# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-051348
**Filing Date:** 2026-5
**Character Count:** 433103
**Document Hash:** 9ba5cee769a66b4bf56162d3782368ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051348.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051348

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 261017909

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Emerging Markets Debt Fund (Series ID: S000009301)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000025381 | Institutional   | GSDIX           |
| C000025382 | Class A         | GSDAX           |
| C000037783 | Class C         | GSCDX           |
| C000090759 | Investor Shares | GSIRX           |
| C000161284 | Class R6 Shares | GSIUX           |
| C000202032 | Class P Shares  | GAIPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Emerging Markets Debt Fund

- **b. EDGAR series identifier (if any):** S000009301

- **c. LEI of Series:** XC6LIVZDLLKYZ7FKO621

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $443482574.57

**Total Liabilities:** $5153834.62

**Net Assets:** $438328739.95

**Cash Not Reported:** $10573580.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -232.52000000 | **1-Year:** -7026.00000000 | **5-Year:** -31980.80000000 | **10-Year:** -53759.37000000 | **30-Year:** -39736.02000000

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

- **3-Month:** -443.59000000 | **1-Year:** -13664.31000000 | **5-Year:** -46632.17000000 | **10-Year:** -49206.00000000 | **30-Year:** -16165.79000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025381 | 1.04%                | 1.43%                | -3.59%               |
| Class ID C000025382 | 1.02%                | 1.41%                | -3.62%               |
| Class ID C000037783 | 0.95%                | 1.25%                | -3.69%               |
| Class ID C000090759 | 1.04%                | 1.43%                | -3.60%               |
| Class ID C000161284 | 1.04%                | 1.33%                | -3.59%               |
| Class ID C000202032 | 1.04%                | 1.33%                | -3.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2585831.05              | $476257.78                                 |
| Month 2  | $-131850.37              | $3196266.62                                |
| Month 3  | $808498.87               | $-18468589.21                              |

**Designated Index Information**

- **Index Name:** Securities Only Portfolio

- **Index Identifier:** Securities Only Portfolio_PV100228

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATL TRANSMISION SUR                                     | Atlantica Transmision Sur SA                                                                                               | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |     505305 | PA      | $536123.55    | 0.12%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                     | Abu Dhabi Crude Oil Pipeline LLC                                                                                           | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     577000 | PA      | $497601.68    | 0.11%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                 | Aeropuerto Internacional de Tocumen SA                                                                                     | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     940000 | PA      | $775772.60    | 0.18%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                 | Aeropuerto Internacional de Tocumen SA                                                                                     | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    1810000 | PA      | $1437592.50   | 0.33%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                              | Akbank TAS                                                                                                                 | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     210000 | PA      | $213973.20    | 0.05%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                              | Akbank TAS                                                                                                                 | CUSIP: 00971YAN0<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     840000 | PA      | $797580.00    | 0.18%             | 2031-02-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                      | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     880000 | PA      | $887040.00    | 0.20%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                      | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     450000 | PA      | $436725.00    | 0.10%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                      | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1110000 | PA      | $1122140.63   | 0.26%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                      | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     650000 | PA      | $650975.00    | 0.15%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                      | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     940000 | PA      | $924097.93    | 0.21%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     270000 | PA      | $282503.70    | 0.06%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                        | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1090000 | PA      | $1125850.10   | 0.26%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                        | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     700000 | PA      | $671650.00    | 0.15%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                        | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1870000 | PA      | $1646823.35   | 0.38%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1973031 | PA      | $1653400.08   | 0.38%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    9105877 | PA      | $6583549.07   | 1.50%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                          | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    4031111 | PA      | $3039457.69   | 0.69%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                          | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2574455 | PA      | $1722310.40   | 0.39%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTORIDAD CANAL DE PANAM                                | Autoridad del Canal de Panama                                                                                              | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |     380000 | PA      | $370500.00    | 0.08%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                | Azul Secured Finance LLP                                                                                                   | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $405950.00    | 0.09%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     730000 | PA      | $737154.00    | 0.17%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                   | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $403816.00    | 0.09%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                               | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     550000 | PA      | $536912.09    | 0.12%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     800000 | PA      | $856223.20    | 0.20%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                      | CUSIP: 05675M2A1<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     560000 | PA      | $519041.60    | 0.12%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                      | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     630000 | PA      | $631184.40    | 0.14%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                      | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     820000 | PA      | $737077.50    | 0.17%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                     | Banco Davivienda SA                                                                                                        | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     810000 | PA      | $818505.00    | 0.19%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                                      | Banco de Bogota SA                                                                                                         | CUSIP: 059514AC3<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |     350000 | PA      | $349293.00    | 0.08%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                 | Banco del Estado de Chile                                                                                                  | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     600000 | PA      | $629436.00    | 0.14%             | 2029-05-02      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                          | Bancolombia SA                                                                                                             | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     350000 | PA      | $366450.00    | 0.08%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     900000 | PA      | $937800.00    | 0.21%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     590000 | PA      | $583014.40    | 0.13%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                                                                | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    1170000 | PA      | $1225575.00   | 0.28%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     660000 | PA      | $645695.03    | 0.15%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     430000 | PA      | $424229.40    | 0.10%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                          | Benin Sukuk SA                                                                                                             | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |     460000 | PA      | $427004.20    | 0.10%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                                                                     | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     660000 | PA      | $681980.90    | 0.16%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                                                                     | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     340000 | PA      | $363568.80    | 0.08%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                                                                     | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     340000 | PA      | $338572.00    | 0.08%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                      | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1518000 | PA      | $1382973.90   | 0.32%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                      | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     985000 | PA      | $710234.25    | 0.16%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                      | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1290000 | PA      | $1290967.50   | 0.29%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                      | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     710000 | PA      | $739820.00    | 0.17%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                      | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     710000 | PA      | $695800.00    | 0.16%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                      | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1910000 | PA      | $1953930.00   | 0.45%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                    | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     720000 | PA      | $732240.00    | 0.17%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                    | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2164000 | PA      | $2118556.00   | 0.48%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                    | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     875000 | PA      | $858834.38    | 0.20%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                   | Brazil Minas SPE via State of Minas Gerais                                                                                 | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     700000 | PA      | $701316.00    | 0.16%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     680000 | PA      | $690280.38    | 0.16%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     390000 | PA      | $279630.00    | 0.06%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1434000 | PA      | $886212.00    | 0.20%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2500000 | PA      | $1547500.00   | 0.35%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     310000 | PA      | $279620.00    | 0.06%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     890000 | PA      | $691307.50    | 0.16%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     550000 | PA      | $482350.00    | 0.11%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     280000 | PA      | $264600.00    | 0.06%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                                                                        | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     600000 | PA      | $589200.00    | 0.13%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     720000 | PA      | $568080.00    | 0.13%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1380000 | PA      | $988425.00    | 0.23%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     570000 | PA      | $551190.00    | 0.13%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2290000 | PA      | $2056420.00   | 0.47%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2810000 | PA      | $2399740.00   | 0.55%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1480000 | PA      | $897250.00    | 0.20%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1550000 | PA      | $874975.00    | 0.20%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2880000 | PA      | $2401920.00   | 0.55%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     580000 | PA      | $593195.00    | 0.14%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                     | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1350000 | PA      | $1339875.00   | 0.31%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                                           | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     