia Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00%, 10/27/28 - 11/24/28 | 6652 | 343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.10%, 1/26/31 | 5116 | 261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.49%, 11/24/30 | 5885 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.85%, 1/26/33 | 7196 | 368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.95%, 12/22/32 | 5225 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.00%, 11/24/32 | 6896 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.19%, 1/26/36 | 12312 | 629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.50%, 11/24/35 - 12/22/35 | 13933 | 720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.79%, 1/26/41 | 5117 | 262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.99%, 10/27/40 - 11/24/40 | 12723 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.00%, 6/23/35 - 9/29/35 | 6011 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.50%, 11/25/34 | 2302 | 147 |
|  |  | 4643 |
| **TOTAL FIXED INCOME SECURITIES** (Cost $327,436) |  | 358701 |
| **SHORT-TERM INVESTMENTS (15.4%)** |  |  |
| **U.S. Treasury Security (2.2%)** |  |  |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.69%, 3/3/26 (Cost $9,301) (h) | $9330 | 9303 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

*(Showing Percentage of Total Value of Investments)*

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value<br> (000)** |
| **Investment Company (2.1%)** |  |  |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio - Institutional Class, 3.53% (Cost $8,856) (i) | 8855637 | $8856 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Face<br> Amount<br> (000)** | **Face<br> Amount<br> (000)** |  |
| **Sovereign (11.1%)** |  |  |  |
| **Albania (0.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Albanian Treasury Bill, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.35%, 1/28/27 | ALL | 77110 | 914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.70%, 3/12/26 |  | 9300 | 114 |
|  |  |  | 1028 |
| **Egypt (3.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Egypt Treasury Bill, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.20%, 6/23/26 | EGP | 73525 | 1434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.40%, 3/24/26 |  | 70500 | 1456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.50%, 3/24/26 |  | 54625 | 1128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.51%, 7/7/26 |  | 71275 | 1378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.54%, 10/27/26 |  | 172525 | 3142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.80%, 7/7/26 |  | 40725 | 787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.84%, 7/7/26 |  | 81475 | 1575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.89%, 7/7/26 |  | 20375 | 394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.90%, 6/16/26 |  | 18050 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.95%, 6/16/26 |  | 28125 | 551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.99%, 7/7/26 |  | 20375 | 394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.00%, 2/17/26 |  | 39225 | 831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.50%, 5/12/26 |  | 45475 | 911 |
|  |  |  | 14335 |
| **Nigeria (7.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Nigeria OMO Bill, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.99%, 4/7/26 | NGN | 516930 | 361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.18%, 7/7/26 |  | 310158 | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.70%, 2/17/26 |  | 206772 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.39%, 7/7/26 |  | 206772 | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.70%, 3/24/26 |  | 1120124 | 785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.71%, 5/5/26 |  | 228778 | 157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.85%, 7/10/26(e) |  | 228778 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.11%, 2/17/26 |  | 103386 | 74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.13%, 4/21/26 |  | 1120124 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.23%, 1/12/27 |  | 3898429 | 2363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.68%, 6/2/26 |  | 223310 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.72%, 1/12/27 |  | 723701 | 437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.75%, 4/21/26 |  | 293473 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.77%, 3/10/26 |  | 158000 | 112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.80%, 3/10/26 |  | 2100000 | 1484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.84%, 3/10/26 |  | 910000 | 643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.86%, 3/10/26 |  | 315000 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.90%, 4/28/26 |  | 3324060 | 2293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.91%, 5/5/26 |  | 513174 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.93%, 7/14/26 |  | 513174 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.08%, 3/24/26 |  | 3360373 | 2355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.10%, 7/7/26 |  | 213570 | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.16%, 7/28/26 |  | 513174 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.23%, 4/28/26 |  | 1371500 | 946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.29%, 7/28/26 |  | 213571 | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.34%, 2/3/26 |  | 868442 | 626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.34%, 6/23/26 |  | 133082 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.35%, 4/21/26 |  | 179611 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.42%, 5/5/26 |  | 166782 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.43%, 8/11/26 |  | 832925 | 543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.45%, 5/5/26 |  | 256587 | 176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.46%, 4/21/26 |  | 384881 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.47%, 4/21/26 |  | 526004 | 364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.48%, 4/21/26 |  | 504056 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.50%, 5/5/26 |  | 484117 | 333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.51%, 5/5/26 |  | 256587 | 176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.53%, 4/28/26 |  | 256587 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.55%, 7/28/26 |  | 213571 | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.60%, 4/28/26 |  | 384881 | 265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.66%, 6/23/26 |  | 3324059 | 2224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.83%, 4/28/26 |  | 532329 | 367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.84%, 4/21/26 |  | 256587 | 178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.84%, 5/5/26 |  | 256587 | 176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.90%, 4/21/26 |  | 207061 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.05%, 9/22/26 |  | 832925 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.06%, 5/5/26 |  | 455061 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.12%, 5/5/26 |  | 213571 | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.22%, 5/12/26 |  | 106785 | 73 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.34%, 3/17/26 |  | 103530 | 73 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.35%, 5/12/26 |  | 412244 | 282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.36%, 3/10/26 |  | 104000 | 73 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

*(Showing Percentage of Total Value of Investments)*

---

| | | | |
|:---|:---|:---|:---|
|  | **Face<br> Amount<br> (000)** | **Face<br> Amount<br> (000)** | **Value<br> (000)** |
| **Nigeria (cont'd)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.41%, 5/26/26 | NGN | 427141 | $290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.47%, 2/17/26 |  | 851727 | 612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.56%, 5/26/26 |  | 201094 | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.56%, 6/30/26 |  | 5540099 | 3692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.58%, 5/5/26 |  | 1143748 | 786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.64%, 5/19/26 |  | 1655760 | 1129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.65%, 5/26/26 |  | 150821 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.74%, 6/23/26 |  | 1371500 | 918 |
|  |  |  | 31308 |
| **Uruguay (0.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Uruguay Monetary Regulation Bill, 7.20%, 3/25/26 | UYU | 29813 | 761 |
| **Total Sovereig**n (Cost $45,773) |  |  | 47432 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $63,930) |  |  | 65591 |
| **TOTAL INVESTMENTS EXCLUDING PURCHASED OPTIONS (99.9%)** (Cost $391,366) |  |  | 424292 |
| **TOTAL PURCHASED OPTIONS OUTSTANDING (0.1%)** (Cost $567) |  |  | 358 |
| **TOTAL INVESTMENTS (100%)** (Cost $391,933)(j)(k) |  |  | 424650 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS** |  |  | (31653) |
| **NET ASSETS** |  |  | $392997 |

---

Country assignments and aggregations are based generally on third party vendor classifications and information, and may be different from the assignments and aggregations under the policies set forth in the Fund's prospectus and/or statement of additional information relating to geographic classifications.

---

| | |
|:---|:---|
| @ | Value is less than $500. |
| ‡ | Amount is less than 0.05%. |
| (a) | 144A security — Certain conditions for public sale may exist. Unless otherwise noted, these securities are deemed to be liquid. |
| (b) | Income may be paid in additional securities and/or cash at the discretion of the issuer. |
| (c) | Issuer in bankruptcy. |
| (d) | Non-income producing security; bond in default. |
| (e) | Floating or variable rate securities: The rates disclosed are as of January 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description in the Portfolio of Investments. Certain variable rate securities may not be based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description in the Portfolio of Investments. |
| (f) | Multi-step — Coupon rate changes in predetermined increments to maturity. Rate disclosed is as of January 31, 2026. Maturity date disclosed is the ultimate maturity date. |
| (g) | Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy. |
| (h) | Rate shown is the yield to maturity at January 31, 2026. |
| (i) | The Fund invests in the Institutional Class of the Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio - (the "Liquidity Fund"), an open-end management investment company managed by the Adviser. Advisory fees paid by the Fund are reduced by an amount equal to its pro-rata share of the advisory and administration fees paid by the Fund due to its investment in the Liquidity Fund. For the three months ended January 31, 2026, advisory fees paid were reduced by $4,000 relating to the Fund's investment in the Liquidity Fund. |
| (j) | Securities are available for collateral in connection with open foreign currency forward exchange contracts, futures contracts and swap agreements. |
| (k) | At January 31, 2026, the aggregate cost for federal income tax purposes approximates the aggregate cost for book purposes. The aggregate gross unrealized appreciation is approximately $54,616,000 and the aggregate gross unrealized depreciation is approximately $16,427,000, resulting in net unrealized appreciation of approximately $38,189,000. |
| JSC | Joint Stock Company. |
| PIK | Payment-in-Kind. |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

**Foreign Currency Forward Exchange Contracts:**

The Fund had the following foreign currency forward exchange contracts open at January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts<br> to Deliver<br> (000)** | **In<br> Exchange<br> For<br> (000)** | **Delivery<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Bank of America NA | 895000 | $1011 | 2/20/26 | $(13) |
| Bank of America NA | 722903 | $185 | 11/16/26 | (4) |
| Bank of America NA | $710 | 35623 | 6/24/26 | 2 |
| Bank of America NA | $211 | 3570051 | 3/25/26 | 1 |
| Bank of America NA | $672 | 367166 | 11/2/26 | (7) |
| Bank of America NA | $652 | 37405 | 5/12/26 | (19) |
| Barclays Bank PLC | 329 | 8000 | 3/18/26 | (1) |
| Barclays Bank PLC | 442 | 171600 | 3/18/26 | 6 |
| Barclays Bank PLC | 505 | 2150 | 3/18/26 | 5 |
| Barclays Bank PLC | 937 | 4000 | 3/18/26 | 12 |
| Barclays Bank PLC | 2974 | 12621 | 3/18/26 | 20 |
| Barclays Bank PLC | 21509 | 91298 | 3/18/26 | 146 |
| Barclays Bank PLC | 1156 | 4909 | 3/18/26 | 8 |
| Barclays Bank PLC | 13322 | 56377 | 2/6/26 | 73 |
| Barclays Bank PLC | 12596 | 52997 | 2/3/26 | (14) |
| Barclays Bank PLC | 12589 | 52997 | 2/10/26 | (12) |
| Barclays Bank PLC | 442000 | 1139 | 3/18/26 | (17) |
| Barclays Bank PLC | 529000 | $5824 | 3/18/26 | 89 |
| Barclays Bank PLC | 257900 | $2796 | 3/18/26 | (—@) |
| Barclays Bank PLC | 23240 | $5736 | 3/18/26 | (165) |
| Barclays Bank PLC | 19911 | 4565 | 9/2/26 | (142) |
| Barclays Bank PLC | 20466 | 4681 | 9/4/26 | (159) |
| Barclays Bank PLC | 40768 | 9361 | 9/8/26 | (271) |
| Barclays Bank PLC | 29908 | 6869 | 9/9/26 | (196) |
| Barclays Bank PLC | 8085 | 1905 | 3/18/26 | (13) |
| Barclays Bank PLC | 48969 | 11537 | 3/18/26 | (78) |
| Barclays Bank PLC | 820 | 193 | 3/18/26 | (1) |
| Barclays Bank PLC | 52997 | 12594 | 2/3/26 | 12 |
| Barclays Bank PLC | 2803 | 510 | 5/12/26 | (42) |
| Barclays Bank PLC | 22963 | $433 | 3/23/26 | (76) |
| Barclays Bank PLC | 88547 | $1636 | 3/26/26 | (323) |
| Barclays Bank PLC | 20426 | $381 | 3/26/26 | (71) |
| Barclays Bank PLC | 19393 | $438 | 2/20/26 | (2) |
| Barclays Bank PLC | $1546 | 8430 | 3/3/26 | 46 |
| Barclays Bank PLC | $265 | 4479277 | 3/25/26 | 2 |
| Barclays Bank PLC | $212 | 3580934 | 3/25/26 | 1 |
| Barclays Bank PLC | $212 | 3581199 | 3/25/26 | 1 |
| Barclays Bank PLC | $1524 | 28000 | 3/18/26 | 72 |
| Barclays Bank PLC | $659 | 2709 | 3/18/26 | 29 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

**Foreign Currency Forward Exchange Contracts: (cont'd)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts<br> to Deliver<br> (000)** | **In<br> Exchange<br> For<br> (000)** | **Delivery<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Barclays Bank PLC | $1097 | 4509 | 3/18/26 | $48 |
| Barclays Bank PLC | $561 | 2304 | 3/18/26 | 24 |
| Barclays Bank PLC | $742 | 3048 | 3/18/26 | 32 |
| Barclays Bank PLC | $730 | 3000 | 3/18/26 | 32 |
| Barclays Bank PLC | $673 | 2756 | 3/18/26 | 27 |
| Barclays Bank PLC | $508 | 2083 | 3/18/26 | 21 |
| Barclays Bank PLC | $598 | 2449 | 3/18/26 | 24 |
| Barclays Bank PLC | $995 | 4076 | 3/18/26 | 40 |
| Barclays Bank PLC | $4167 | 17049 | 3/18/26 | 163 |
| Barclays Bank PLC | $4899 | 20047 | 3/18/26 | 191 |
| Barclays Bank PLC | $5513 | 22560 | 3/18/26 | 215 |
| Barclays Bank PLC | $8155 | 33370 | 3/18/26 | 318 |
| Barclays Bank PLC | $558 | 32000 | 5/12/26 | (16) |
| Barclays Bank PLC | $2045 | 108973 | 3/26/26 | 366 |
| Barclays Bank PLC | $2882 | 159298 | 11/19/26 | 90 |
| Barclays Bank PLC | $3718 | 164663 | 2/17/26 | 27 |
| Barclays Bank PLC | $8231 | 364374 | 2/20/26 | 37 |
| Barclays Bank PLC | $458 | 20283 | 2/20/26 | 2 |
| Barclays Bank PLC | $210 | 9462 | 3/18/26 | 1 |
| BNP Paribas SA | 10901194 | $651 | 3/25/26 | 2 |
| BNP Paribas SA | 7495900 | $447 | 3/25/26 | 1 |
| BNP Paribas SA | 4041550 | $241 | 3/25/26 | —@ |
| BNP Paribas SA | 2053228 | $122 | 3/25/26 | (—@) |
| BNP Paribas SA | 300714 | $16369 | 3/18/26 | (771) |
| BNP Paribas SA | 396296 | $7069 | 5/12/26 | 357 |
| BNP Paribas SA | $460 | 2500 | 3/3/26 | 12 |
| BNP Paribas SA | $1325 | 24341 | 3/18/26 | 62 |
| BNP Paribas SA | $11423 | 209849 | 3/18/26 | 538 |
| BNP Paribas SA | $8418 | 154649 | 3/18/26 | 397 |
| BNP Paribas SA | $1573 | 90000 | 5/12/26 | (49) |
| BNP Paribas SA | $410 | 13000 | 3/18/26 | 5 |
| Citibank NA | 8105000 | $2179 | 2/20/26 | (6) |
| Citibank NA | 1151604 | $326 | 2/3/26 | 3 |
| Citibank NA | 1219225 | $342 | 2/10/26 | —@ |
| Citibank NA | 344769 | $93 | 5/13/26 | (2) |
| Citibank NA | 656054 | $186 | 4/21/26 | 5 |
| Citibank NA | 1151604 | $314 | 5/4/26 | (3) |
| Citibank NA | 1151604 | $323 | 2/3/26 | (1) |
| Citibank NA | $359 | 1954 | 3/3/26 | 10 |
| Citibank NA | $415 | 379300 | 3/18/26 | 19 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.<br> First Quarter Report - January 31, 2026 (unaudited) <br> Portfolio of Investments (cont'd)