480000 | PA      | $499022.40    | 0.11%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                   | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1743000 | PA      | $1838429.25   | 0.42%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                   | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     460000 | PA      | $499100.00    | 0.11%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                  | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     680000 | PA      | $696051.94    | 0.16%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                  | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     370000 | PA      | $375952.23    | 0.09%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                  | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1380000 | PA      | $1207500.00   | 0.28%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                | Digicel International Finance Ltd / Difl US LLC                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     550000 | PA      | $558138.68    | 0.13%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     360000 | PA      | $331920.00    | 0.08%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     620000 | PA      | $589000.00    | 0.13%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     940000 | PA      | $930600.00    | 0.21%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2020000 | PA      | $2088680.00   | 0.48%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2419000 | PA      | $2460065.67   | 0.56%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     490000 | PA      | $466480.00    | 0.11%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     490000 | PA      | $462337.69    | 0.11%             | 2038-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                   | DP World Crescent Ltd                                                                                                      | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    1120000 | PA      | $1095584.00   | 0.25%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1620000 | PA      | $1624050.00   | 0.37%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $16948.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $831.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |          1 | NC      | $12354.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-15101.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $-20659.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $20824.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-3210.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $15786.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2880.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-36797.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $64522.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-35065.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-29007.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-12749.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $-23818.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-9788.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $38511.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $34132.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $55865.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-57840.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |          1 | NC      | $-42545.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1024.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $2207.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $9570.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $434.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-25684.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-9492.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $8110.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-9610.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $11492.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-3082.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $-102.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-3502.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $-156.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $499.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-4278.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1449.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-14767.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $41568.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-6657.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $529.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $7240.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-2778.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $6511.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $12219.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-5477.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2667.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $17142.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $3601.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $25067.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-2519.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2827.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-18463.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1372.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-1772.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-1510.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |          1 | NC      | $4259.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $34351.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2146.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-49848.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $6602.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $5917.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $9180.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-3052.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-420.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-8831.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $10020.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-5949.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $7304.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |          1 | NC      | $9995.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2234.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1875.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-641.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $10386.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2022.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED PHP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PH        |          1 | NC      | $-7745.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $763.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-5360.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $957.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-157.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $-1081.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-2110.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4697.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1661.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $9897.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-8579.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PL        |          1 | NC      | $-8609.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4144.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED SGD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SG        |          1 | NC      | $-18278.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $10633.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $16315.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $5348.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1313.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD HUF                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $18855.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |          1 | NC      | $-8841.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $107666.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $28791.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-3805.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED CZK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CZ        |          1 | NC      | $-28942.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-5420.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1054.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |          1 | NC      | $1051.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED HUF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HU        |          1 | NC      | $7760.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2670.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ILS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IL        |          1 | NC      | $-9512.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PL        |          1 | NC      | $-16324.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-714.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $15024.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2516.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $47.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-12407.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |          1 | NC      | $-6555.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CZK                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $25610.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-33813.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $938.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |          1 | NC      | $-32332.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-43362.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ILS                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2909.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1881.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $28769.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-1310.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-4860.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-4544.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $3134.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2110.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $34055.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |          1 | NC      | $-6440.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4388.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-113937.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4129.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $3012.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $35.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TR        |          1 | NC      | $-470.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-5243.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $290.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2849.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |          1 | NC      | $-13361.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $3685.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-4666.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $224.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2753.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ILS                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $931.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD HUF                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1603.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED RON / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | RO        |          1 | NC      | $3191.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $15159.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $2443.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-42.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-1624.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $976.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-69.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TR        |          1 | NC      | $-1436.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |          1 | NC      | $-354.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $262.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2248.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $-6066.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-9544.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4282.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-26.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-5061.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $3692.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |          1 | NC      | $-998.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1838.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $5606.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $-605.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TR        |          1 | NC      | $-882.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1261.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED SGD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SG        |          1 | NC      | $-2728.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $512.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $666.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |          1 | NC      | $-8215.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4136.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CZK                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1671.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED PLN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PL        |          1 | NC      | $-1356.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ILS                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $5230.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4569.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1093.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $983.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD HUF                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-33458.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED CZK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CZ        |          1 | NC      | $-504.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED HUF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HU        |          1 | NC      | $32368.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $910.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-615.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |          1 | NC      | $-988.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-8969.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-9659.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $12028.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $2771.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $-9637.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-8.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $3203.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-2438.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $6175.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-3633.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $576.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $29.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-1913.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $3423.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2249.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-2559.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |          1 | NC      | $-5774.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1701.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2628.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $6355.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $5647.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD HUF                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-12955.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED HUF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HU        |          1 | NC      | $12895.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |          1 | NC      | $-1754.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-4559.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $999.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1001.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $4544.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-11482.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-2751.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $97.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $1088.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2172.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-329.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-6561.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-11379.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-3802.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-1206.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2434.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $8874.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $-2864.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-80.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1304.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $1281.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2289.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-849.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-2999.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1052.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $9079.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-9254.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1019.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1318.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $3649.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-3654.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $3742.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-3673.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-1922.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-10361.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $6354.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4312.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |          1 | NC      | $17193.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-17738.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-113.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1311.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED COP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |          1 | NC      | $1155.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1167.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $-1758.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-137.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-6120.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4939.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2532.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-2626.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-799.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1650.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $13282.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-86.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-4931.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4203.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2465.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $770.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-312.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-1996.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $87.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $985.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $669.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-737.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $439.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-53.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $291.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $967.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $708.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1456.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $146.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-185.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-233.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $232.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1090.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $138.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $314.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $1839.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $189.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-11798.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |          1 | NC      | $6736.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2941.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |          1 | NC      | $1922.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-305.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-82.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-725.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $228.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |          1 | NC      | $-231.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-392.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $4509.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $1947.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1260.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1159.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $2324.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD SGD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2554.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $9056.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED SGD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SG        |          1 | NC      | $972.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $1073.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $1326.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-4829.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $1437.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $1447.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $3216.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-5662.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $3053.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-915.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |          1 | NC      | $917.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $2265.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TASKEEK CO                                        | Egyptian Financial Co for Sovereign Taskeek/The                                                                            | CUSIP: 282370AB1<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |     940000 | PA      | $916900.82    | 0.21%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPT TASKEEK CO                                        | Egyptian Financial Co for Sovereign Taskeek/The                                                                            | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |     580000 | PA      | $582610.00    | 0.13%             | 2032-10-07      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                  | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     310000 | PA      | $328720.13    | 0.07%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                  | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     470000 | PA      | $501020.00    | 0.11%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                | Empresa de los Ferrocarriles del Estado                                                                                    | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     600000 | PA      | $372600.00    | 0.09%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $618750.00    | 0.14%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                        | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      75224 | PA      | $73907.58     | 0.02%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                        | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1159835 | PA      | $1105322.99   | 0.25%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                        | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     303632 | PA      | $255430.46    | 0.06%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                        | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2132244 | PA      | $1812407.40   | 0.41%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund          | Goldman Sachs Financial Square Government Fund                                                                             | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |   17294235 | NS      | $17294235.06  | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO NUTRESA SA                                        | Grupo Nutresa SA                                                                                                           | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    1104000 | PA      | $1161132.00   | 0.26%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                        | Grupo Nutresa SA                                                                                                           | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     320000 | PA      | $355176.00    | 0.08%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1030000 | PA      | $1019700.00   | 0.23%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1090000 | PA      | $1039728.11   | 0.24%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     416000 | PA      | $414336.00    | 0.09%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     350000 | PA      | $374500.00    | 0.09%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     220000 | PA      | $224400.00    | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $207600.00    | 0.05%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1890000 | PA      | $1921657.50   | 0.44%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                                       | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     300000 | PA      | $294375.00    | 0.07%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                      | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     440000 | PA      | $440869.00    | 0.10%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                      | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1360000 | PA      | $1414957.60   | 0.32%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                      | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     580000 | PA      | $597898.80    | 0.14%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                      | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1450000 | PA      | $1410125.00   | 0.32%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                      | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $200750.00    | 0.05%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                      | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     490000 | PA      | $498124.20    | 0.11%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                            | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $396064.00    | 0.09%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                   | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1210000 | PA      | $938597.00    | 0.21%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                                                                    | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1490000 | PA      | $899587.50    | 0.21%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                                                                    | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1260000 | PA      | $757033.20    | 0.17%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                                                                        | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     340000 | PA      | $336858.40    | 0.08%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                  | Jamaica Government International Bonds                                                                                     | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     650000 | PA      | $747500.00    | 0.17%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                  | Jamaica Government International Bonds                                                                                     | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    1380000 | PA      | $1580100.00   | 0.36%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                                                                | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    1540000 | PA      | $1378022.80   | 