**Foreign Currency Forward Exchange Contracts: (cont'd)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts<br> to Deliver<br> (000)** | **In<br> Exchange<br> For<br> (000)** | **Delivery<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Citibank NA | $15347 | 107775 | 3/18/26 | $176 |
| Citibank NA | $14303 | 100438 | 3/18/26 | 164 |
| Citibank NA | $7439 | 52240 | 3/18/26 | 85 |
| Citibank NA | $4212 | 16122600 | 3/18/26 | 113 |
| Citibank NA | $510 | 1898900 | 2/20/26 | 2 |
| Citibank NA | $17520 | 65541000 | 3/18/26 | 59 |
| Citibank NA | $348 | 1300000 | 3/18/26 | 1 |
| Citibank NA | $8056 | 424500 | 9/15/26 | 203 |
| Citibank NA | $892 | 14872000 | 3/25/26 | (7) |
| Citibank NA | $570 | 76687 | 2/3/27 | 1 |
| Citibank NA | $935 | 3150 | 3/18/26 | (1) |
| Citibank NA | $869 | 49862 | 5/12/26 | (25) |
| Citibank NA | $613 | 35881 | 5/12/26 | (5) |
| Citibank NA | $8695 | 272100 | 3/18/26 | (25) |
| Citibank NA | $371 | 1371292 | 2/10/26 | 14 |
| Citibank NA | $323 | 1151604 | 2/3/26 | —@ |
| Citibank NA | $323 | 1151604 | 2/3/26 | 1 |
| Citibank NA | $185 | 4931911 | 2/26/26 | 4 |
| Citibank NA | $265 | 7075279 | 3/18/26 | 6 |
| Citibank NA | $703 | 18667190 | 4/13/26 | 12 |
| Citibank NA | $267 | 7015116 | 5/8/26 | 1 |
| Citibank NA | 7015116 | $269 | 2/9/26 | (1) |
| Deutsche Bank AG | 924198 | $1817 | 2/27/26 | 1 |
| Deutsche Bank AG | $1109 | 677230 | 10/15/26 | 125 |
| Deutsche Bank AG | $1109 | 635482 | 4/17/26 | 118 |
| Deutsche Bank AG | $1331 | 761646 | 4/17/26 | 140 |
| Deutsche Bank AG | $1109 | 635925 | 4/17/26 | 119 |
| Deutsche Bank AG | $1109 | 636868 | 4/16/26 | 121 |
| Deutsche Bank AG | $674 | 386011 | 4/23/26 | 70 |
| Deutsche Bank AG | $1347 | 771349 | 4/24/26 | 138 |
| Deutsche Bank AG | $1347 | 821200 | 10/23/26 | 145 |
| Deutsche Bank AG | $2075 | 1255519 | 10/27/26 | 204 |
| Deutsche Bank AG | $762 | 450653 | 11/3/26 | 54 |
| Deutsche Bank AG | $762 | 438950 | 8/10/26 | 52 |
| Deutsche Bank AG | $763 | 438806 | 8/7/26 | 53 |
| Deutsche Bank AG | $3115 | 1664944 | 6/8/26 | 42 |
| Deutsche Bank AG | $433 | 235800 | 6/22/26 | 12 |
| Deutsche Bank AG | $956 | 499874 | 4/8/26 | 12 |
| Deutsche Bank AG | $699 | 374390 | 7/22/26 | —@ |
| Deutsche Bank AG | $1152 | 613000 | 7/27/26 | (9) |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.<br> First Quarter Report - January 31, 2026 (unaudited)<br> Portfolio of Investments (cont'd)

**Foreign Currency Forward Exchange Contracts: (cont'd)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts<br> to Deliver<br> (000)** | **In<br> Exchange<br> For<br> (000)** | **Delivery<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Deutsche Bank AG | $14511 | 248380 | 2/5/26 | $862 |
| Deutsche Bank AG | 62960 | $3678 | 2/5/26 | (219) |
| Deutsche Bank AG | 570 | $33 | 2/5/26 | (2) |
| Deutsche Bank AG | 202797 | $11848 | 2/5/26 | (704) |
| Deutsche Bank AG | 146420 | $8554 | 2/5/26 | (508) |
| Goldman Sachs International | 39674 | $7226 | 3/3/26 | (265) |
| Goldman Sachs International | 66346 | $72 | 3/18/26 | (4) |
| Goldman Sachs International | 15751829 | $4043 | 3/18/26 | (182) |
| Goldman Sachs International | 20713539 | $5317 | 3/18/26 | (239) |
| Goldman Sachs International | 16122600 | $4138 | 3/18/26 | (186) |
| Goldman Sachs International | 118170 | 4873 | 3/18/26 | 30 |
| Goldman Sachs International | 8000 | 328 | 3/18/26 | —@ |
| Goldman Sachs International | 6581 | 159598 | 3/18/26 | (40) |
| Goldman Sachs International | 3946 | 95709 | 3/18/26 | (24) |
| Goldman Sachs International | 9733 | 236037 | 3/18/26 | (60) |
| Goldman Sachs International | 7617 | 2938085 | 3/18/26 | 57 |
| Goldman Sachs International | 446 | 171618 | 3/18/26 | 2 |
| Goldman Sachs International | 964 | 370500 | 3/18/26 | 3 |
| Goldman Sachs International | 2903 | $3448 | 2/6/26 | 6 |
| Goldman Sachs International | 545314 | 1414 | 3/18/26 | (11) |
| Goldman Sachs International | 184151106 | $11042 | 3/25/26 | 80 |
| Goldman Sachs International | 2783027 | $165 | 3/25/26 | (—@) |
| Goldman Sachs International | 1857079 | $110 | 3/25/26 | (—@) |
| Goldman Sachs International | 5358038 | $319 | 3/25/26 | —@ |
| Goldman Sachs International | 97792000 | $5776 | 3/25/26 | (45) |
| Goldman Sachs International | 72273809 | $4275 | 3/25/26 | (28) |
| Goldman Sachs International | 73869 | $4172 | 2/20/26 | (49) |
| Goldman Sachs International | 8400 | 1641 | 3/18/26 | (1) |
| Goldman Sachs International | $28792 | 158073 | 3/3/26 | 1055 |
| Goldman Sachs International | $5445 | 29896 | 3/3/26 | 200 |
| Goldman Sachs International | $1507 | 1383891 | 3/18/26 | 76 |
| Goldman Sachs International | $7459 | 6850494 | 3/18/26 | 378 |
| Goldman Sachs International | $752 | 5280 | 3/18/26 | 9 |
| Goldman Sachs International | $486 | 1893150 | 3/18/26 | 22 |
| Goldman Sachs International | $3569 | 13903486 | 3/18/26 | 160 |
| Goldman Sachs International | $340 | 1262160 | 3/18/26 | (1) |
| Goldman Sachs International | $550 | 27092 | 3/11/26 | 13 |
| Goldman Sachs International | $695 | 35259 | 7/7/26 | 7 |
| Goldman Sachs International | $8102 | 135111289 | 3/25/26 | (59) |
| Goldman Sachs International | $3360 | 56039943 | 3/25/26 | (24) |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.<br> First Quarter Report - January 31, 2026 (unaudited)<br> Portfolio of Investments (cont'd)

**Foreign Currency Forward Exchange Contracts: (cont'd)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts<br> to Deliver<br> (000)** | **In<br> Exchange<br> For<br> (000)** | **Delivery<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Goldman Sachs International | $159 | 2688749 | 3/25/26 | $1 |
| Goldman Sachs International | $307 | 5188140 | 3/25/26 | 2 |
| Goldman Sachs International | $2910 | 1509821 | 3/9/26 | 45 |
| Goldman Sachs International | $560 | 2305 | 3/18/26 | 25 |
| Goldman Sachs International | $658 | 2711 | 3/18/26 | 30 |
| Goldman Sachs International | $1096 | 4512 | 3/18/26 | 50 |
| Goldman Sachs International | $741 | 3050 | 3/18/26 | 34 |
| Goldman Sachs International | $508 | 2082 | 3/18/26 | 21 |
| Goldman Sachs International | $597 | 2448 | 3/18/26 | 24 |
| Goldman Sachs International | $994 | 4075 | 3/18/26 | 41 |
| Goldman Sachs International | $672 | 2755 | 3/18/26 | 27 |
| Goldman Sachs International | $1275 | 74558 | 5/12/26 | (12) |
| Goldman Sachs International | $572 | 17800 | 3/18/26 | (4) |
| Goldman Sachs International | $4617 | 146000 | 7/8/26 | 65 |
| Goldman Sachs International | $265 | 7015116 | 2/9/26 | 5 |
| Goldman Sachs International | $131 | 3492984 | 3/12/26 | 3 |
| Goldman Sachs International | $291 | 4800 | 3/18/26 | 5 |
| HSBC Bank PLC | $1057 | 95424 | 3/18/26 | (23) |
| HSBC Bank PLC | $3214 | 290094 | 3/18/26 | (69) |
| HSBC Bank PLC | $31600 | 2852490 | 3/18/26 | (677) |
| HSBC Bank PLC | $1542 | 140000 | 3/18/26 | (24) |
| HSBC Bank PLC | $866 | 38269 | 2/12/26 | 8 |
| HSBC Bank PLC | $653 | 28831 | 2/12/26 | 5 |
| HSBC Bank PLC | $43 | 1906 | 2/12/26 | —@ |
| HSBC Bank PLC | $433 | 19066 | 2/12/26 | 3 |
| JPMorgan Chase Bank NA | 1547 | 592864 | 2/10/26 | 7 |
| JPMorgan Chase Bank NA | 4936 | 1887510 | 3/18/26 | (15) |
| JPMorgan Chase Bank NA | 524 | 2803 | 5/12/26 | 25 |
| JPMorgan Chase Bank NA | 4080 | 20886 | 3/18/26 | 3 |
| JPMorgan Chase Bank NA | 527 | 2699 | 3/18/26 | —@ |
| JPMorgan Chase Bank NA | 977 | 5000 | 3/18/26 | 1 |
| JPMorgan Chase Bank NA | 4605 | $1363 | 3/18/26 | (2) |
| JPMorgan Chase Bank NA | 9556 | $2829 | 3/18/26 | (5) |
| JPMorgan Chase Bank NA | 27146 | $8035 | 3/18/26 | (14) |
| JPMorgan Chase Bank NA | 4200 | $1248 | 2/20/26 | 2 |
| JPMorgan Chase Bank NA | 14890 | 2909 | 3/18/26 | (2) |
| JPMorgan Chase Bank NA | $2502 | 123039 | 3/18/26 | 50 |
| JPMorgan Chase Bank NA | $2 | 121 | 4/21/26 | —@ |
| JPMorgan Chase Bank NA | $3502 | 1802434 | 2/17/26 | 54 |
| JPMorgan Chase Bank NA | $138 | 529927 | 9/28/26 | 6 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.<br> First Quarter Report - January 31, 2026 (unaudited)<br> Portfolio of Investments (cont'd)

**Foreign Currency Forward Exchange Contracts: (cont'd)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts<br> to Deliver<br> (000)** | **In<br> Exchange<br> For<br> (000)** | **Delivery<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| JPMorgan Chase Bank NA | $3979 | 13441 | 3/18/26 | $7 |
| JPMorgan Chase Bank NA | $1751 | 5914 | 3/18/26 | 3 |
| JPMorgan Chase Bank NA | $2155 | 106293 | 7/28/26 | (7) |
| JPMorgan Chase Bank NA | $186 | 4923417 | 4/22/26 | 3 |
| JPMorgan Chase Bank NA | $191 | 5076909 | 4/22/26 | 3 |
| Standard Chartered Bank | 806 | $958 | 2/6/26 | 3 |
| Standard Chartered Bank | 8635900 | $514 | 3/25/26 | —@ |
| Standard Chartered Bank | 17900 | $986 | 3/18/26 | (34) |
| Standard Chartered Bank | 1900 | 450 | 3/18/26 | (1) |
| Standard Chartered Bank | 156500 | $4996 | 3/18/26 | 8 |
| Standard Chartered Bank | 661735 | $185 | 4/16/26 | 2 |
| Standard Chartered Bank | 1321616 | $371 | 4/16/26 | 4 |
| Standard Chartered Bank | 995382 | $278 | 4/17/26 | 2 |
| Standard Chartered Bank | 1325323 | $371 | 4/17/26 | 4 |
| Standard Chartered Bank | 683978 | $185 | 10/20/26 | 4 |
| Standard Chartered Bank | 688612 | $185 | 10/23/26 | 3 |
| Standard Chartered Bank | 667295 | $185 | 4/22/26 | 1 |
| Standard Chartered Bank | 689539 | $185 | 10/21/26 | 3 |
| Standard Chartered Bank | 681197 | $185 | 7/24/26 | 1 |
| Standard Chartered Bank | 679344 | $185 | 7/28/26 | 2 |
| Standard Chartered Bank | 1380931 | $371 | 11/3/26 | 7 |
| Standard Chartered Bank | 1002333 | $278 | 5/4/26 | 2 |
| Standard Chartered Bank | 667295 | $185 | 5/4/26 | 2 |
| Standard Chartered Bank | 345233 | $93 | 11/6/26 | 2 |
| Standard Chartered Bank | 692690 | $185 | 11/10/26 | 3 |
| Standard Chartered Bank | 692319 | $185 | 11/10/26 | 3 |
| Standard Chartered Bank | 696026 | $185 | 11/12/26 | 2 |
| Standard Chartered Bank | 353111 | $93 | 11/13/26 | (—@) |
| Standard Chartered Bank | $106 | 1789172 | 3/25/26 | 1 |
| Standard Chartered Bank | $986 | 17900 | 3/18/26 | 34 |
| Standard Chartered Bank | $6673 | 383000 | 5/12/26 | (186) |
| Standard Chartered Bank | $518 | 30290 | 5/12/26 | (5) |
| Standard Chartered Bank | $335 | 1239488 | 4/17/26 | 9 |
| Standard Chartered Bank | $185 | 4916193 | 4/13/26 | 3 |
| Standard Chartered Bank | $54 | 1056 | 2/2/26 | (—@) |
| Standard Chartered Bank | 53000 | $3070 | 3/18/26 | (201) |
| State Street Bank and Trust Co. | 4725 | $5552 | 2/6/26 | (50) |
| State Street Bank and Trust Co. | 429 | $521 | 1/25/27 | 5 |
| State Street Bank and Trust Co. | 251700 | $4469 | 5/12/26 | 206 |
| State Street Bank and Trust Co. | 85000 | $1523 | 5/12/26 | 83 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. <br> First Quarter Report - January 31, 2026 (unaudited)<br> Portfolio of Investments (cont'd)

**Foreign Currency Forward Exchange Contracts: (cont'd)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts<br> to Deliver<br> (000)** | **In<br> Exchange<br> For<br> (000)** | **Delivery<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| State Street Bank and Trust Co. | $821 | 700 | 2/6/26 | $8 |
| State Street Bank and Trust Co. | $925 | 17000 | 3/18/26 | 44 |
| State Street Bank and Trust Co. | $1386 | 5677 | 3/18/26 | 56 |
| State Street Bank and Trust Co. | $1833 | 7512 | 3/18/26 | 74 |
| State Street Bank and Trust Co. | $1629 | 6675 | 3/18/26 | 66 |
| State Street Bank and Trust Co. | $2712 | 11111 | 3/18/26 | 109 |
| State Street Bank and Trust Co. | $993 | 3351 | 3/18/26 | —@ |
| UBS AG | 27220 | $4967 | 3/3/26 | (173) |
| UBS AG | 20411 | $3747 | 3/3/26 | (107) |
| UBS AG | 40430 | $5816 | 2/24/26 | 1 |
| UBS AG | 56800 | 2335 | 3/18/26 | 6 |
| UBS AG | 947 | 363880 | 3/18/26 | 3 |
| UBS AG | 446 | 171618 | 3/18/26 | 2 |
| UBS AG | 450 | 172770 | 3/18/26 | 1 |
| UBS AG | 542 | 208231 | 3/18/26 | 1 |
| UBS AG | 4563 | $5347 | 2/6/26 | (63) |
| UBS AG | 1924 | $2255 | 2/6/26 | (26) |
| UBS AG | 78 | $91 | 2/6/26 | (1) |
| UBS AG | 3719 | $4357 | 2/6/26 | (51) |
| UBS AG | 678 | $794 | 2/6/26 | (9) |
| UBS AG | 9575 | $11220 | 2/6/26 | (131) |
| UBS AG | 158 | $186 | 2/6/26 | (2) |
| UBS AG | 11345 | $13294 | 2/6/26 | (156) |
| UBS AG | 1896 | $2253 | 2/6/26 | 6 |
| UBS AG | 1857942 | $110 | 3/25/26 | (—@) |
| UBS AG | 32131 | $1806 | 2/20/26 | (30) |
| UBS AG | 17200 | 4073 | 3/18/26 | (2) |
| UBS AG | 46443 | $1460 | 3/18/26 | (21) |
| UBS AG | 69030 | $2170 | 3/18/26 | (31) |
| UBS AG | $364 | 310 | 2/6/26 | 4 |
| UBS AG | $197 | 168 | 2/6/26 | 2 |
| UBS AG | $19167 | 16357 | 2/6/26 | 225 |
| UBS AG | $41083 | 35060 | 2/6/26 | 481 |
| UBS AG | $6836 | 5834 | 2/6/26 | 80 |
| UBS AG | $584 | 498 | 2/6/26 | 7 |
| UBS AG | $1353 | 1147 | 2/6/26 | 7 |
| UBS AG | $106 | 1793876 | 3/25/26 | 1 |
| UBS AG | $25395 | 808012 | 3/18/26 | 359 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.<br> First Quarter Report - January 31, 2026 (unaudited)<br> Portfolio of Investments (cont'd)

**Foreign Currency Forward Exchange Contracts: (cont'd)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts<br> to Deliver<br> (000)** | **In<br> Exchange<br> For<br> (000)** | **Delivery<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| UBS AG | $448 | 22963 | 3/23/26 | $61 |
| UBS AG | 72400 | $4401 | 3/18/26 | (67) |
|  |  |  |  | $3964 |

---

**Call Options Purchased:**

The Fund had the following call options purchased open at January 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Description** | **Strike<br> Price** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional<br> Amount<br> (000)** | **Value<br> (000)** | **Premiums<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| BNP Paribas SA | USD/INR | INR91.00 | Feb–26 | 7652000 | $7652 | $83 | $15 | $68 |
| JPMorgan Chase Bank NA | USD/INR | INR91.00 | Feb–26 | 1400000 | 1400 | 16 | 4 | 12 |
| Barclays Bank PLC | USD/COP | COP4,000.00 | Feb–26 | 3940000 | 3940 | 3 | 38 | (35) |
| Barclays Bank PLC | USD/COP | COP4,000.00 | Feb–26 | 4570000 | 4570 | 5 | 51 | (46) |
|  |  |  |  |  |  | $107 | $108 | $(1) |

---

**Put Options Purchased:**

The Fund had the following put options purchased open at January 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Description** | **Strike<br> Price** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional<br> Amount<br> (000)** | **Value<br> (000)** | **Premiums<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Standard Chartered Bank | USD/CNH | CNH6.95 | Apr–26 | 12000000 | $12000 | $61 | $56 | $5 |
| BNP Paribas SA | USD/CNH | CNH6.95 | Apr–26 | 24060000 | 24060 | 131 | 126 | 5 |
| JPMorgan Chase Bank NA | USD/INR | INR85.50 | Jan–29 | 9800000 | 9800 | 27 | 80 | (53) |
| JPMorgan Chase Bank NA | USD/INR | INR85.50 | Jan–29 | 11200000 | 11200 | 32 | 95 | (63) |
| Citibank NA | USD/INR | INR87.00 | Feb–26 | 2900000 | 2900 | —@ | 16 | (16) |
| Citibank NA | USD/INR | INR87.00 | Feb–26 | 2400000 | 2400 | —@ | 15 | (15) |
| Citibank NA | USD/INR | INR87.00 | Feb–26 | 2500000 | 2500 | —@ | 16 | (16) |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. <br> First Quarter Report - January 31, 2026 (unaudited)<br> Portfolio of Investments (cont'd)

**Put Options Purchased: (cont'd)**

The Fund had the following put options purchased open at January 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Description** | **Strike<br> Price** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional<br> Amount<br> (000)** | **Value<br> (000)** | **Premiums<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| JPMorgan Chase Bank NA | USD/INR | INR87.00 | Feb–26 | 2700000 | $2700 | $—@ | $17 | $(17) |
| Standard Chartered Bank | USD/INR | INR87.00 | Feb–26 | 5640000 | 5640 | —@ | 38 | (38) |
|  |  |  |  |  |  | $251 | $459 | $(208) |

---

**Call Options Written:**

The Fund had the following call options written open at January 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Description** | **Strike<br> Price** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional<br> Amount<br> (000)** | **Value<br> (000)** | **Premiums<br> Received<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Barclays Bank PLC | USD/BRL | BRL7.00 | Jul–14 | 6303000 | $6303 | $(164) | $(424) | $260 |
| Citibank NA | USD/INR | INR91.00 | Feb–09 | 2400000 | 2400 | (22) | (11) | (11) |
| Citibank NA | USD/INR | INR91.00 | Feb–05 | 2900000 | 2900 | (25) | (12) | (13) |
| Citibank NA | USD/INR | INR91.00 | Feb–10 | 2500000 | 2500 | (24) | (11) | (13) |
| JPMorgan Chase Bank NA | USD/INR | INR91.00 | Feb–10 | 2700000 | 2700 | (26) | (12) | (14) |
| Standard Chartered Bank | USD/INR | INR91.00 | Feb–24 | 5640000 | 5640 | (63) | (21) | (42) |
|  |  |  |  |  |  | $(324) | $(491) | $167 |

---

**Put Options Written:**

The Fund had the following put options written open at January 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Description** | **Strike<br> Price** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional<br> Amount<br> (000)** | **Value<br> (000)** | **Premiums<br> Received<br> (000)** | **Unrealized<br> Appreciation<br> (000)** |
| Citibank NA | USD/INR | INR84.50 | Feb–26 | 2900000 | $2900 | $—@ | $(4) | $4 |
| Citibank NA | USD/INR | INR84.50 | Feb–26 | 2400000 | 2400 | —@ | (4) | 4 |
| Citibank NA | USD/INR | INR84.50 | Feb–26 | 2500000 | 2500 | —@ | (4) | 4 |
| JPMorgan Chase Bank NA | USD/INR | INR84.50 | Feb–26 | 2700000 | 2700 | —@ | (4) | 4 |
| Standard Chartered Bank | USD/INR | INR84.50 | Feb–26 | 5640000 | 5640 | —@ | (9) | 9 |
| BNP Paribas SA | USD/KRW | KRW1,310.00 | Feb–26 | 8060000 | 8060 | —@ | (66) | 66 |
|  |  |  |  |  |  | $—@ | $(91) | $91 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.<br> First Quarter Report - January 31, 2026 (unaudited) <br> Portfolio of Investments (cont'd)

**Futures Contracts:**

The Fund had the following futures contracts open at January 31, 2026:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount<br> (000)** | **Value<br> (000)** | **Unrealized<br> Appreciation<br> (000)** |
| **Short:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Euro-Buxl 30 yr. Bond Index (Germany) | 2 | Mar-26 | (200) | $(260) | $4 |
| &nbsp;&nbsp;&nbsp;German Euro-Bobl Index (Germany) | 21 | Mar-26 | (2100) | (2903) |  |
| &nbsp;&nbsp;&nbsp;German Euro-Bund Index (Germany) | 1 | Mar-26 | (100) | (152) | —@ |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Long Bond Index (United States) | 7 | Mar-26 | $(700) | (806) | 12 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 5 yr. Note (United States) | 51 | Mar-26 | (5100) | (5555) | 36 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 10 yr. Note (United States) | 54 | Mar-26 | (5400) | (6039) | 74 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 10 yr. Ultra Note (United States) | 4 | Mar-26 | (400) | (457) | 7 |
|  |  |  |  |  | $133 |

---

**Centrally Cleared Interest Rate Swap Agreements:**

The Fund had the following centrally cleared interest rate swap agreements open at January 31, 2026:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Floating<br> Rate<br> Index** | **Pay/<br> Receive<br> Floating<br> Rate** | **Fixed<br> Rate** | **Payment<br> Frequency<br> Paid/<br> Received** | **Maturity<br> Date** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value<br> (000)** | **Upfront<br> Payment<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Morgan Stanley & Co. LLC | 1 Month TIIE | Pay | 6.93% | Monthly/Monthly | 12/15/27 | MXN | 285000 | $(24) | $– $| (24) |
| Morgan Stanley & Co. LLC | 1 Month TIIE | Pay | 7.30 | Monthly/Monthly | 12/9/27 |  | 300300 | 91 | – | 91 |
| Morgan Stanley & Co. LLC | 3 Month KLIBOR | Receive | 3.53 | Quarterly/Quarterly | 3/18/31 | MYR | 4700 | (—@) | – | (—@) |
| Morgan Stanley & Co. LLC | 3 Month KLIBOR | Receive | 3.52 | Maturity/Quarterly | 3/18/31 |  | 11000 | —@ | – | —@ |
| Goldman Sachs International | 3 Month KLIBOR | Pay | 3.09 | Quarterly/Quarterly | 9/17/30 |  | 5730 | (26) | – | (26) |
| Morgan Stanley & Co. LLC | 3 Month KLIBOR | Pay | 3.18 | Quarterly/Quarterly | 9/17/30 |  | 10100 | (35) | – | (35) |
| Morgan Stanley & Co. LLC | 3 Month KLIBOR | Pay | 3.18 | Quarterly/Quarterly | 9/17/30 |  | 28000 | (95) | – | (95) |
| Morgan Stanley & Co. LLC | 3 Month KLIBOR | Pay | 3.18 | Quarterly/Quarterly | 12/17/30 |  | 11000 | (41) | – | (41) |
| Morgan Stanley & Co. LLC | 3 Month KLIBOR | Pay | 3.33 | Quarterly/Quarterly | 12/17/30 |  | 6200 | (12) | – | (12) |
| Morgan Stanley & Co. LLC | 3 Month KLIBOR | Pay | 3.37 | Quarterly/Quarterly | 3/18/31 |  | 3800 | (7) | – | (7) |
| Morgan Stanley & Co. LLC | 3 Month KLIBOR | Pay | 3.40 | Quarterly/Quarterly | 3/18/31 |  | 6900 | (10) | – | (10) |
| BNP Paribas Suisse SA | 3 Month KLIBOR | Pay | 3.48 | Quarterly/Quarterly | 6/18/30 |  | 105420 | 18 | – | 18 |
| JPMorgan Chase Bank NA | 3 Month KLIBOR | Pay | 3.68 | Quarterly/Quarterly | 6/19/29 |  | 45400 | 102 | – | 102 |
| Morgan Stanley & Co. LLC | 3 Month KSDA | Pay | 2.32 | Quarterly/Quarterly | 9/17/27 | KRW | 19421000 | (168) | – | (168) |
| Morgan Stanley & Co. LLC | 3 Month KSDA | Pay | 2.33 | Quarterly/Quarterly | 6/18/27 |  | 36378000 | (252) | – | (252) |
| Morgan Stanley & Co. LLC | 3 Month WIBOR | Receive | 4.61 | Annual/Quarterly | 9/9/32 | PLN | 81200 | (68) | – | (68) |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.<br> First Quarter Report - January 31, 2026 (unaudited)<br> Portfolio of Investments (cont'd)

**Centrally Cleared Interest Rate Swap Agreements: (cont'd)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Floating<br> Rate<br> Index** | **Pay/<br> Receive<br> Floating<br> Rate** | **Fixed<br> Rate** | **Payment<br> Frequency<br> Paid/<br> Received** | **Maturity<br> Date** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value<br> (000)** | **Upfront<br> Payment<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Morgan Stanley & Co. LLC | 3 Month WIBOR | Receive | 4.49% | Annual/Quarterly | 8/12/32 |  | 18919 | $(6) | $– $| (6) |
| Morgan Stanley & Co. LLC | 3 Month WIBOR | Receive | 4.36 | Annual/Quarterly | 9/17/26 |  | 96590 | (408) | – | (408) |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 5.97 | Semi-Annual/Annual | 3/18/31 | HUF | 565100 | (—@) | – | (—@) |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.33 | Semi-Annual/Annual | 12/17/30 |  | 571665 | 24 | – | 24 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.33 | Semi-Annual/Annual | 12/17/30 |  | 571665 | 24 | – | 24 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.33 | Semi-Annual/Annual | 12/17/30 |  | 571665 | 25 | – | 25 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.36 | Semi-Annual/Annual | 12/17/30 |  | 483716 | 23 | – | 23 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.68 | Semi-Annual/Annual | 12/17/35 |  | 465584 | 33 | – | 33 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.70 | Semi-Annual/Annual | 12/17/35 |  | 111233 | 8 | – | 8 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.70 | Semi-Annual/Annual | 12/17/35 |  | 111233 | 9 | – | 9 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.73 | Semi-Annual/Annual | 12/17/35 |  | 300000 | 25 | – | 25 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.73 | Semi-Annual/Annual | 12/17/35 |  | 300000 | 25 | – | 25 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.87 | Semi-Annual/Annual | 12/18/34 |  | 914000 | 110 | – | 110 |
| Morgan Stanley & Co. LLC | 6 Month BIBOR | Pay | 6.92 | Semi-Annual/Annual | 6/19/29 |  | 99867 | 20 | – | 20 |
| Morgan Stanley & Co. LLC | 6 Month CLICP | Pay | 4.72 | Semi-Annual/Semi-Annual | 3/18/31 | CLP | 711000 | (—@) | – | (—@) |
| Morgan Stanley & Co. LLC | 6 Month CLICP | Pay | 4.75 | Semi-Annual/Semi-Annual | 6/18/30 |  | 5150000 | 26 | – | 26 |
| Morgan Stanley & Co. LLC | 6 Month CLICP | Pay | 4.79 | Semi-Annual/Semi-Annual | 6/21/29 |  | 2750000 | 25 | – | 25 |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 3.49 | Semi-Annual/Annual | 6/18/30 | CZK | 32140 | 21 | – | 21 |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 3.66 | Semi-Annual/Annual | 9/17/30 |  | 49170 | 9 | – | 9 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