0.31%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                    | Kallpa Generacion SA                                                                                                       | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     310000 | PA      | $317015.30    | 0.07%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                   | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     617000 | PA      | $614223.50    | 0.14%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                            | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     550000 | PA      | $564272.50    | 0.13%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                            | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     653000 | PA      | $635564.90    | 0.14%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                            | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     720000 | PA      | $668700.00    | 0.15%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                            | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    1100000 | PA      | $1007600.00   | 0.23%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                            | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     620000 | PA      | $563332.00    | 0.13%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                            | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     240000 | PA      | $216780.00    | 0.05%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                | Kingston Airport Revenue Finance Ltd                                                                                       | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    1020000 | PA      | $1013217.00   | 0.23%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                       | Kosmos Energy Ltd                                                                                                          | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     310000 | PA      | $275900.00    | 0.06%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                    | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     980000 | PA      | $987644.00    | 0.23%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                    | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     881000 | PA      | $886506.25    | 0.20%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                         | MV24 Capital BV                                                                                                            | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     562164 | PA      | $561461.59    | 0.13%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                                                              | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     590000 | PA      | $596088.80    | 0.14%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                  | Mexico City Airport Trust                                                                                                  | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     620000 | PA      | $618047.00    | 0.14%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                  | Mexico City Airport Trust                                                                                                  | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     280000 | PA      | $233105.60    | 0.05%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                  | Mexico City Airport Trust                                                                                                  | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $975550.00    | 0.22%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                     | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     460000 | PA      | $445740.00    | 0.10%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                     | CUSIP: 60937LAG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     720000 | PA      | $750960.00    | 0.17%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                     | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $209000.00    | 0.05%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                      | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     420000 | PA      | $403263.00    | 0.09%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                      | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     490000 | PA      | $420175.00    | 0.10%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                      | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     670000 | PA      | $681189.00    | 0.16%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                          | NBK Tier 1 Ltd                                                                                                             | CUSIP: 62879NAB3<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |    1360000 | PA      | $1328556.80   | 0.30%             | 2031-01-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     520000 | PA      | $528944.00    | 0.12%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     610000 | PA      | $634400.00    | 0.14%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $205540.00    | 0.05%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                      | Niagara Energy SAC                                                                                                         | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     400000 | PA      | $400260.00    | 0.09%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                      | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     310000 | PA      | $339217.50    | 0.08%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                      | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     310000 | PA      | $354640.00    | 0.08%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                      | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     690000 | PA      | $663476.40    | 0.15%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| NOVA SECURITISATION SARL                                | Nova Securitisation Sarl                                                                                                   | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    1160000 | PA      | $1118582.20   | 0.26%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVA SECURITISATION SARL                                | Nova Securitisation Sarl                                                                                                   | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     850000 | PA      | $805375.00    | 0.18%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                     | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     990000 | PA      | $1030966.20   | 0.24%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                  | Oman Government International Bond                                                                                         | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1420000 | PA      | $1480730.42   | 0.34%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                  | Oman Government International Bond                                                                                         | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     740000 | PA      | $759898.60    | 0.17%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                  | Oman Government International Bond                                                                                         | CUSIP: 68205LAE3<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     680000 | PA      | $755607.50    | 0.17%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                  | Pertamina Persero PT                                                                                                       | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    1150000 | PA      | $801334.38    | 0.18%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                      | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     800000 | PA      | $607780.64    | 0.14%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                      | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     570000 | PA      | $533520.00    | 0.12%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                      | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     201000 | PA      | $130449.00    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                      | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1530000 | PA      | $1130670.00   | 0.26%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                      | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     470000 | PA      | $500168.13    | 0.11%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                      | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     710000 | PA      | $780290.00    | 0.18%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                                                                       | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4620000 | PA      | $4469815.35   | 1.02%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                                                                       | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     310000 | PA      | $297402.62    | 0.07%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                     | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     340000 | PA      | $339320.00    | 0.08%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                     | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1199000 | PA      | $1053921.00   | 0.24%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                     | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     480000 | PA      | $498720.00    | 0.11%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                        | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     190000 | PA      | $205373.38    | 0.05%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                        | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     550000 | PA      | $523600.00    | 0.12%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                        | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1360000 | PA      | $721820.00    | 0.16%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                        | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2390000 | PA      | $1275065.00   | 0.29%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                        | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     840000 | PA      | $837900.00    | 0.19%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                     | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     620000 | PA      | $619225.00    | 0.14%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     250000 | PA      | $244687.50    | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     240000 | PA      | $189120.00    | 0.04%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     370000 | PA      | $271025.00    | 0.06%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2190000 | PA      | $1748605.50   | 0.40%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1210000 | PA      | $924742.50    | 0.21%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1200000 | PA      | $1203108.00   | 0.27%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     800000 | PA      | $802720.00    | 0.18%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2104000 | PA      | $2012370.80   | 0.46%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2183000 | PA      | $1716056.30   | 0.39%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     612000 | PA      | $643456.80    | 0.15%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                       | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     820000 | PA      | $705831.40    | 0.16%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                       | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     930000 | PA      | $955054.20    | 0.22%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                          | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     690000 | PA      | $634427.40    | 0.14%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                          | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1230000 | PA      | $1133186.70   | 0.26%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                                 | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT                                                      | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     560000 | PA      | $507047.80    | 0.12%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                  | Rede D'or Finance Sarl                                                                                                     | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $299385.00    | 0.07%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                 | Reliance Industries Ltd                                                                                                    | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     520000 | PA      | $468000.00    | 0.11%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                     | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1940000 | PA      | $1715251.00   | 0.39%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                     | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2145920 | PA      | $2241949.92   | 0.51%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                                                                               | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     520000 | PA      | $471120.00    | 0.11%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   26830000 | PA      | $668027.06    | 0.15%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1050000 | PA      | $921847.50    | 0.21%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      20000 | PA      | $17528.90     | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     710000 | PA      | $724626.00    | 0.17%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     740000 | PA      | $775590.97    | 0.18%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3070000 | PA      | $3045562.80   | 0.69%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     680000 | PA      | $677110.00    | 0.15%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1420000 | PA      | $1315088.70   | 0.30%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     910000 | PA      | $904658.30    | 0.21%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                        | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     910000 | PA      | $768485.90    | 0.18%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                  | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     680000 | PA      | $708702.80    | 0.16%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                  | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     480000 | PA      | $480000.00    | 0.11%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                     | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     530000 | PA      | $471700.00    | 0.11%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1140000 | PA      | $890625.00    | 0.20%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     430000 | PA      | $308525.00    | 0.07%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     790000 | PA      | $614225.00    | 0.14%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     790000 | PA      | $797505.00    | 0.18%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     610000 | PA      | $597495.00    | 0.14%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1130000 | PA      | $875750.00    | 0.20%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     870000 | PA      | $869456.25    | 0.20%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     440000 | PA      | $407880.00    | 0.09%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                     | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     590000 | PA      | $604531.70    | 0.14%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                     | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     390000 | PA      | $385417.50    | 0.09%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                     | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2300000 | PA      | $2135274.00   | 0.49%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                     | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     550000 | PA      | $502975.00    | 0.11%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                          | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1060000 | PA      | $1082260.00   | 0.25%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                          | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     960000 | PA      | $975840.00    | 0.22%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                | Telecommunications co Telekom Srbija AD Belgrade                                                                           | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     220000 | PA      | $216480.00    | 0.05%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                   | Transnet/South Africa                                                                                                      | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     860000 | PA      | $889240.00    | 0.20%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                            | CUSIP: 896292AK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    1250000 | PA      | $1190000.00   | 0.27%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                            | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     420000 | PA      | $417480.00    | 0.10%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1750000 | PA      | $1450750.00   | 0.33%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     980000 | PA      | $687308.30    | 0.16%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1860000 | PA      | $1394535.00   | 0.32%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1960000 | PA      | $1870330.00   | 0.43%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2990000 | PA      | $2860682.50   | 0.65%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2060000 | PA      | $1959884.00   | 0.45%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1902000 | PA      | $1928628.00   | 0.44%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     720000 | PA      | $716515.20    | 0.16%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                      | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     290000 | PA      | $271875.00    | 0.06%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     770000 | PA      | $771155.00    | 0.18%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                 | Turkiye Garanti Bankasi AS                                                                                                 | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     750000 | PA      | $755625.00    | 0.17%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                      | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1357309 | PA      | $720731.08    | 0.16%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                      | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2068223 | PA      | $1077544.18   | 0.25%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                      | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1800485 | PA      | $920047.84    | 0.21%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                      | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     223742 | PA      | $130665.33    | 0.03%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                      | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1224828 | PA      | $521776.73    | 0.12%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                      | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     576562 | PA      | $264065.40    | 0.06%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                      | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1258320 | PA      | $905990.40    | 0.21%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1136000 | PA      | $1090560.00   | 0.25%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2125000 | PA      | $1267562.50   | 0.29%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1240000 | PA      | $971850.00    | 0.22%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     640000 | PA      | $453312.00    | 0.10%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     610000 | PA      | $623725.00    | 0.14%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1250000 | PA      | $1164212.50   | 0.27%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     680000 | PA      | $675580.00    | 0.15%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $195400.00    | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                       | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     550000 | PA      | $531850.00    | 0.12%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                       | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1470000 | PA      | $1443540.00   | 0.33%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $181482.00    | 0.04%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     550000 | PA      | $573719.69    | 0.13%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 91824PAD9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 9450000000 | PA      | $817572.89    | 0.19%             | 2028-02-25      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                          | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     610000 | PA      | $634583.00    | 0.14%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                          | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     570000 | PA      | $562533.00    | 0.13%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                  | Lebanon Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     245000 | PA      | $57697.50     | 0.01%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                                   | Windfall Mining Group Inc / Groupe Minier Windfall Inc                                                                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     920000 | PA      | $930515.05    | 0.21%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                                   | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     370000 | PA      | $376312.20    | 0.09%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                                   | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     430000 | PA      | $430903.00    | 0.10%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                            | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |     474067 | NS      | $9612.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SR233890  IRS BRL R F 13.25000 2 CCPNDFPREDISWAP / Short: SR233890  IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | GB        |   54100000 | OU      | $-171737.18   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BR252840  IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BR252840  IRS BRL P F 12.75000 2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1400000 | OU      | $4370.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BR252837  IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BR252837  IRS BRL P F 12.75000 2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | GB        |    3640000 | OU      | $17457.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SR252837  IRS BRL R F 12.75000 2 CCPNDFPREDISWAP / Short: SR252837  IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | GB        |   10980000 | OU      | $-52659.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BR254974  IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BR254974  IRS BRL P F 13.25000 2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255050  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255050  IRS EUR P F  2.50000 2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2320000 | OU      | $50993.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255047  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255047  IRS EUR P F  2.25000 2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3560000 | OU      | $50754.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255051  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255051  IRS EUR P F  2.50000 2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     700000 | OU      | $24256.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255053  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255053  IRS EUR P F  2.75000 2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1350000 | OU      | $45328.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255055  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255055  IRS EUR P F  3.00000 2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1370000 | OU      | $42558.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255030  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255030  IRS USD P F  3.00000 2 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1010000 | OU      | $11428.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255036  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255036  IRS USD P F  3.75000 2 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1460000 | OU      | $15699.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BR233890  IRS BRL R V 00MBRCDI 2 CCPNDFPREDISWAP / Short: BR233890  IRS BRL P F 13.25000 2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | GB        |   14800000 | OU      | $46981.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR256088  IRS KRW R V 03MKSDA 1 CCPNDF / Short: BR256088  IRS KRW P F  3.50000 2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        | 9418590000 | OU      | $36411.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255465  IRS THB R V 00MTHOR 1 CCPNDFOIS / Short: BR255465  IRS THB P F  2.00000 2 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   32300000 | OU      | $18488.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR256085  IRS INR R V 00MMIBOR 1 CCPNDFOIS / Short: BR256085  IRS INR P F  6.00000 2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  339120000 | OU      | $45435.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255456  IRS THB R V 00MTHOR 1 CCPNDFOIS / Short: BR255456  IRS THB P F  1.25000 2 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    7680000 | OU      | $1261.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR255457  IRS THB R V 00MTHOR 1 CCPNDFOIS / Short: BR255457  IRS THB P F  1.50000 2 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13230000 | OU      | $6345.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SR256081  IRS CZK R F  4.25000 2 CCPVANILLA / Short: SR256081  IRS CZK P V 06MPRIBO 1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   16340000 | OU      | $-20593.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SR256079  IRS CZK R F  4.00000 2 CCPVANILLA / Short: SR256079  IRS CZK P V 06MPRIBO 1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  156390000 | OU      | $-54646.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SR256095  IRS ZAR R F  6.75000 2 CCPVANILLA / Short: SR256095  IRS ZAR P V 03MJIBAR 1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   60110000 | OU      | $-47968.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR256097  IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BR256097  IRS ZAR P F  7.75000 2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   28800000 | OU      | $85124.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SR256096  IRS ZAR R F  7.00000 2 CCPVANILLA / Short: SR256096  IRS ZAR P V 03MJIBAR 1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   22570000 | OU      | $-45193.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SR256082  IRS HUF R F  6.25000 2 CCPVANILLA / Short: SR256082  IRS HUF P V 06MBUBOR 1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  622120000 | OU      | $-36090.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR256084  IRS HUF R V 06MBUBOR 1 CCPVANILLA / Short: BR256084  IRS HUF P F  6.75000 2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  336540000 | OU      | $27511.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SR256237  IRS CLP R F  4.75000 2 CCPNDFCAMARAPROMEDIO / Short: SR256237  IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1817250000 | OU      | $-10707.