**Centrally Cleared Interest Rate Swap Agreements: (cont'd)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Floating<br> Rate <br> Index** | **Pay/<br> Receive<br> Floating<br> Rate** | **Fixed <br> Rate** | **Payment<br> Frequency <br> Paid/ <br> Received** | **Maturity<br> Date** | **Notional <br> Amount<br> (000)** | **Notional <br> Amount<br> (000)** | **Value<br> (000)** | **Upfront<br> Payment<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 3.76% | Semi-Annual/Annual | 9/18/29 |  | 259000 | $126 | $– $| 126 |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 3.83 | Semi-Annual/Annual | 3/18/31 |  | 19400 | 9 | – | 9 |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 3.85 | Semi-Annual/Annual | 12/17/30 |  | 23820 | 13 | – | 13 |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 3.96 | Semi-Annual/Annual | 9/20/33 |  | 49943 | 32 | – | 32 |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 3.96 | Semi-Annual/Annual | 9/20/33 |  | 20700 | 13 | – | 13 |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 4.15 | Semi-Annual/Annual | 9/20/28 |  | 37900 | 39 | – | 39 |
| Morgan Stanley & Co. LLC | 6 Month PRIBOR | Pay | 4.33 | Semi-Annual/Annual | 12/20/33 |  | 30 | —@ | – | —@ |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 4.34 | Annual/Semi-Annual | 6/18/35 | PLN | 15735 | (145) | – | (145) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 4.31 | Annual/Semi-Annual | 6/18/35 |  | 3054 | (26) | – | (26) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 4.31 | Annual/Semi-Annual | 12/17/35 |  | 1500 | (3) | – | (3) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 4.31 | Annual/Semi-Annual | 12/17/35 |  | 2492 | (5) | – | (5) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 4.30 | Annual/Semi-Annual | 12/17/35 |  | 1400 | (3) | – | (3) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 4.28 | Annual/Semi-Annual | 12/17/35 |  | 519 | (1) | – | (1) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 4.26 | Annual/Semi-Annual | 12/17/35 |  | 519 | (—@) | – | (—@) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 3.90 | Annual/Semi-Annual | 12/17/30 |  | 2878 | (4) | – | (4) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 3.88 | Annual/Semi-Annual | 12/17/30 |  | 2878 | (3) | – | (3) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 3.87 | Annual/Semi-Annual | 12/17/30 |  | 2878 | (2) | – | (2) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Receive | 3.87 | Annual/Semi-Annual | 12/17/30 |  | 2878 | (2) | – | (2) |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Pay | 4.38 | Semi-Annual/Annual | 12/17/35 |  | 10800 | 38 | – | 38 |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Pay | 4.59 | Semi-Annual/Annual | 8/12/32 |  | 18919 | 15 | – | 15 |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Pay | 4.71 | Semi-Annual/Annual | 9/9/32 |  | 81200 | 104 | – | 104 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

**Centrally Cleared Interest Rate Swap Agreements: (cont'd)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Floating<br> Rate <br> Index** | **Pay/<br> Receive<br> Floating<br> Rate** | **Fixed <br> Rate** | **Payment<br> Frequency <br> Paid/ <br> Received** | **Maturity<br> Date** | **Notional <br> Amount<br> (000)** | **Notional <br> Amount<br> (000)** | **Value<br> (000)** | **Upfront<br> Payment<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Pay | 5.02% | Semi-Annual/Annual | 9/18/29 |  | 7600 | $99 | $– $| 99 |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Pay | 5.16 | Semi-Annual/Annual | 6/21/28 |  | 17000 | 295 | – | 295 |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Pay | 5.26 | Semi-Annual/Annual | 6/12/28 |  | 40000 | 726 | – | 726 |
| Morgan Stanley & Co. LLC | 6 Month WIBOR | Pay | 5.42 | Semi-Annual/Annual | 6/19/29 |  | 13500 | 317 | – | 317 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 9.70 | Maturity/Maturity | 1/4/27 | BRL | 20700 | (422) | – | (422) |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 9.88 | Maturity/Maturity | 1/4/27 |  | 15600 | (295) | – | (295) |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 10.78 | Maturity/Maturity | 1/4/27 |  | 7060 | (91) | – | (91) |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 11.65 | Maturity/Maturity | 1/4/27 |  | 6800 | (58) | – | (58) |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 12.75 | Maturity/Maturity | 1/2/29 |  | 6200 | (16) | – | (16) |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 12.96 | Maturity/Maturity | 1/2/29 |  | 28700 | 37 | – | 37 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 12.97 | Maturity/Maturity | 1/2/31 |  | 6694 | 2 | – | 2 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 13.02 | Maturity/Maturity | 1/2/29 |  | 10040 | (1) | – | (1) |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 13.03 | Maturity/Maturity | 1/2/31 |  | 8000 | 6 | – | 6 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 13.18 | Maturity/Maturity | 1/2/29 |  | 18380 | 18 | – | 18 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 13.20 | Maturity/Maturity | 1/2/29 |  | 13712 | 20 | – | 20 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 13.30 | Maturity/Maturity | 1/2/31 |  | 4982 | 11 | – | 11 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 13.51 | Maturity/Maturity | 1/2/29 |  | 13456 | 38 | – | 38 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 14.78 | Maturity/Maturity | 1/4/27 |  | 16670 | 41 | – | 41 |
| Morgan Stanley & Co. LLC | BRL-CDI | Pay | 15.23 | Maturity/Maturity | 1/4/27 |  | 16500 | 79 | – | 79 |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.39 | Quarterly/Quarterly | 6/18/30 | CNY | 25942 | (35) | – | (35) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.44 | Quarterly/Quarterly | 3/19/30 |  | 15550 | (15) | – | (15) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.46 | Quarterly/Quarterly | 3/19/30 |  | 12650 | (11) | – | (11) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.46 | Quarterly/Quarterly | 9/17/30 |  | 20210 | (21) | – | (21) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.48 | Quarterly/Quarterly | 6/18/30 |  | 17350 | (14) | – | (14) |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

**Centrally Cleared Interest Rate Swap Agreements: (cont'd)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Floating<br> Rate <br> Index** | **Pay/<br> Receive<br> Floating<br> Rate** | **Fixed <br> Rate** | **Payment<br> Frequency <br> Paid/ <br> Received** | **Maturity<br> Date** | **Notional <br> Amount<br> (000)** | **Notional <br> Amount<br> (000)** | **Value<br> (000)** | **Upfront<br> Payment<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.48% | Quarterly/Quarterly | 9/17/30 |  | 23940 | $(22) | $– $| (22) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.50 | Quarterly/Quarterly | 3/19/30 |  | 24200 | (14) | – | (14) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.56 | Quarterly/Quarterly | 9/17/30 |  | 14400 | (6) | – | (6) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.57 | Quarterly/Quarterly | 12/17/30 |  | 9460 | (4) | – | (4) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.58 | Quarterly/Quarterly | 12/17/30 |  | 4990 | (2) | – | (2) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.59 | Quarterly/Quarterly | 12/17/30 |  | 5600 | (2) | – | (2) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.59 | Quarterly/Quarterly | 12/17/30 |  | 126600 | (37) | – | (37) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.61 | Quarterly/Quarterly | 9/17/30 |  | 20750 | (1) | – | (1) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.62 | Quarterly/Quarterly | 3/18/31 |  | 12000 | (2) | – | (2) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.63 | Quarterly/Quarterly | 3/18/31 |  | 84400 | (8) | – | (8) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.63 | Quarterly/Quarterly | 3/18/31 |  | 14200 | (1) | – | (1) |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.64 | Quarterly/Quarterly | 12/17/30 |  | 10448 | —@ | – | —@ |
| Morgan Stanley & Co. LLC | CNRR | Pay | 1.73 | Quarterly/Quarterly | 12/18/29 |  | 9000 | 7 | – | 7 |
| Morgan Stanley & Co. LLC | CNRR | Pay | 2.03 | Quarterly/Quarterly | 9/18/29 |  | 14100 | 33 | – | 33 |
| Morgan Stanley & Co. LLC | CNRR | Pay | 2.12 | Quarterly/Quarterly | 6/19/29 |  | 13600 | 36 | – | 36 |
| Morgan Stanley & Co. LLC | CNRR | Pay | 2.39 | Quarterly/Quarterly | 12/20/28 |  | 17330 | 58 | – | 58 |
| Morgan Stanley & Co. LLC | CNRR | Pay | 2.42 | Quarterly/Quarterly | 12/21/27 |  | 134000 | 317 | – | 317 |
| Morgan Stanley & Co. LLC | CNRR | Pay | 2.44 | Quarterly/Quarterly | 12/20/28 |  | 89100 | 318 | – | 318 |
| Morgan Stanley & Co. LLC | CNRR | Pay | 2.48 | Quarterly/Quarterly | 9/20/28 |  | 14400 | 50 | – | 50 |
| Morgan Stanley & Co. LLC | CPIBR | Receive | 8.80 | Quarterly/Quarterly | 12/17/30 | COP | 2883000 | 61 | – | 61 |
| Morgan Stanley & Co. LLC | CPIBR | Receive | 8.80 | Quarterly/Quarterly | 12/17/30 |  | 2189000 | 46 | – | 46 |
| Morgan Stanley & Co. LLC | CPIBR | Pay | 10.39 | Quarterly/Quarterly | 3/18/36 |  | 15190000 | (133) | – | (133) |
| Morgan Stanley & Co. LLC | CPIBR | Pay | 10.45 | Quarterly/Quarterly | 3/18/31 |  | 38000000 | (189) | – | (189) |
| Morgan Stanley & Co. LLC | CPIBR | Pay | 10.64 | Quarterly/Quarterly | 3/18/36 |  | 1310000 | (6) | – | (6) |
| Morgan Stanley & Co. LLC | MIBOR | Receive | 6.02 | Semi-Annual/Semi-Annual | 3/18/31 | INR | 314300 | 25 | – | 25 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

**Centrally Cleared Interest Rate Swap Agreements: (cont'd)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Floating<br> Rate <br> Index** | **Pay/<br> Receive<br> Floating<br> Rate** | **Fixed <br> Rate** | **Payment<br> Frequency <br> Paid/ <br> Received** | **Maturity<br> Date** | **Notional <br> Amount<br> (000)** | **Notional <br> Amount<br> (000)** | **Value<br> (000)** | **Upfront<br> Payment<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.66% | Semi-Annual/Semi-Annual | 9/17/30 |  | 215300 | $(39) | $– $| (39) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.69 | Semi-Annual/Semi-Annual | 9/17/30 |  | 280000 | (50) | – | (50) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.71 | Semi-Annual/Semi-Annual | 9/17/30 |  | 785000 | (132) | – | (132) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.77 | Semi-Annual/Semi-Annual | 9/17/30 |  | 200000 | (28) | – | (28) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.91 | Semi-Annual/Semi-Annual | 12/18/29 |  | 400000 | (15) | – | (15) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.93 | Semi-Annual/Semi-Annual | 3/18/31 |  | 233010 | (28) | – | (28) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.94 | Semi-Annual/Semi-Annual | 12/18/29 |  | 600000 | (17) | – | (17) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.95 | Semi-Annual/Semi-Annual | 6/18/30 |  | 390000 | (19) | – | (19) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 5.98 | Semi-Annual/Semi-Annual | 3/18/31 |  | 250000 | (23) | – | (23) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 6.01 | Semi-Annual/Semi-Annual | 12/18/29 |  | 334000 | (—@) | – | (—@) |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 6.03 | Semi-Annual/Semi-Annual | 12/18/29 |  | 430000 | 3 | – | 3 |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 6.07 | Semi-Annual/Semi-Annual | 3/19/30 |  | 110500 | 3 | – | 3 |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 6.26 | Semi-Annual/Semi-Annual | 3/20/29 |  | 970400 | 127 | – | 127 |
| Morgan Stanley & Co. LLC | MIBOR | Pay | 6.28 | Semi-Annual/Semi-Annual | 12/18/29 |  | 312000 | 32 | – | 32 |
| Morgan Stanley & Co. LLC | THOR | Receive | 1.41 | Quarterly/Quarterly | 3/18/31 | THB | 55780 | 8 | – | 8 |
| Morgan Stanley & Co. LLC | THOR | Receive | 1.41 | Quarterly/Quarterly | 3/18/31 |  | 30841 | 4 | – | 4 |
| Morgan Stanley & Co. LLC | THOR | Receive | 1.41 | Quarterly/Quarterly | 3/18/31 |  | 27280 | 4 | – | 4 |
| Morgan Stanley & Co. LLC | THOR | Pay | 1.26 | Quarterly/Quarterly | 9/17/30 |  | 158000 | (41) | – | (41) |
| Morgan Stanley & Co. LLC | THOR | Pay | 1.38 | Quarterly/Quarterly | 3/18/31 |  | 40580 | (7) | – | (7) |
| Morgan Stanley & Co. LLC | THOR | Pay | 1.41 | Quarterly/Quarterly | 6/18/30 |  | 25220 | (—@) | – | (—@) |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

**Centrally Cleared Interest Rate Swap Agreements: (cont'd)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Floating<br> Rate <br> Index** | **Pay/<br> Receive<br> Floating<br> Rate** | **Fixed <br> Rate** | **Payment<br> Frequency <br> Paid/ <br> Received** | **Maturity<br> Date** | **Notional <br> Amount<br> (000)** | **Value<br> (000)** | **Upfront<br> Payment<br> Paid<br> (000)** | **Unrealized<br> Appreciation<br> (Depreciation)<br> (000)** |
| Morgan Stanley & Co. LLC | THOR | Pay | 1.47% | Quarterly/Quarterly | 3/18/31 | 25340 | $(1) | $— | $(1) |
| Morgan Stanley & Co. LLC | THOR | Pay | 2.68 | Quarterly/Quarterly | 6/21/33 | 120000 | 277 |  | 277 |
| Morgan Stanley & Co. LLC | THOR | Pay | 2.70 | Quarterly/Quarterly | 6/19/34 | 68480 | 164 |  | 164 |
|  |  |  |  |  |  |  | $1117 | $— | $1117 |

---

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report - January 31, 2026 (unaudited)

Portfolio of Investments (cont'd)

---

| | |
|:---|:---|
| @ | Value is less than $500. |
| BIBOR | Bangkok Interbank Offered Rate. |
| JIBAR | Johannesburg Interbank Agreed Rate. |
| KLIBOR | Kuala Lumpur Interbank Offered Rate. |
| KSDA | Korea Securities Dealers Association. |
| MIBOR | Mumbai Interbank Offered Rate. |
| PIBOR | Prague Interbank Offered Rate. |
| THOR | Thai Overnight Repurchase Rate. |
| TIIE | Interbank Equilibrium Interest Rate. |
| WIBOR | Warsaw Interbank Offered Rate. |
| ALL | — Albanian Lek |
| AMD | — Armenian Dram |
| BRL | — Brazilian Real |
| CLP | — Chilean Peso |
| CNH | — Chinese Yuan Renminbi Offshore |
| CNY | — Chinese Yuan Renminbi |
| COP | — Colombian Peso |
| CZK | — Czech Koruna |
| DOP | — Dominican Peso |
| EGP | — Egyptian Pound |
| EUR | — Euro |
| GHS | — Ghanaian Cedi |
| HUF | — Hungarian Forint |
| IDR | — Indonesian Rupiah |
| INR | — Indian Rupee |
| KES | — Kenyan Shilling |
| KRW | — South Korean Won |
| KZT | — Kazakhstan Tenge |
| LKR | — Sri Lankan Rupee |
| MNT | — Mongolian Tugrik |
| MXN | — Mexican Peso |
| MYR | — Malaysian Ringgit |
| NGN | — Nigerian Naira |
| PEN | — Peruvian Nuevo Sol |
| PHP | — Philippine Peso |
| PLN | — Polish Zloty |
| PYG | — Paraguay Guarani |
| RON | — Romanian New Leu |
| RSD | — Serbia Dinar |
| THB | — Thai Baht |
| TRY | — Turkish Lira |
| TWD | — Taiwan Dollar |
| TZS | — Tanzanian Schilling |
| UGX | — Ugandan shilling |
| USD | — United States Dollar |
| UYU | — Uruguay Peso |
| UZS | — Uzbekistan Som |
| VND | — Viet Nam Dong |
| ZAR | — South African Rand |
| ZMW | — Zambian Kwacha |

---

**Portfolio Composition** 

---

| | | |
|:---|:---|:---|
| **Classification** | **Percentage of<br> Total Investments** |  |
| Sovereign | 76.5 | % |
| Short-Term Investments | 15.5 |  |
| Corporate Bonds | 7.5 |  |
| Other\* | 0.5 |  |
| Total Investments | 100.0 | %\*\* |

---

\* Industries and/or investment types representing less than 5% of total investments.