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SR256238  IRS CLP R F  5.25000 2 CCPNDFCAMARAPROMEDIO / Short: SR256238  IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  533490000 | OU      | $-3497.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SR256253  IRS MXN R F  8.00000 2 CCPOIS / Short: SR256253  IRS MXN P V 00MTIEF 1 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24000000 | OU      | $-55193.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SR256252  IRS MXN R F  7.25000 2 CCPOIS / Short: SR256252  IRS MXN P V 00MTIEF 1 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | GB        |   81810000 | OU      | $-57843.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SR256251  IRS MXN R F  7.75000 2 CCPOIS / Short: SR256251  IRS MXN P V 00MTIEF 1 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   49790000 | OU      | $-63542.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SR256094  IRS PLN R F  4.50000 2 CCPVANILLA / Short: SR256094  IRS PLN P V 06MWIBOR 1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3780000 | OU      | $-34230.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BR256092  IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BR256092  IRS PLN P F  3.75000 2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12380000 | OU      | $49289.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BR256284  IRS COP R V 00MCPIBR 1 CCPNDFOIS / Short: BR256284  IRS COP P F 12.00000 2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | GB        | 5896660000 | OU      | $5393.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BR256285  IRS COP R V 00MCPIBR 1 CCPNDFOIS / Short: BR256285  IRS COP P F 11.25000 2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | GB        | 4473780000 | OU      | $-13122.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    8230000 | PA      | $454333.45    | 0.10%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4910000 | PA      | $272922.30    | 0.06%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3040000 | PA      | $910905.83    | 0.21%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     520000 | PA      | $473200.00    | 0.11%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    1083000 | PA      | $257212.50    | 0.06%             | 2031-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1258000 | PA      | $1264239.68   | 0.29%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    1170000 | PA      | $1179140.63   | 0.27%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                        | DP World Ltd/United Arab Emirates                                                                                          | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1661000 | PA      | $1482857.75   | 0.34%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1900000 | PA      | $1872279.00   | 0.43%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     680000 | PA      | $686256.00    | 0.16%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                                 | Panama Notas del Tesoro                                                                                                    | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1460000 | PA      | $1455182.00   | 0.33%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1580000 | PA      | $1620195.20   | 0.37%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1510000 | PA      | $1399558.60   | 0.32%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     620000 | PA      | $611010.00    | 0.14%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     550000 | PA      | $476390.75    | 0.11%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     100000 | PA      | $99109.53     | 0.02%             | 2031-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RED SUN PROPERTIES GRP                                  | Redsun Properties Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300TYWIIKAOK07L47 | Long             | DBT              | CORP              | KY        |     220000 | PA      | $1980.00      | 0.00%             | 2023-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      52000 | PA      | $36483.26     | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1330000 | PA      | $896087.50    | 0.20%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    1395000 | PA      | $328522.50    | 0.07%             | 2028-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     250000 | PA      | $275820.54    | 0.06%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1240000 | PA      | $1189780.00   | 0.27%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $2250.00      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1340000 | PA      | $862156.00    | 0.20%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     560000 | PA      | $491652.00    | 0.11%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1992467 | PA      | $1747393.56   | 0.40%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     240000 | PA      | $210480.00    | 0.05%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    3140000 | PA      | $2446060.00   | 0.56%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     596124 | PA      | $498359.66    | 0.11%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1178100 | PA      | $984891.60    | 0.22%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      84062 | PA      | $83754.18     | 0.02%             | 2029-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                  | Emirate of Dubai Government International Bonds                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    1270000 | PA      | $872109.00    | 0.20%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     230000 | PA      | $206741.25    | 0.05%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                                                                | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     350000 | PA      | $313187.00    | 0.07%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1110000 | PA      | $1233418.13   | 0.28%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     380000 | PA      | $322245.24    | 0.07%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    2390000 | PA      | $1831241.90   | 0.42%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     610000 | PA      | $553520.10    | 0.13%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1310000 | PA      | $1128800.80   | 0.26%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    1380000 | PA      | $949440.00    | 0.22%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     500000 | PA      | $428750.00    | 0.10%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     760000 | PA      | $435480.00    | 0.10%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     530000 | PA      | $574313.08    | 0.13%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1110000 | PA      | $663307.77    | 0.15%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     520000 | PA      | $542230.00    | 0.12%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     930000 | PA      | $1004479.79   | 0.23%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1750000 | PA      | $1608285.00   | 0.37%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                          | NBK Tier 1 Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     220000 | PA      | $215600.00    | 0.05%             | 2026-08-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     240000 | PA      | $225650.86    | 0.05%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     340000 | PA      | $3060.00      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     580000 | PA      | $554750.31    | 0.13%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    1210000 | PA      | $1121670.00   | 0.26%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     800000 | PA      | $710744.00    | 0.16%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PAKISTAN WATER & POWER                                  | Pakistan Water & Power Development Authority                                                                               | CUSIP: 000000000<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |     620000 | PA      | $551645.00    | 0.13%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     160000 | PA      | $93046.87     | 0.02%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                                                           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    1090000 | PA      | $903631.80    | 0.21%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     700000 | PA      | $630091.00    | 0.14%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    2010000 | PA      | $1979870.10   | 0.45%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                      | Rwanda International Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     810000 | PA      | $723352.28    | 0.17%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    2410000 | PA      | $1421900.00   | 0.32%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                                                                       | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     278000 | PA      | $268617.50    | 0.06%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     290000 | PA      | $253572.85    | 0.06%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1435000 | PA      | $1374012.50   | 0.31%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1320000 | PA      | $1309440.00   | 0.30%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $174800.00    | 0.04%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1100000 | PA      | $1020800.00   | 0.23%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1270000 | PA      | $797560.00    | 0.18%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     990000 | PA      | $872190.00    | 0.20%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198032.00    | 0.05%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                 | EIG Pearl Holdings Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1057208 | PA      | $942172.81    | 0.21%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1070000 | PA      | $1120825.00   | 0.26%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    2600000 | PA      | $2565472.00   | 0.59%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $206172.00    | 0.05%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     450000 | PA      | $459270.00    | 0.10%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     460000 | PA      | $482124.11    | 0.11%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     900000 | PA      | $760041.00    | 0.17%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                   | Transnet/South Africa                                                                                                      | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    1530000 | PA      | $1582020.00   | 0.36%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     280000 | PA      | $294490.00    | 0.07%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                   | Jordan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     390000 | PA      | $400992.15    | 0.09%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   64000000 | PA      | $3572258.39   | 0.81%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1310000 | PA      | $1273975.00   | 0.29%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                     | Ceska sporitelna AS                                                                                                        | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |     900000 | PA      | $1064451.36   | 0.24%             | 2030-01-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $187966.76    | 0.04%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1330000 | PA      | $1352277.50   | 0.31%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1190000 | PA      | $1218090.90   | 0.28%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1240000 | PA      | $1232560.00   | 0.28%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     520000 | PA      | $508729.42    | 0.12%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                                                           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     470000 | PA      | $482196.50    | 0.11%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     260000 | PA      | $302609.68    | 0.07%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                 | Turkiye Garanti Bankasi AS                                                                                                 | CUSIP: 000000000<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $302250.00    | 0.07%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                  | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      36879 | PA      | $92.20        | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                  | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |       8063 | PA      | $152.39       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                       | Add Hero Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |      63935 | PA      | $3339.96      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                       | Add Hero Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |      52070 | PA      | $208.28       | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                       | Add Hero Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |      68733 | PA      | $274.25       | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                  | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      90223 | PA      | $225.56       | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     770000 | PA      | $807202.55    | 0.18%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     540000 | PA      | $562345.20    | 0.13%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     310000 | PA      | $360559.02    | 0.08%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     430000 | PA      | $247680.00    | 0.06%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1150000 | PA      | $1150000.00   | 0.26%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     956089 | PA      | $896034.33    | 0.20%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    1047926 | PA      | $681468.90    | 0.16%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                              | Akbank TAS                                                                                                                 | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     350000 | PA      | $356622.00    | 0.08%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     274147 | PA      | $145572.06    | 0.03%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     580000 | PA      | $265060.00    | 0.06%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     810000 | PA      | $422010.00    | 0.10%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1080000 | PA      | $1017304.16   | 0.23%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                      | Banca Transilvania SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     460000 | PA      | $535545.86    | 0.12%             | 2030-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     660000 | PA      | $561000.00    | 0.13%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     665000 | PA      | $632581.25    | 0.14%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     600000 | PA      | $624000.00    | 0.14%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                | Telecommunications co Telekom Srbija AD Belgrade                                                                           | CUSIP: 000000000<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     610000 | PA      | $600240.00    | 0.14%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     510000 | PA      | $504007.50    | 0.11%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1030000 | PA      | $1055368.90   | 0.24%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     375421 | PA      | $312256.42    | 0.07%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1470000 | PA      | $1222672.50   | 0.28%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1295891 | PA      | $1158202.58   | 0.26%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     750232 | PA      | $692089.02    | 0.16%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     400000 | PA      | $369000.00    | 0.08%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     560000 | PA      | $494900.00    | 0.11%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     747693 | PA      | $660773.69    | 0.15%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     631576 | PA      | $603629.04    | 0.14%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     861204 | PA      | $652362.03    | 0.15%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     320000 | PA      | $315705.60    | 0.07%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                           | OTP Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |     970000 | PA      | $998190.63    | 0.23%             | 2035-07-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1010000 | PA      | $1056773.10   | 0.24%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                                   | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $300630.00    | 0.07%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DNO ASA                                                 | DNO ASA                                                                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH3K072 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $1020000.00   | 0.23%             | 2030-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     800000 | PA      | $921332.83    | 0.21%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUCI SECOND INVEST CO                                   | Suci Second Investment Co                                                                                                  | CUSIP: 000000000<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |    1520000 | PA      | $1492457.60   | 0.34%             | 2032-05-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     540000 | PA      | $542025.00    | 0.12%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                      | Czechoslovak Group AS                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    1250000 | PA      | $1280625.00   | 0.29%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     530000 | PA      | $525781.20    | 0.12%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                            | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      93568 | PA      | $2690.08      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                            | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     279492 | PA      | $1397.46      | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                            | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     163333 | PA      | $4287.49      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                            | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     218543 | PA      | $5463.58      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                            | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     307316 | PA      | $7679.83      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     720000 | PA      | $760750.10    | 0.17%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     870000 | PA      | $984472.31    | 0.22%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     300000 | PA      | $326168.22    | 0.07%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     630000 | PA      | $707709.06    | 0.16%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   20090000 | PA      | $435790.78    | 0.10%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   24800000 | PA      | $379062.39    | 0.09%             | 2032-11-03      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                                       | Congolese International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |    2370000 | PA      | $2213817.00   | 0.51%             | 2032-11-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                | First Abu Dhabi Bank PJSC                                                                                                  | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    1360000 | PA      | $1315800.00   | 0.30%             | 2031-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                           | Bank Hapoalim BM                                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     790000 | PA      | $780251.40    | 0.18%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   12100000 | PA      | $185075.23    | 0.04%             | 2031-06-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     600000 | PA      | $588600.00    | 0.13%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1450000 | PA      | $1423537.50   | 0.32%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     960000 | PA      | $1064543.60   | 0.24%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     320000 | PA      | $345136.88    | 0.08%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        194 | NC      | $-712243.61   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         10 | NC      | $-5333.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         32 | NC      | $21211.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -9 | NC      | $4062.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        171 | NC      | $-227115.87   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         34 | NC      | $-74784.37    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    2570000 | PA      | $851826.50    | 0.19%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    2180000 | PA      | $728556.00    | 0.17%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    2230000 | PA      | $2197665.00   | 0.50%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     960000 | PA      | $1012080.00   | 0.23%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sunac Services Holdings Ltd                             | Sunac Services Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300K4OFRSVPWF2W77 | Long             | EC               | CORP              | KY        |     224816 | NS      | $24043.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     330000 | PA      | $337378.80    | 0.08%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    1070000 | PA      | $1043999.00   | 0.24%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                | Kingston Airport Revenue Finance Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     550000 | PA      | $546342.50    | 0.12%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1080000 | PA      | $1082700.00   | 0.25%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                  | Rede D'or Finance Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     330000 | PA      | $325792.50    | 0.07%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                  | Rede D'or Finance Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     682000 | PA      | $652353.46    | 0.15%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     210000 | PA      | $180994.02    | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     710000 | PA      | $619645.40    | 0.14%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                        | DP World Ltd/United Arab Emirates                                                                                          | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1230000 | PA      | $965857.50    | 0.22%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     810000 | PA      | $656302.50    | 0.15%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     270000 | PA      | $63585.00     | 0.01%             | 2027-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1100000 | PA      | $1123694.44   | 0.26%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     250000 | PA      | $260691.98    | 0.06%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     490000 | PA      | $494238.89    | 0.11%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iraq International Bonds                                | Iraq International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    1087500 | PA      | $1058273.44   | 0.24%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     173000 | PA      | $40741.50     | 0.01%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    1685000 | PA      | $396817.50    | 0.09%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                     | Minejesa Capital BV                                                                                                        | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     240130 | PA      | $236528.05    | 0.05%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CTBOAUSMX20260407182 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    6466000 | OU      | $17057.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | CTHSBUSCN202604166965 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | LU        |    4309000 | OU      | $1477.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS20260417116 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |    3720000 | OU      | $34686.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | CWCITUSMX20260407182 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | LU        |   -6425409 | OU      | $-16950.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | CTCITUSMX202604071775 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | LU        |    6435000 | OU      | $79497.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PWRBCEUUS20260417116 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |   -3720000 | OU      | $-34686.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CWBOAUSCN202604166965 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -4309000 | OU      | $-1477.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CWBOAUSMX202604071775 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |   -6435000 | OU      | $-79497.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PTMSIEUUS2026040111775 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    3081000 | OU      | $65108.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PTDEUUSKR202604021416 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | LU        |    3640000 | OU      | $3.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS202604011178 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    3081000 | OU      | $66647.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | CWDEUUSKR2026040214855 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | LU        |   -3640000 | OU      | $-48015.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PWDEUEUUS202604011178 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | LU        |   -3081000 | OU      | $-66647.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PWDEUEUUS2026040111775 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | LU        |   -3081000 | OU      | $-65108.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PTDEUEUUS2026040111945 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | LU        |    4618000 | OU      | $176021.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | CTMSIUSKR2026040214855 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |    1820000 | OU      | $24007.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS202604011179 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |    4690000 | OU      | $106136.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PWBNPEUUS2026040111945 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |   -4618000 | OU      | $-176021.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PWCITEUUS202604011179 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |   -4690000 | OU      | $-106136.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PTCITEUUS2026042111725 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | LU        |    6279000 | OU      | $112303.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | CWBNPUSBR202604065375 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |   -1852000 | OU      | $-588.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | CTBNPUSBR202604065215 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |    1852000 | OU      | $7024.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PWSTAUSSG202603311262 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |   -1389000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | CWSTAUSSG202603311262 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |   -1389000 | OU      | $-25597.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CTCHAUSKR2026040214855 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    1820000 | OU      | $24007.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CTCHAUSTW202604083186 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |    3677000 | OU      | $30500.