\*\* Does not include open futures contracts with a value of approximately $16,172,000 and net unrealized appreciation of approximately $133,000. Does not include open foreign currency forward exchange contracts with net unrealized appreciation of approximately $3,964,000. Also does not include open swap agreements with net unrealized appreciation of approximately $1,117,000.

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report — January 31, 2026 (unaudited)

Notes to the Portfolio of Investments

**Security Valuation:** (1) Fixed income securities may be valued by an outside pricing service/vendor approved by the Fund's Board of Directors ("the Directors"). The pricing service/vendor may employ a pricing model that takes into account, among other things, bids, yield spreads and/or other market data and specific security characteristics. If Morgan Stanley Investment Management Inc. (the "Adviser") or Morgan Stanley Investment Management Limited ("MSIM Limited")(the "Sub-Adviser"), each a wholly-owned subsidiary of Morgan Stanley, determines that the price provided by the outside pricing service/vendor does not reflect the security's fair value or the pricing service/vendor or exchange is unable to provide a price, prices from reputable brokers/dealers may also be utilized. In these circumstances, the value of the security will be the mean of bid and asked prices obtained from reputable brokers/dealers; (2) when market quotations are not readily available, as defined by Rule 2a-5 under the Act, including circumstances under which the Adviser or the Sub-Adviser determines that the closing price, last sale price or the mean between the last reported bid and asked prices are not reflective of a security's market value, portfolio securities are valued at their fair value as determined in good faith under procedures approved by and under the general supervision of the Directors. Each business day, the Fund uses a third-party pricing service approved by the Directors to assist with the valuation of foreign equity securities. Events occurring after the close of trading on foreign exchanges may result in adjustments to the valuation of foreign securities to reflect market trading that occurs after the close of the applicable foreign markets of comparable securities or other instruments that have a strong correlation to the fair-valued securities to more accurately reflect their fair value as of the close of regular trading on the NYSE; (3) listed options are valued at the last reported sales price on the exchange on which they are listed (or at the exchange official closing price if such exchange reports an official closing price). If an official closing price or last reported sales price is unavailable, the listed option should be fair valued at the mean between its latest bid and ask prices. Unlisted options are valued at the mean between their latest bid and ask prices from a broker/dealer or valued by a pricing service/vendor; (4) futures are valued at the settlement price on the exchange on which they trade or, if a settlement price is unavailable, at the last sale price on the exchange; (5) over-the-counter ("OTC") swaps may be valued by an outside pricing service approved by the Directors or quotes from a broker/dealer. Swaps cleared on a clearinghouse or exchange may be valued using the closing price provided by the clearinghouse or exchange; (6) foreign exchange transactions ("spot contracts") and foreign exchange forward contracts ("forward contracts") are valued daily using an independent pricing vendor at the spot and forward rates, respectively, as of the close of the NYSE; and (7) investments in mutual funds, including the Morgan Stanley Institutional Liquidity Funds, are valued at the net asset value ("NAV") as of the close of each business day.

In connection with Rule 2a-5 of the Act, the Directors have designated the Fund's Adviser as its valuation designee. The valuation designee has responsibility for determining fair value and to make the actual calculations pursuant to the fair valuation methodologies previously approved by the Directors. Under procedures approved by the Directors, the Fund's Adviser, as valuation designee, has formed a Valuation Committee whose members are approved by the Directors. The Valuation Committee provides administration and oversight of the Fund's valuation policies and procedures, which are reviewed at least annually by the Directors. These procedures allow the Fund to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value.

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report — January 31, 2026 (unaudited)

Notes to the Portfolio of Investments (cont'd)

**Fair Value Measurement:** Financial Accounting Standards Board ("FASB") ASC 820, "Fair Value Measurement" ("ASC 820"), defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. ASC 820 establishes a three-tier hierarchy to distinguish between (1) inputs that reflect the assumptions market participants would use in valuing an asset or liability developed based on market data obtained from sources independent of the reporting entity (observable inputs); and (2) inputs that reflect the reporting entity's own assumptions about the assumptions market participants would use in valuing an asset or liability developed based on the best information available in the circumstances (unobservable inputs) and to establish classification of fair value measurements for disclosure purposes. Various inputs are used in determining the value of the Fund's investments. The inputs are summarized in the three broad levels listed below:

● Level 1 – unadjusted quoted prices in active markets for identical investments

● Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

● Level 3 – significant unobservable inputs including the Fund's own assumptions in determining the fair value of investments. Factors considered in making this determination may include, but are not limited to, information obtained by contacting the issuer, analysts, or the appropriate stock exchange (for exchange-traded securities), analysis of the issuer's financial statements or other available documents and, if necessary, available information concerning other securities in similar circumstances.

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities and the determination of the significance of a particular input to the fair value measurement in its entirety requires judgment and considers factors specific to each security.

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report — January 31, 2026 (unaudited)

Notes to the Portfolio of Investments (cont'd)

The following is a summary of the inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investment Type** | **Level 1<br> Unadjusted<br> quoted<br> prices<br> (000)** | **Level 2<br> Other<br> significant<br> observable<br> inputs<br> (000)** | **Level 3<br> Significant<br> unobservable<br> inputs<br> (000)** | **Total<br> (000)** |
| **Assets:** |  |  |  | |
| **Fixed Income Securities** | **Fixed Income Securities** | **Fixed Income Securities** | **Fixed Income Securities** | **Fixed Income Securities** |
| &nbsp;&nbsp;&nbsp;Corporate Bonds | $— | $31702 | $— | $31702 |
| &nbsp;&nbsp;&nbsp;Loan Participation Notes |  |  | 2115 | 2115 |
| &nbsp;&nbsp;&nbsp;Sovereign |  | 324884 |  | 324884 |
| **Total Fixed Income Securities** | **—** | **356586** | **2115** | **358701** |
| **Call Options Purchased** |  | 107 |  | 107 |
| **Put Options Purchased** |  | 251 |  | 251 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Securities |  | 9303 |  | 9303 |
| &nbsp;&nbsp;&nbsp;Investment Company | 8856 |  |  | 8856 |
| &nbsp;&nbsp;&nbsp;Sovereign |  | 47432 |  | 47432 |
| **Total Short-Term Investments** | **8856** | **56735** | **—** | **65591** |
| **Foreign Currency Forward Exchange Contracts** |  | 11363 |  | 11363 |
| **Futures Contracts** | 133 |  |  | 133 |
| **Centrally Cleared Interest Rate Swap Agreements** |  | 4269 |  | 4269 |
| **Total Assets** | **8989** | **429311** | **2115** | **440415** |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| **Call Options Written** |  | (324) |  | (324) |
| **Put Options Written** |  |  |  |  |
| **Foreign Currency Forward Exchange Contracts** |  | (7399) |  | (7399) |
| **Centrally Cleared Interest Rate Swap Agreements** |  | (3152 |  | (3152 |
| **Total Liabilities** | **—** | **(10875** | **—** | **(10875** |
| **Total** | $**8989** | $**418436** | $**2115** | $**429540** |

---

---

| | |
|:---|:---|
| @ | Value is less than $500. |

---

Transfers between investment levels may occur as the markets fluctuate and/or the availability of data used in an investment's valuation changes.

Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.

First Quarter Report — January 31, 2026 (unaudited)

Notes to the Portfolio of Investments (cont'd)

Following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value:

---

| | |
|:---|:---|
|  | **Fixed<br> Income<br> (000)** |
| **Beginning Balance** | $2152 |
| &nbsp;&nbsp;&nbsp;Purchases |  |
| &nbsp;&nbsp;&nbsp;Sales |  |
| &nbsp;&nbsp;&nbsp;Transfers in |  |
| &nbsp;&nbsp;&nbsp;Transfers out |  |
| &nbsp;&nbsp;&nbsp;Corporate actions |  |
| &nbsp;&nbsp;&nbsp;Change in unrealized appreciation (depreciation) | (37) |
| &nbsp;&nbsp;&nbsp;Realized gains (losses) |  |
| Ending Balance | $2115 |
| Net change in unrealized appreciation (depreciation) from investments still held as of January 31, 2026 | $(37) |

---

The following table presents additional information about valuation techniques and inputs used for investments that are measured at fair value and categorized within Level 3 as of January 31, 2026:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Fair Value at<br> January 31, 2026<br> (000)** | **Valuation<br> Technique** | **Unobservable<br> Input** | **Weighted Average** | **Impact to<br> Valuation from an<br> Increase in Input\*** |
| Fixed Income | $2115 | Matrix Pricing | Adjusted Credit Spread to<br> the Central Bank of Uzbekistan<br> Quoted Policy Rate | 4.94% | Decrease |

---

\* Represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs could result in significantly higher or lower fair value measurements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 1585 Broadway

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $451034280.37

**Total Liabilities:** $57974001.90

**Net Assets:** $393060278.47

**Cash Not Reported:** $8955275.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -62.26000000 | **1-Year:** -570.05000000 | **5-Year:** -755.46000000 | **10-Year:** -850.98000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1032.54000000 | **1-Year:** -6421.39000000 | **5-Year:** -9737.65000000 | **10-Year:** -5766.35000000 | **30-Year:** -619.19000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.79%                | 0.61%                | 7.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $29566.40                | $5476630.57                                |
| Month 2  | $3668275.29              | $3580796.37                                |
| Month 3  | $4095557.71              | $5020659.47                                |

**Designated Index Information**

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

- **Index Identifier:** JPMGBIEMGDI

### Schedule of Portfolio Investments

| Name                                     | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                   | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $60756.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $365932.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-76008.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-323010.27   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-70737.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-41816.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $357008.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $205943.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $24829.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $83337.06     | 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      | $-141769.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-159008.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-270841.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-196469.85   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |            1 | NC      | $-48701.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |            1 | NC      | $-186467.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $-24672.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |            1 | NC      | $-18622.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |            1 | NC      | $-16388.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |            1 | NC      | $-4966.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |            1 | NC      | $-12007.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $-5013.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1952.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4418.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2266.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $3535.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4453.16      | 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      | $124701.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $117877.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $139655.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $118733.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $120980.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $3364.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $845.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $3028.14      | 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      | $69936.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1189.93      | 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      | $138061.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $145067.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1851.03      | 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      | $204233.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MNT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $5564.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $6753.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2749.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2177.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1706.76      | 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      | $53964.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1770.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $5356.29      | 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      | $52300.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $3175.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $3272.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $503.00       | 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      | $52587.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2407.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-108.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2018.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4428.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $13908.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $4145.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $1054928.20   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $199512.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-264769.21   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $8633.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $10441.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $175562.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $163611.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |            1 | NC      | $-22635.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |            1 | NC      | $-68813.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $85097.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |            1 | NC      | $-676642.31   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $4867.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |            1 | NC      | $-40292.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-10511.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $29833.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $56632.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |            1 | NC      | $-24162.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |            1 | NC      | $-59589.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $12471.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $46144.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |            1 | NC      | $359353.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-20654.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-30700.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-200524.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $89739.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $8711.00      | 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      | $25425.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $29896.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $49764.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $33643.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $13472.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |            1 | NC      | $4791.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-6525.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $-58506.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $-24266.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $79742.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $28658.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $47703.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $24372.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $32250.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $31934.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $55879.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $73939.55     | 0.02%             |  |  |  | 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      | $65704.74     | 0.02%             |  |  |  | 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      | $109369.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |            1 | NC      | $862262.56    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-218570.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-1977.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-704018.31   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-508303.18   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $76359.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3660.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $377994.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $27140.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $20511.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $24117.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $40145.02     | 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      | $41613.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $20741.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $24388.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $40596.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $27445.45     | 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      | $45022.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $162531.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $191110.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $215062.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $318113.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |            1 | NC      | $-24127.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $275.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |            1 | NC      | $43616.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $71645.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-771361.38   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |            1 | NC      | $62436.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |            1 | NC      | $538283.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |            1 | NC      | $396688.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $203016.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-181695.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-238927.83   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-185971.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $21837.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $160374.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $1797.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $2846.43      | 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      | $49867.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2392.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-4964.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-14102.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |            1 | NC      | $6982.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-12944.20    | -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      | $20206.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $146163.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $7858.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-78397.23    | -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      | $-1312.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |            1 | NC      | $-24735.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-34329.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PE        |            1 | NC      | $300.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |            1 | NC      | $2678.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $6496.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |            1 | NC      | $19403.24     | 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      | $34248.98     | 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      | $11568.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-338.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-299.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-224.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $112524.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $7465.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-495.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $8394.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $11984.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $537.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-172547.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $150.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $25.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $6480.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $152.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |            1 | NC      | $-4279.04     | -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      | $11521.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $4260.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-62633.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-26412.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $2304.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1067.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $224510.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-51037.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $481213.27    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $80072.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $6841.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-9300.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-131423.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-2175.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-155719.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |            1 | NC      | $65226.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-770.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-144.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $7861.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |            1 | NC      | $2807.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $4872.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |            1 | NC      | $710.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |            1 | NC      | $692.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $1723.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $1403.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |            1 | NC      | $12469.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $27460.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $-1029.07     | -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      | $4816.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $304.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |            1 | NC      | $1298.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $1077.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $1316.73      | 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      | $-1242.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-16929.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $2663.43      | 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      | $0.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-29920.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-45251.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-1300.17     | -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      | $-49084.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-6481.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $1518.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $2117.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-27560.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $1978.38      | 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      | $53657.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-66809.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $5710.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-2236.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $89121.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-12689.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-107313.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $569.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-164768.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7731.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $2849.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $3225.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $2455.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $37385.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1989.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $2081.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $59256.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-2432.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $3412.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $440.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $816.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $1175.36      | 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      | $73181.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $157.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $4901.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $509.28       | 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      | $-49838.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $2542.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $6964.95      | 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      | $-14222.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |            1 | NC      | $6792.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $1881.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $1975.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $872.59       | 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      | $-9352.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $2642.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $5652.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $1208.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $1482.02      | 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      | $4995.09      | 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      | $2832.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |            1 | NC      | $-6797.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-28.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $772.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD VND                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1167.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED ZMW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $-205.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       290000 | PA      | $307661.00    | 0.08%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA COSTERA                   | Fideicomiso PA Costera                                                                                                                     | CUSIP: 31574FAB3<br>LEI: 5493002XQPJWQYQDVX07 | Long             | DBT              | CORP              | CO        |   4979414974 | PA      | $1245900.97   | 0.32%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1922000000 | PA      | $3675662.07   | 0.94%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $208348.03    | 0.05%             | 2030-02-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  36978000000 | PA      | $5422104.22   | 1.38%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1652000000 | PA      | $244407.55    | 0.06%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       672000 | PA      | $696360.00    | 0.18%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2378000 | PA      | $2565172.38   | 0.65%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      9330000 | PA      | $9302811.45   | 2.37%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      5185314 | PA      | $138070.10    | 0.04%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie B                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      6389000 | PA      | $5127579.57   | 1.30%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1478000 | PA      | $639382.80    | 0.16%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |        60000 | PA      | $26106.00     | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWAP STATE STREET BANK BOC               | SWAP STATE STREET BANK BOC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -320000 | NS      | $-320000.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds   | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       144000 | PA      | $42268.46     | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       179000 | PA      | $53436.11     | 0.01%             | 2037-03-23      | 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        |  25786585000 | PA      | $2114995.40   | 0.54%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         1000 | PA      | $294.75       | 0.00%             | 2024-12-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                 | Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio                                                               | CUSIP: 61747C525<br>LEI: 549300OJY9IZ31SGS926 | Long             | STIV             | RF                | US        |      8855637 | NS      | $8855637.02   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nigeria OMO Bill                         | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    228778000 | PA      | $151938.05    | 0.04%             | 2026-07-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                     | SWAP BNP PARIBAS BOC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -480000 | NS      | $-480000.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP CITIBANK BOC                        | SWAP CITIBANK BOC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -1150975 | NS      | $-1150975.05  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP DEUTSCHE BANK BOC                   | SWAP DEUTSCHE BANK BOC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -800000 | NS      | $-800000.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP GOLDMAN SACHS BOC                   | SWAP GOLDMAN SACHS BOC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -1500000 | NS      | $-1500000.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP JP MORGAN BOC                       | SWAP JP MORGAN BOC                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -240000 | NS      | $-240000.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBCD2G9 IRS CNY R F  2.41520 II4158990221101 CCPNDF / Short: SMIBCD2G9 IRS CNY P V 00MCNRR II1754630221101 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    134000000 | OU      | $317426.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC2U4Y9 IRS PLN R F  5.26100 II8535980230607 CCPVANILLA / Short: SMIC2U4Y9 IRS PLN P V 06MWIBOR II0989910230607 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40000000 | OU      | $415437.10    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3H6U3 IRS CZK R F  3.95500 II0979030230613 CCPVANILLA / Short: SMIC3H6U3 IRS CZK P V 06MPRIBO II1030750230613 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49943085 | OU      | $27518.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3MUR2 IRS PLN R F  5.16100 II9099980230614 CCPVANILLA / Short: SMIC3MUR2 IRS PLN P V 06MWIBOR II0634960230614 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17000000 | OU      | $167392.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3N8R5 IRS THB R F  2.68100 II8882140230614 CCPNDFOIS / Short: SMIC3N8R5 IRS THB P V 00MTHOR II7343900230614 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000000 | OU      | $270371.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICA0VP5 IRS CZK R F  4.15000 II9561050230802 CCPVANILLA / Short: SMICA0VP5 IRS CZK P V 06MPRIBO II5816920230802 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     37900000 | OU      | $34609.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICA0V83 IRS CZK R F  3.96000 II0125270230802 CCPVANILLA / Short: SMICA0V83 IRS CZK P V 06MPRIBO II3012340230802 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20700000 | OU      | $11744.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICA0SC8 IRS CNY R F  2.47900 II1769110230802 CCPNDF / Short: SMICA0SC8 IRS CNY P V 00MCNRR II4755710230802 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14400000 | OU      | $49581.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICLB3M7 IRS CZK R F  4.33000 II5201470231012 CCPVANILLA / Short: SMICLB3M7 IRS CZK P V 06MPRIBO II7300180231012 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |        30000 | OU      | $52.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICNN3T4 IRS CNY R F  2.44000 II9341860231030 CCPNDF / Short: SMICNN3T4 IRS CNY P V 00MCNRR II5115910231030 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     89100000 | OU      | $317797.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICS5EB5 IRS CNY R F  2.39250 II0415680231122 CCPNDF / Short: SMICS5EB5 IRS CNY P V 00MCNRR II9872020231122 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17330000 | OU      | $58469.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMICXCRW4 IRS BRL R F  9.69500 II8293490240102 CCPNDFPREDISWA / Short: SMICXCRW4 IRS BRL P V 00MBRCDI II4717140240102 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     20700000 | OU      | $-422401.54   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMID0D3N2 IRS BRL R F  9.88250 II9865320240123 CCPNDFPREDISWA / Short: SMID0D3N2 IRS BRL P V 00MBRCDI II7570960240123 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15600000 | OU      | $-294883.06   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMID6Q3V9 IRS CLP R F  4.78500 II2941390240312 CCPNDFCAMARAPR / Short: SMID6Q3V9 IRS CLP P V 06MCLICP II9908410240312 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2750000000 | OU      | $24732.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID6N7M2 IRS INR R F  6.25600 II8975710240312 CCPNDFOIS / Short: SMID6N7M2 IRS INR P V 00MMIBOR II0474720240312 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    970400000 | OU      | $127096.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID88R41 IRS CNY R F  2.12250 II3842900240320 CCPNDF / Short: SMID88R41 IRS CNY P V 00MCNRR II1315000240320 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13600000 | OU      | $36526.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDAWFA4 IRS THB R F  2.69500 II2598940240409 CCPNDFOIS / Short: SMIDAWFA4 IRS THB P V 00MTHOR II2022370240409 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68480000 | OU      | $160192.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBS3T4 IRS PLN R F  5.42250 II0312810240416 CCPVANILLA / Short: SMIDBS3T4 IRS PLN P V 06MWIBOR II9702840240416 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13500000 | OU      | $208979.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDC7RT3 IRS HUF R F  6.92000 II8222640240418 CCPVANILLA / Short: SMIDC7RT3 IRS HUF P V 06MBUBOR II3322430240418 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99867000 | OU      | $9330.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDF5EE1 IRS BRL R F 10.77500 II2314850240508 CCPNDFPREDISWA / Short: SMIDF5EE1 IRS BRL P V 00MBRCDI II4303920240508 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7060000 | OU      | $-91418.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDJYME5 IRS PLN R F  5.02000 II3258760240603 CCPVANILLA / Short: SMIDJYME5 IRS PLN P V 06MWIBOR II3732740240603 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7600000 | OU      | $94481.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDK1X29 IRS CNY R F  2.02800 II7080430240604 CCPNDF / Short: SMIDK1X29 IRS CNY P V 00MCNRR II2621000240604 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14100000 | OU      | $32805.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | Long: BMIDKJ7G8 IRS MYR R F  3.67500 II6615320240606 NDF / Short: BMIDKJ7G8 IRS MYR P V 03MKLIBO II2537390240606 NDF                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |     45400000 | OU      | $95806.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDPXG31 IRS CZK R F  3.76250 II3853300240709 CCPVANILLA / Short: SMIDPXG31 IRS CZK P V 06MPRIBR II7227720240709 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    259000000 | OU      | $111887.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDS1J19 IRS BRL R F 11.65000 II7295340240723 CCPNDFPREDISWA / Short: SMIDS1J19 IRS BRL P V 00MBRCDI II7033010240723 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6800000 | OU      | $-58251.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDWWQV2 IRS CNY R F  1.72500 II5220990240904 CCPNDF / Short: SMIDWWQV2 IRS CNY P V 00MCNRR II6033860240904 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9000000 | OU      | $6587.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDXRZ91 IRS INR R F  5.91250 II7818740240911 CCPNDFOIS / Short: SMIDXRZ91 IRS INR P V 00MMIBOR II4342060240911 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000000 | OU      | $-14578.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDZXVP4 IRS INR R F  5.93600 II0490560240926 CCPNDFOIS / Short: SMIDZXVP4 IRS INR P V 00MMIBOR II4554010240926 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000000 | OU      | $-16500.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE0UJG0 IRS INR R F  6.02550 II9392750241003 CCPNDFOIS / Short: SMIE0UJG0 IRS INR P V 00MMIBOR II3658910241003 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    430000000 | OU      | $2823.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE40BJ4 IRS HUF R F  6.86500 II7821710241028 CCPVANILLA / Short: SMIE40BJ4 IRS HUF P V 06MBUBOR II1554170241028 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    914000000 | OU      | $108682.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIE45WJ0 IRS BRL R F 12.74500 II2392350241029 CCPNDFPREDISWA / Short: SMIE45WJ0 IRS BRL P V 00MBRCDI II0971360241029 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6200000 | OU      | $-15756.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE4XCV4 IRS INR R F  6.28000 II9991010241105 CCPNDFOIS / Short: SMIE4XCV4 IRS INR P V 00MMIBOR II1935740241105 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    312000000 | OU      | $32274.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE8NW57 IRS INR R F  6.00500 II7882860241204 CCPNDFOIS / Short: SMIE8NW57 IRS INR P V 00MMIBOR II0778150241204 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    334000000 | OU      | $-412.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE9ZXF6 IRS CNY R F  1.43500 II8453150241213 CCPNDF / Short: SMIE9ZXF6 IRS CNY P V 00MCNRR II6011370241213 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15550000 | OU      | $-15441.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEDMUQ9 IRS BRL R F 15.23000 II6200730250114 CCPNDFPREDISWA / Short: SMIEDMUQ9 IRS BRL P V 00MBRCDI II5662540250114 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16500000 | OU      | $78567.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEFTDM0 IRS INR R F  6.07300 II0630370250129 CCPNDFOIS / Short: SMIEFTDM0 IRS INR P V 00MMIBOR II1191710250129 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110500000 | OU      | $2910.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEGKYP8 IRS CNY R F  1.45800 II2954630250205 CCPNDF / Short: SMIEGKYP8 IRS CNY P V 00MCNRR II6910860250205 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12650000 | OU      | $-10844.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHH9N7 IRS CNY R F  1.50200 II1320420250212 CCPNDF / Short: SMIEHH9N7 IRS CNY P V 00MCNRR II3167640250212 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     24200000 | OU      | $-14463.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIELEXV4 IRS INR R F  5.95300 II8621940250305 CCPNDFOIS / Short: SMIELEXV4 IRS INR P V 00MMIBOR II0565860250305 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    390000000 | OU      | $-19383.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIELK0W4 IRS BRL R F 14.78250 II2608560250305 CCPNDFPREDISWA / Short: SMIELK0W4 IRS BRL P V 00MBRCDI II0278900250305 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16670000 | OU      | $41181.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                    | Long: BMIELUM08 IRS MYR R F  3.48000 II5028990250307 NDF / Short: BMIELUM08 IRS MYR P V 03MKLIBO II2546860250307 NDF                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |    105420000 | OU      | $9282.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQQRF4 IRS THB R F  1.40630 II6436970250403 CCPNDFOIS / Short: SMIEQQRF4 IRS THB P V 00MTHOR II8581460250403 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25220000 | OU      | $-343.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIESGWB7 IRS PLN R V 06MWIBOR II1995750250414 CCPVANILLA / Short: BMIESGWB7 IRS PLN P F  4.33500 II2443260250414 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15734800 | OU      | $-48558.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEUBRP0 IRS PLN R V 06MWIBOR II6015360250428 CCPVANILLA / Short: BMIEUBRP0 IRS PLN P F  4.30978 II3283260250428 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3054300 | OU      | $-7734.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEV0FN1 IRS BRL R F 13.51000 II9621590250502 CCPNDFPREDISWA / Short: SMIEV0FN1 IRS BRL P V 00MBRCDI II0762140250502 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13456000 | OU      | $37971.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEV7Z87 IRS CNY R F  1.39300 II1390310250506 CCPNDF / Short: SMIEV7Z87 IRS CNY P V 00MCNRR II5793480250506 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25942000 | OU      | $-35455.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEVPXL0 IRS CLP R F  4.75000 II2149700250508 CCPNDFCAMARAPR / Short: SMIEVPXL0 IRS CLP P V 06MCLICP II8112760250508 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5150000000 | OU      | $25793.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEWEFW0 IRS CZK R F  3.49200 II8229490250514 CCPVANILLA / Short: SMIEWEFW0 IRS CZK P V 06MPRIBR II4486710250514 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32140000 | OU      | $-5546.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZ9392 IRS CNY R F  1.48250 II4988280250603 CCPNDF / Short: SMIEZ9392 IRS CNY P V 00MCNRR II8564590250603 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17350000 | OU      | $-14032.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJKF7 IRS KRW R F  2.32750 II7827590250604 CCPVANILLA / Short: SMIEZJKF7 IRS KRW P V 03MKSDA II5238280250604 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  36378000000 | OU      | $-237440.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0ES40 IRS KRW R F  2.32450 II8092810250610 CCPVANILLA / Short: SMIF0ES40 IRS KRW P V 03MKSDA II6010840250610 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19421000000 | OU      | $-160250.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF4EMT7 IRS BRL R F 13.02000 II9227630250701 CCPNDFPREDISWA / Short: SMIF4EMT7 IRS BRL P V 00MBRCDI II9010570250701 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10040000 | OU      | $-1184.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J3A8 IRS MYR R F  3.17500 II4143670250702 CCPNDF / Short: SMIF4J3A8 IRS MYR P V 03MKLIBO II3085590250702 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10100000 | OU      | $-34904.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J5K4 IRS INR R F  5.69000 II2829210250702 CCPNDFOIS / Short: SMIF4J5K4 IRS INR P V 00MMIBOR II2442720250702 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000000 | OU      | $-49648.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J1P7 IRS CNY R F  1.46400 II2893220250702 CCPNDF / Short: SMIF4J1P7 IRS CNY P V 00MCNRR II8026840250702 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20210000 | OU      | $-20900.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF5H246 IRS BRL R F 13.17600 II3871450250708 CCPNDFPREDISWA / Short: SMIF5H246 IRS BRL P V 00MBRCDI II6000710250708 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     18380000 | OU      | $17769.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5NHE5 IRS MYR R F  3.18200 II9583550250709 CCPNDF / Short: SMIF5NHE5 IRS MYR P V 03MKLIBO II0730490250709 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28000000 | OU      | $-94574.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5NGF3 IRS THB R F  1.26400 II9540140250709 CCPNDFOIS / Short: SMIF5NGF3 IRS THB P V 00MTHOR II7184500250709 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    158000000 | OU      | $-41082.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5NGK2 IRS INR R F  5.71000 II1950690250709 CCPNDFOIS / Short: SMIF5NGK2 IRS INR P V 00MMIBOR II1825880250709 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    785000000 | OU      | $-131842.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5NG97 IRS CNY R F  1.47900 II4659460250709 CCPNDF / Short: SMIF5NG97 IRS CNY P V 00MCNRR II8750400250709 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23940000 | OU      | $-22399.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5P438 IRS CZK R F  3.65850 II3278790250709 CCPVANILLA / Short: SMIF5P438 IRS CZK P V 06MPRIBR II6254470250709 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49170000 | OU      | $7492.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF9RCF4 IRS CNY R F  1.55960 II4792570250804 CCPNDF / Short: SMIF9RCF4 IRS CNY P V 00MCNRR II7684600250804 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14400000 | OU      | $-5852.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFALEL0 IRS INR R F  5.65970 II2606490250808 CCPNDFOIS / Short: SMIFALEL0 IRS INR P V 00MMIBOR II9271530250808 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    215300000 | OU      | $-41231.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFASXH3 IRS PLN R V 03MWIBOR II5764080250808 CCPVANILLA / Short: BMIFASXH3 IRS PLN P F  4.48500 II0646530250808 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18919000 | OU      | $-6445.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFARFN2 IRS PLN R F  4.58500 II2095050250808 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR II6340910250808 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18919000 | OU      | $15356.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFC9Q65 IRS BRL R F 13.19680 II8155570250819 CCPNDFPREDISWA / Short: SMIFC9Q65 IRS BRL P V 00MBRCDI II0823830250819 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13712000 | OU      | $19981.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEL1K2 IRS INR R F  5.77000 II4561510250902 CCPNDFOIS / Short: SMIFEL1K2 IRS INR P V 00MMIBOR II8798520250902 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000000 | OU      | $-27970.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFEM5B6 IRS MYR R F  3.09000 II8868890250902 NDF / Short: BMIFEM5B6 IRS MYR P V 03MKLIBO II4597690250902 NDF                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |      5730000 | OU      | $-25243.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEM1H7 IRS CNY R F  1.61450 II3032400250902 CCPNDF / Short: SMIFEM1H7 IRS CNY P V 00MCNRR II3062660250902 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20750000 | OU      | $-953.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFEZ2H7 IRS PLN R V 03MWIBOR II9593710250903 CCPVANILLA / Short: BMIFEZ2H7 IRS PLN P F  4.36153 II2137700250903 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96590000 | OU      | $-105833.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFF6VG0 IRS PLN R F  4.70500 II8637810250904 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR II7570450250904 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     81200000 | OU      | $104149.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFF6V13 IRS PLN R V 03MWIBOR II6770030250904 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 II5507840250904 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     81200000 | OU      | $-67700.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFHRSQ4 IRS CZK R F  3.85200 II6301650250918 CCPVANILLA / Short: SMIFHRSQ4 IRS CZK P V 06MPRIBR II8293170250918 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23820000 | OU      | $12473.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFJU598 IRS MYR R F  3.18300 II7894960250924 CCPNDF / Short: SMIFJU598 IRS MYR P V 03MKLIBO II8054740250924 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $-40440.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFL2JB7 IRS BRL R F 13.29680 II6820350251001 CCPNDFPREDISWA / Short: SMIFL2JB7 IRS BRL P V 00MBRCDI II3094940251001 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4982000 | OU      | $11431.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFLBMY3 IRS MXN R F  6.93360 II3852230251002 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 00MTIEF II6968010251002 CCPOIS                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    285000000 | OU      | $-22945.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIFLJWY5 IRS COP R V 00MCPIBR II4875310251003 CCPNDFOIS / Short: BMIFLJWY5 IRS COP P F  8.79570 II6345650251003 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2189000000 | OU      | $46339.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIFLJHV8 IRS COP R V 00MCPIBR II5064980251003 CCPNDFOIS / Short: BMIFLJHV8 IRS COP P F  8.79570 II4512590251003 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2883000000 | OU      | $61031.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMFVP2 IRS CNY R F  1.63550 II0247130251009 CCPNDF / Short: SMIFMFVP2 IRS CNY P V 00MCNRR II8021110251009 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10448000 | OU      | $367.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFN9806 IRS PLN R F  4.37950 II8245160251014 CCPVANILLA / Short: SMIFN9806 IRS PLN P V 06MWIBOR II6569510251014 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10800000 | OU      | $36062.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFPQ6J7 IRS CNY R F  1.58275 II3972490251022 CCPNDF / Short: SMIFPQ6J7 IRS CNY P V 00MCNRR II3262610251022 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4990000 | OU      | $-1638.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFRUC18 IRS CNY R F  1.56600 II5512020251104 CCPNDF / Short: SMIFRUC18 IRS CNY P V 00MCNRR II9802270251104 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9460000 | OU      | $-4198.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTFLU5 IRS KRW R F  2.79960 II5068030251113 CCPVANILLA / Short: SMIFTFLU5 IRS KRW P V 03MKSDA II7878690251113 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19878000000 | OU      | $-71123.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU4JG2 IRS MYR R F  3.33050 II8147800251118 CCPNDF / Short: SMIFU4JG2 IRS MYR P V 03MKLIBO II9980550251118 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6200000 | OU      | $-12086.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU2B41 IRS CNY R F  1.58925 II8632090251118 CCPNDF / Short: SMIFU2B41 IRS CNY P V 00MCNRR II6909450251118 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5600000 | OU      | $-1588.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU86T9 IRS CNY R F  1.58800 II6480690251119 CCPNDF / Short: SMIFU86T9 IRS CNY P V 00MCNRR II5437230251119 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    126600000 | OU      | $-36995.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWU3T1 IRS HUF R F  6.32600 II0756130251205 CCPVANILLA / Short: SMIFWU3T1 IRS HUF P V 06MBUBOR II9008410251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    571664600 | OU      | $24687.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWU7L4 IRS HUF R F  6.32600 II9578620251205 CCPVANILLA / Short: SMIFWU7L4 IRS HUF P V 06MBUBOR II7066190251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    571664600 | OU      | $24687.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWUJR8 IRS HUF R F  6.33250 II0430280251205 CCPVANILLA / Short: SMIFWUJR8 IRS HUF P V 06MBUBOR II0405750251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    571664600 | OU      | $25164.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWU3N4 IRS PLN R V 06MWIBOR II4511880251205 CCPVANILLA / Short: BMIFWU3N4 IRS PLN P F  3.86500 II1857970251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2877500 | OU      | $-2379.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWU7H3 IRS PLN R V 06MWIBOR II7091250251205 CCPVANILLA / Short: BMIFWU7H3 IRS PLN P F  3.86500 II5021820251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2877500 | OU      | $-2379.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWUK39 IRS PLN R V 06MWIBOR II4244780251205 CCPVANILLA / Short: BMIFWUK39 IRS PLN P F  3.87800 II3163420251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2877500 | OU      | $-2844.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWUMY9 IRS PLN R V 06MWIBOR II3369060251205 CCPVANILLA / Short: BMIFWUMY9 IRS PLN P F  4.26000 II0959430251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       519187 | OU      | $-312.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWUM29 IRS PLN R V 06MWIBOR II5426280251205 CCPVANILLA / Short: BMIFWUM29 IRS PLN P F  4.27800 II9328790251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       519187 | OU      | $-526.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWUM45 IRS HUF R F  6.69500 II5259450251205 CCPVANILLA / Short: SMIFWUM45 IRS HUF P V 06MBUBOR II2654650251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    111233042 | OU      | $8282.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWUMV5 IRS HUF R F  6.70400 II6658520251205 CCPVANILLA / Short: SMIFWUMV5 IRS HUF P V 06MBUBOR II8526380251205 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    111233042 | OU      | $8507.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX0FL0 IRS HUF R F  6.36250 II8800780251208 CCPVANILLA / Short: SMIFX0FL0 IRS HUF P V 06MBUBOR II7456290251208 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    483716200 | OU      | $23156.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFX0F97 IRS PLN R V 06MWIBOR II9579150251208 CCPVANILLA / Short: BMIFX0F97 IRS PLN P F  3.90000 II1707660251208 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2877500 | OU      | $-3631.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFX12D0 IRS PLN R V 06MWIBOR II7613630251208 CCPVANILLA / Short: BMIFX12D0 IRS PLN P F  4.30500 II7268350251208 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2491626 | OU      | $-4068.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX12B4 IRS HUF R F  6.68000 II6936950251208 CCPVANILLA / Short: SMIFX12B4 IRS HUF P V 06MBUBOR II4017440251208 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    465583916 | OU      | $33090.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX0R03 IRS HUF R F  6.73000 II3746860251208 CCPVANILLA / Short: SMIFX0R03 IRS HUF P V 06MBUBOR II1478040251208 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000000 | OU      | $24705.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFX0NS6 IRS PLN R V 06MWIBOR II2194640251208 CCPVANILLA / Short: BMIFX0NS6 IRS PLN P F  4.30400 II1196370251208 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1400000 | OU      | $-2254.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFX0QU8 IRS PLN R V 06MWIBOR II7451810251208 CCPVANILLA / Short: BMIFX0QU8 IRS PLN P F  4.30800 II1910680251208 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1500000 | OU      | $-2552.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX0NL1 IRS HUF R F  6.72500 II5759870251208 CCPVANILLA / Short: SMIFX0NL1 IRS HUF P V 06MBUBOR II7647570251208 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000000 | OU      | $24366.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFX9V58 IRS MXN R F  7.30000 II5212250251209 CCPOIS / Short: SMIFX9V58 IRS MXN P V 00MTIEF II4025180251209 CCPOIS                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    300300000 | OU      | $87655.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFXCWN1 IRS INR R F  5.98300 II8804340251210 CCPNDFOIS / Short: SMIFXCWN1 IRS INR P V 00MMIBOR II3229390251210 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000000 | OU      | $-23343.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYFLP0 IRS CNY R F  1.62650 II5887340251216 CCPNDF / Short: SMIFYFLP0 IRS CNY P V 00MCNRR II9586300251216 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     84400000 | OU      | $-7536.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYTBG1 IRS INR R F  5.92700 II9893870251217 CCPNDFOIS / Short: SMIFYTBG1 IRS INR P V 00MMIBOR II0905740251217 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    233010000 | OU      | $-27667.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYP931 IRS THB R F  1.38400 II7054500251217 CCPNDFOIS / Short: SMIFYP931 IRS THB P V 00MTHOR II7610020251217 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40580000 | OU      | $-7287.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG00VN2 IRS MYR R F  3.36900 II2069590251229 CCPNDF / Short: SMIG00VN2 IRS MYR P V 03MKLIBO II8370480251229 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3800000 | OU      | $-6795.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0NP33 IRS CZK R F  3.82600 II1266990260105 CCPVANILLA / Short: SMIG0NP33 IRS CZK P V 06MPRIBR II7881120260105 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19400000 | OU      | $8807.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG0PPM6 IRS BRL R F 12.96300 II1445250260105 CCPNDFPREDISWA / Short: SMIG0PPM6 IRS BRL P V 00MBRCDI II3558060260105 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     28700000 | OU      | $37155.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0V8A8 IRS HUF R F  5.97450 II8923620260106 CCPVANILLA / Short: SMIG0V8A8 IRS HUF P V 06MBUBOR II5063320260106 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    565100000 | OU      | $-140.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0S0P0 IRS CNY R F  1.62800 II7510460260106 CCPNDF / Short: SMIG0S0P0 IRS CNY P V 00MCNRR II9202010260106 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14200000 | OU      | $-1121.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0SAH7 IRS MYR R F  3.40300 II5633570260106 CCPNDF / Short: SMIG0SAH7 IRS MYR P V 03MKLIBO II3650150260106 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6900000 | OU      | $-9615.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG2EE58 IRS INR R V 00MMIBOR II0367240260114 CCPNDFOIS / Short: BMIG2EE58 IRS INR P F  6.01500 II6045870260114 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    314300000 | OU      | $24791.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG2H5S1 IRS CLP R F  4.71930 II6450590260114 CCPNDFCAMARAPR / Short: SMIG2H5S1 IRS CLP P V 06MCLICP II5972780260114 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    711000000 | OU      | $-65.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG31YA2 IRS COP R F 10.39000 II7258150260116 CCPNDFOIS / Short: SMIG31YA2 IRS COP P V 00MCPIBR II6442620260116 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15190000000 | OU      | $-133440.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG2X0Y8 IRS MYR R V 03MKLIBO II3596710260116 CCPNDF / Short: BMIG2X0Y8 IRS MYR P F  3.52000 II3698530260116 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $388.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG31Y46 IRS COP R F 10.45250 II6128900260116 CCPNDFOIS / Short: SMIG31Y46 IRS COP P V 00MCPIBR II5246320260116 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  38000000000 | OU      | $-188911.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG2X143 IRS MYR R V 03MKLIBO II1627220260116 CCPNDF / Short: BMIG2X143 IRS MYR P F  3.53000 II8929350260116 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4700000 | OU      | $-379.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG38857 IRS THB R V 00MTHOR II4993140260119 CCPNDFOIS / Short: BMIG38857 IRS THB P F  1.40950 II6906190260119 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27279500 | OU      | $3829.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG387Z2 IRS THB R V 00MTHOR II8341700260119 CCPNDFOIS / Short: BMIG387Z2 IRS THB P F  1.41350 II9651950260119 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30840500 | OU      | $4139.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG387T6 IRS THB R V 00MTHOR II8035310260119 CCPNDFOIS / Short: BMIG387T6 IRS THB P F  1.40600 II2666290260119 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     55780000 | OU      | $8130.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG3GZC4 IRS COP R F 10.63930 II6866210260120 CCPNDFOIS / Short: SMIG3GZC4 IRS COP P V 00MCPIBR II0286360260120 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1310000000 | OU      | $-6349.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG3LE10 IRS THB R F  1.46500 II9322860260121 CCPNDFOIS / Short: SMIG3LE10 IRS THB P V 00MTHOR II5956860260121 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25340000 | OU      | $-1395.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG4TBE7 IRS BRL R F 13.02500 II6547480260127 CCPNDFPREDISWA / Short: SMIG4TBE7 IRS BRL P V 00MBRCDI II0763190260127 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8000000 | OU      | $5883.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG4TCR7 IRS BRL R F 12.97080 II0861010260127 CCPNDFPREDISWA / Short: SMIG4TCR7 IRS BRL P V 00MBRCDI II4014560260127 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6694000 | OU      | $1768.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG4UK95 IRS CNY R F  1.61750 II6808360260128 CCPNDF / Short: SMIG4UK95 IRS CNY P V 00MCNRR II5494880260128 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12000000 | OU      | $-1812.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       190000 | PA      | $55955.00     | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     38328907 | PA      | $2394242.31   | 0.61%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       129000 | PA      | $37716.38     | 0.01%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     17350000 | PA      | $1104402.98   | 0.28%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    103014500 | PA      | $5568371.58   | 1.42%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  58978000000 | PA      | $3967003.99   | 1.01%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    185655489 | PA      | $11781397.77  | 3.00%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         1000 | PA      | $297.50       | 0.00%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         5000 | PA      | $1465.96      | 0.00%             | 2031-04-22      | 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        |      5000000 | PA      | $16925.23     | 0.00%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     94150900 | PA      | $4751657.03   | 1.21%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        98000 | PA      | $29380.40     | 0.01%             | 2032-03-23      | 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        |     30000000 | PA      | $89403.00     | 0.02%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       100000 | PA      | $27280.00     | 0.01%             | 2049-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         1000 | PA      | $296.73       | 0.00%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1774872.06   | 0.45%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20000000000 | PA      | $1378671.43   | 0.35%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |    467300000 | PA      | $126146.65    | 0.03%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    824730000 | PA      | $1756490.25   | 0.45%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     14327000 | PA      | $4258960.96   | 1.08%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  54263000000 | PA      | $3473995.82   | 0.88%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  47240000000 | PA      | $2946695.26   | 0.75%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     30700000 | PA      | $943736.21    | 0.24%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |     23000000 | PA      | $6102.53      | 0.00%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1328061.18   | 0.34%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    535000000 | PA      | $1671141.21   | 0.43%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       531000 | PA      | $460783.40    | 0.12%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11420000 | PA      | $2886185.61   | 0.73%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     23000000 | PA      | $4706626.36   | 1.20%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       410000 | PA      | $350514.54    | 0.09%             | 2031-02-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     45030000 | PA      | $447429.96    | 0.11%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       343000 | PA      | $101313.63    | 0.03%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    665140000 | PA      | $1324497.52   | 0.34%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       114643 | PA      | $96730.03     | 0.02%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    158500000 | PA      | $4668581.91   | 1.19%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   7893100000 | PA      | $2292974.28   | 0.58%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       223000 | PA      | $259429.87    | 0.07%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    292520000 | PA      | $578789.93    | 0.15%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8910000 | PA      | $1716984.06   | 0.44%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   6661000000 | PA      | $401604.53    | 0.10%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3900000 | PA      | $1091110.50   | 0.28%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     84047700 | PA      | $4205659.76   | 1.07%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 131564000000 | PA      | $8122715.11   | 2.07%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20182000000 | PA      | $1260097.47   | 0.32%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3100000 | PA      | $788264.94    | 0.20%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       938000 | PA      | $60791.75     | 0.02%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1952000 | PA      | $148274.36    | 0.04%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1043000 | PA      | $66823.47     | 0.02%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    393410000 | PA      | $1134524.23   | 0.29%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    363902000 | PA      | $1053929.84   | 0.27%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   2652886000 | PA      | $7580955.21   | 1.93%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    786700000 | PA      | $2151737.46   | 0.55%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     99880000 | PA      | $265002.67    | 0.07%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    273000000 | PA      | $2944078.89   | 0.75%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   3190400000 | PA      | $838604.33    | 0.21%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3000000 | PA      | $48363.21     | 0.01%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     50000000 | PA      | $903007.76    | 0.23%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1205513000 | PA      | $2220307.95   | 0.56%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1512870000 | PA      | $4852398.27   | 1.23%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  55720000000 | PA      | $4726224.77   | 1.20%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    167809794 | PA      | $3626083.17   | 0.92%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     44730000 | PA      | $501999.45    | 0.13%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       559000 | PA      | $584434.13    | 0.15%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    313857000 | PA      | $577944.27    | 0.15%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       424327 | PA      | $436741.44    | 0.11%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                   | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    132000000 | PA      | $1414084.30   | 0.36%             | 2034-04-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1700000 | PA      | $1768351.90   | 0.45%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  15590000000 | PA      | $1336907.51   | 0.34%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                   | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    107000000 | PA      | $1195561.79   | 0.30%             | 2034-04-26      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    230500000 | PA      | $2985664.32   | 0.76%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     15023000 | PA      | $355736.98    | 0.09%             | 2027-06-16      | Floating      | 38.39%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     37000000 | PA      | $459312.64    | 0.12%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  40000000000 | PA      | $3434778.28   | 0.87%             | 2027-05-29      | Fixed         | 16.63%                | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6348000 | PA      | $2075625.39   | 0.53%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  14170000000 | PA      | $1201284.18   | 0.31%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     56866701 | PA      | $14832510.95  | 3.77%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    114500000 | PA      | $1420208.83   | 0.36%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 141910000000 | PA      | $12481551.65  | 3.18%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    353300000 | PA      | $4544654.73   | 1.16%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  23613000000 | PA      | $6592685.06   | 1.68%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                  | Nigeria Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    303000000 | PA      | $237288.49    | 0.06%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  10558000000 | PA      | $646311.89    | 0.16%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     44155000 | PA      | $1002710.66   | 0.26%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      2527061 | PA      | $226060.81    | 0.06%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |       758061 | PA      | $69814.11     | 0.02%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    587636000 | PA      | $12821592.32  | 3.26%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    115095651 | PA      | $2648044.26   | 0.67%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    502000000 | PA      | $847158.47    | 0.22%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     17100000 | PA      | $228241.08    | 0.06%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10000000 | PA      | $33738.64     | 0.01%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     85000000 | PA      | $252001.79    | 0.06%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    679000000 | PA      | $2290599.37   | 0.58%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     75900000 | PA      | $939489.19    | 0.24%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     23600000 | PA      | $315472.24    | 0.08%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    273000000 | PA      | $925352.68    | 0.24%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     43200000 | PA      | $539120.28    | 0.14%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       420000 | PA      | $396361.79    | 0.10%             | 2029-02-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6100000 | PA      | $82449.60     | 0.02%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     39225000 | PA      | $831367.31    | 0.21%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  42000000000 | PA      | $3608150.45   | 0.92%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      1800000 | PA      | $22192.67     | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    921667000 | PA      | $1287749.65   | 0.33%             | 2033-04-04      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6000000 | PA      | $20423.05     | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    133290000 | PA      | $206392.38    | 0.05%             | 2033-08-23      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    311000000 | PA      | $1063421.04   | 0.27%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |      9300000 | PA      | $113767.38    | 0.03%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                   | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      1963000 | PA      | $2395049.45   | 0.61%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    125125000 | PA      | $2583698.10   | 0.66%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    868442000 | PA      | $625910.06    | 0.16%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     11275000 | PA      | $21286.54     | 0.01%             | 2032-03-06      | Fixed         | 14.60%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    316000000 | PA      | $1067977.90   | 0.27%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     45475000 | PA      | $911254.91    | 0.23%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    505088000 | PA      | $11120582.98  | 2.83%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    795693000 | PA      | $2196451.58   | 0.56%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                       | TBC Bank Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  15360000000 | PA      | $1262707.40   | 0.32%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6428000 | PA      | $2056206.80   | 0.52%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    754547000 | PA      | $1369752.16   | 0.35%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     46175000 | PA      | $904671.64    | 0.23%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                   | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   7716500000 | PA      | $647648.92    | 0.16%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     14000000 | PA      | $46378.90     | 0.01%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     73525000 | PA      | $1434071.96   | 0.36%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    223310000 | PA      | $150620.24    | 0.04%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    103530000 | PA      | $72855.83     | 0.02%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2558000 | PA      | $138584.90    | 0.04%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    234225000 | PA      | $4527952.90   | 1.15%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      6867000 | PA      | $12809.07     | 0.00%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    339000000 | PA      | $1100697.40   | 0.28%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1161885000 | PA      | $834425.73    | 0.21%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                  | Nigeria Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   4060927000 | PA      | $2991330.28   | 0.76%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    516930000 | PA      | $360598.46    | 0.09%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    261790000 | PA      | $2821028.26   | 0.72%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    730500000 | PA      | $485076.04    | 0.12%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3587000000 | PA      | $2534710.67   | 0.64%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    446700000 | PA      | $182476.57    | 0.05%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  10450000000 | PA      | $866447.39    | 0.22%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1264000000 | PA      | $557856.77    | 0.14%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4480497000 | PA      | $3140223.18   | 0.80%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2422000 | PA      | $2440312.79   | 0.62%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       908000 | PA      | $914831.09    | 0.23%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3471797000 | PA      | $2403597.37   | 0.61%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4828641000 | PA      | $3230307.39   | 0.82%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5869357000 | PA      | $4048607.19   | 1.03%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    135250000 | PA      | $2745747.14   | 0.70%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    166800000 | PA      | $3048440.64   | 0.78%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5540099000 | PA      | $3692467.75   | 0.94%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      4094000 | PA      | $210986.51    | 0.05%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2558000 | PA      | $138959.13    | 0.04%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       895000 | PA      | $48684.54     | 0.01%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5048000 | PA      | $260791.48    | 0.07%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    172525000 | PA      | $3141747.97   | 0.80%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEOKAM                 | Kazakhstan Government Bond - MEOKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    746612000 | PA      | $1516853.40   | 0.39%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                        | Congolese International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |      3385000 | PA      | $3158615.63   | 0.80%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     76975000 | PA      | $1396844.05   | 0.36%             | 2026-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     70375000 | PA      | $1416611.70   | 0.36%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    167855000 | PA      | $456180.10    | 0.12%             | 2030-04-29      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3974992000 | PA      | $2731404.95   | 0.69%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1655760000 | PA      | $1128940.04   | 0.29%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    519029000 | PA      | $355261.27    | 0.09%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     47375000 | PA      | $1004105.20   | 0.26%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     52050000 | PA      | $983872.63    | 0.25%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    779056000 | PA      | $529139.47    | 0.13%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7675000 | PA      | $396243.10    | 0.10%             | 2040-11-24      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      6896000 | PA      | $354475.08    | 0.09%             | 2032-11-24      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5885000 | PA      | $304676.88    | 0.08%             | 2030-11-24      | Fixed         | 16.49%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8188000 | PA      | $423107.27    | 0.11%             | 2035-11-24      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2558000 | PA      | $131713.53    | 0.03%             | 2028-11-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    513174000 | PA      | $339513.80    | 0.09%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5245000 | PA      | $270887.30    | 0.07%             | 2035-12-22      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5225000 | PA      | $270860.15    | 0.07%             | 2032-12-22      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2937580 | PA      | $2345414.31   | 0.60%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2302000 | PA      | $147217.65    | 0.04%             | 2034-11-25      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     29813000 | PA      | $761643.07    | 0.19%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     50000000 | PA      | $966581.90    | 0.25%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    940316000 | PA      | $617582.27    | 0.16%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    832925000 | PA      | $531520.04    | 0.14%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    832925000 | PA      | $543276.16    | 0.14%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5116000 | PA      | $261458.06    | 0.07%             | 2031-01-26      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     11255000 | PA      | $575211.30    | 0.15%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5117000 | PA      | $261634.90    | 0.07%             | 2041-01-26      | Fixed         | 18.79%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      6139000 | PA      | $313744.67    | 0.08%             | 2033-01-26      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |     77110000 | PA      | $914264.13    | 0.23%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3898429000 | PA      | $2363409.93   | 0.60%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE MAR26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -21 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE MAR26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -1 | NC      | $403.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUXL 30Y BND MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -2 | NC      | $4599.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -7 | NC      | $12031.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -54 | NC      | $73828.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -52 | NC      | $36718.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -4 | NC      | $6625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMID0PTA5                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      9800000 | OU      | $27616.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMID18QM9                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     11200000 | OU      | $31864.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | BMIF6EU41                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -6303000 | OU      | $-164161.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIFA84P1                                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     -8060000 | OU      | $-8.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFA9D79                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2900000 | OU      | $-2.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFA9D61                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      2900000 | OU      | $2.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFA9D87                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2900000 | OU      | $-25079.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFAG3B5                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2400000 | OU      | $-22245.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFAGUT6                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      2400000 | OU      | $7.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFAG3A7                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2400000 | OU      | $-2.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFANN51                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      2500000 | OU      | $7.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFANN77                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2500000 | OU      | $-23555.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFANN69                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2500000 | OU      | $-2.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIFANXD3                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -2700000 | OU      | $-25439.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIFANX01                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      2700000 | OU      | $8.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIFANX84                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -2700000 | OU      | $-2.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1077                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      5640000 | OU      | $112.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1085                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -5640000 | OU      | $-11.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD10B8                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -5640000 | OU      | $-63162.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | BMIFTLQC7                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      3940000 | OU      | $2604.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | BMIFTTJC8                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      4570000 | OU      | $5292.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIFUGKQ1                                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |      7652000 | OU      | $83223.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIFVBPS2                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      1400000 | OU      | $15835.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIG0DQR1                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     12000000 | OU      | $61464.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIG2FLA6                                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     24060000 | OU      | $130477.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     12368000 | PA      | $3873558.31   | 0.99%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    209238000 | PA      | $322919.77    | 0.08%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    211334000 | PA      | $334832.76    | 0.09%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   6675000000 | PA      | $429450.85    | 0.11%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       473000 | PA      | $518402.61    | 0.13%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3000000 | PA      | $69062.51     | 0.02%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   9976000000 | PA      | $621382.66    | 0.16%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  14695000000 | PA      | $920133.75    | 0.23%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    106538802 | PA      | $6497524.25   | 1.65%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    309816600 | PA      | $20232371.61  | 5.15%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        84000 | PA      | $24845.52     | 0.01%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       566000 | PA      | $166241.28    | 0.04%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       725000 | PA      | $212434.06    | 0.05%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       143000 | PA      | $42169.81     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         1000 | PA      | $295.02       | 0.00%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       164000 | PA      | $48137.69     | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       107000 | PA      | $31617.00     | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       123000 | PA      | $35879.10     | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2275000 | PA      | $669361.88    | 0.17%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       153000 | PA      | $45389.44     | 0.01%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       531000 | PA      | $158636.25    | 0.04%             | 2049-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       637000 | PA      | $187301.89    | 0.05%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1310000 | PA      | $383895.50    | 0.10%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        52000 | PA      | $15257.76     | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       135000 | PA      | $39445.31     | 0.01%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       272200 | PA      | $104824.22    | 0.03%             | 2049-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       935400 | PA      | $381269.04    | 0.10%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       160200 | PA      | $71705.52     | 0.02%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       224200 | PA      | $99230.92     | 0.03%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       278500 | PA      | $123960.35    | 0.03%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     49350000 | PA      | $885350.80    | 0.23%             | 2035-09-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       283000 | PA      | $303158.09    | 0.08%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    329718100 | PA      | $18101406.71  | 4.61%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   9444000000 | PA      | $1384778.85   | 0.35%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       413600 | PA      | $123666.40    | 0.03%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       964300 | PA      | $282057.75    | 0.07%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       421600 | PA      | $163159.20    | 0.04%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       277172 | PA      | $99781.92     | 0.03%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       621900 | PA      | $231657.75    | 0.06%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      3016595 | PA      | $912519.99    | 0.23%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1182882 | PA      | $361370.45    | 0.09%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       245500 | PA      | $81039.55     | 0.02%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela Government International Bonds | Venezuela Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       200000 | PA      | $77020.00     | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       393200 | PA      | $137659.32    | 0.04%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1169600 | PA      | $432868.96    | 0.11%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       523000 | PA      | $192254.80    | 0.05%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       721000 | PA      | $643434.11    | 0.16%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      4412000 | PA      | $4680690.80   | 1.19%             | 2024-12-11      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       500000 | PA      | $520870.08    | 0.13%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

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

**Signature:** Francis Smith

**Name of Signer:** Francis Smith

**Title:** Principal Financial Officer