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | CTDEUUSBR202604065375 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | LU        |    1852000 | OU      | $588.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | CWDEUUSBR202604065215 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |   -1852000 | OU      | $-7024.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PWCITUSKR202604021416 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | LU        |   -3640000 | OU      | $-3.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PWRBCEUUS2026042111725 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |   -6279000 | OU      | $-112303.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PTRBCEUUS202604211149 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |    6256000 | OU      | $32901.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CWBOAUSMX202604071784 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -3652191 | OU      | $-33523.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PWDEUEUUS202604211149 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |   -3134620 | OU      | $-16485.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CTBOAUSMX202604071784 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    3654000 | OU      | $33540.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS202604161155 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    3137000 | OU      | $21262.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PWBNPEUUS202604161155 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |   -3137000 | OU      | $-21262.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | CWMSIUSTW202604093194 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |   -1816000 | OU      | $-12777.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PWBOAUSSG202604021272 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |   -1363000 | OU      | $-16.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CWBOAUSSG202604021272 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |   -1363000 | OU      | $-14055.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | CTSTAUSTW202605143208 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |    2963340 | OU      | $34955.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CTCHAUSZA202605141686 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |    2963340 | OU      | $71973.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CWCHAUSZA202605141772 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |   -3258370 | OU      | $-30338.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PTCITUSKR2026043014762 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | LU        |    1818000 | OU      | $11102.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | CWSTAUSTW202604093194 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |   -1838500 | OU      | $-12935.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS202604211139 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |    1569000 | OU      | $4613.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PWBOAUSSG202604061276 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |   -2198870 | OU      | $-1103.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CWBOAUSSG202604061276 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |   -2198870 | OU      | $-16757.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | CWSTAUSTW202604083186 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |   -3677000 | OU      | $-30500.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PTUBSEUUS202606161144 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | LU        |    1572000 | OU      | $14272.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | CTSTAUSTW202604093194 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    3654500 | OU      | $25713.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS202606181145 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    2552580 | OU      | $24547.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | CWMSIUSCN20260416686 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |   -1349000 | OU      | $-6268.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PWMSIUSCN20260416686 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |   -1349000 | OU      | $-2599.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | CWDEUUSMX202605181865 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | LU        |   -3208000 | OU      | $-27328.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PTCITEUUS202604211139 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     988470 | OU      | $2906.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | CTDEUUSMX20260518178 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    2916000 | OU      | $66802.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PTRBCEUUS202606161144 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | LU        |     990360 | OU      | $8991.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | CWHSBUSCN20260416686 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -849870 | OU      | $-3949.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PWHSBUSCN20260416686 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -849870 | OU      | $-1637.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PTDEUUSKR2026043014762 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | LU        |    1145340 | OU      | $6994.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PTUBSEUUS202604211149 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | LU        |    1970640 | OU      | $10363.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PWBNPEUUS202606161144 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |   -2562360 | OU      | $-23264.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | CWMSIUSMX202605211893 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |   -3187000 | OU      | $-21920.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | CTMSIUSMX2026052118135 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |    2897000 | OU      | $47055.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PWBOAEUUS202604211139 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |   -2557470 | OU      | $-7520.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CWCHAUSCN202604076885 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |   -2164000 | OU      | $-4418.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PWCHAUSCN202604076885 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |   -2164000 | OU      | $-4732.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PWHSBUSSG202604231276 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | LU        |   -2164000 | OU      | $-5602.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | CWMSIEUPL202604234268 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |   -1868000 | OU      | $-19123.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PWBNPEUUS202604211149 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |   -5092020 | OU      | $-26779.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS202605221153 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |    4981000 | OU      | $51251.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | CWHSBUSSG202604231276 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | LU        |   -2164000 | OU      | $-18082.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PWMSIEUPL202604234268 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |   -1868000 | OU      | $-4890.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | CWMSIEUPL20260428427 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |   -1253000 | OU      | $-13040.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PWMSIEUPL20260428427 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | LU        |   -1253000 | OU      | $-3952.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS20260507115 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |    5013000 | OU      | $38578.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PTBNPEUUS202605271145 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | LU        |    2499000 | OU      | $19734.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CWBOAUSZA202605141686 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |   -2963340 | OU      | $-71973.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | CTBOAUSZA202605141772 GOLDMAN                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |    3258370 | OU      | $30338.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CTCHAUSZA20260527175 GOLDMAN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    2884000 | OU      | $40944.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CWCHAUSZA2026052718575 GOLDMAN                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |   -2884000 | OU      | $-14823.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                 | Aeropuerto Internacional de Tocumen SA                                                                                     | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     510000 | PA      | $420897.90    | 0.10%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1030000 | PA      | $1055750.00   | 0.24%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     610000 | PA      | $597190.00    | 0.14%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     410000 | PA      | $388680.00    | 0.09%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     370000 | PA      | $386095.00    | 0.09%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     830000 | PA      | $705500.00    | 0.16%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     240000 | PA      | $249960.00    | 0.06%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     590000 | PA      | $628940.00    | 0.14%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                                      | Banco de Bogota SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    1170000 | PA      | $1167636.60   | 0.27%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1733388 | PA      | $1733387.90   | 0.40%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                                                             | CUSIP: 000000000<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     590000 | PA      | $573037.50    | 0.13%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                 | Banco del Estado de Chile                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    1100000 | PA      | $1153966.00   | 0.26%             | 2029-05-02      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $309600.00    | 0.07%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $312600.00    | 0.07%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    7531000 | PA      | $3407777.50   | 0.78%             | 2028-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     176000 | PA      | $89320.00     | 0.02%             | 2026-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                                                                     | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    1080000 | PA      | $1020205.80   | 0.23%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                                                            | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $399200.00    | 0.09%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                                                            | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     450000 | PA      | $456803.19    | 0.10%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     199000 | PA      | $193527.50    | 0.04%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     350000 | PA      | $332500.00    | 0.08%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     840000 | PA      | $701362.20    | 0.16%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1260000 | PA      | $1161405.00   | 0.26%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     610000 | PA      | $603900.00    | 0.14%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $155100.00    | 0.04%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     540000 | PA      | $541485.00    | 0.12%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     440000 | PA      | $445445.00    | 0.10%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     470000 | PA      | $437100.00    | 0.10%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1390000 | PA      | $1466450.00   | 0.33%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1250000 | PA      | $1277500.00   | 0.29%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                         | GNL Quintero SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |     354320 | PA      | $351680.32    | 0.08%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                        | Grupo Nutresa SA                                                                                                           | CUSIP: 000000000<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     340000 | PA      | $357595.00    | 0.08%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                        | Grupo Nutresa SA                                                                                                           | CUSIP: 000000000<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     330000 | PA      | $366275.25    | 0.08%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     440000 | PA      | $433202.00    | 0.10%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds                              | Guatemala Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     381000 | PA      | $363427.90    | 0.08%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     703000 | PA      | $695407.60    | 0.16%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     470000 | PA      | $468120.00    | 0.11%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     430000 | PA      | $460100.00    | 0.10%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $297228.00    | 0.07%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                    | Kallpa Generacion SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $204526.00    | 0.05%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     210000 | PA      | $211638.00    | 0.05%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                  | Mexico City Airport Trust                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     522000 | PA      | $434575.44    | 0.10%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                  | Mexico City Airport Trust                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     630000 | PA      | $614596.50    | 0.14%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                  | Mexico City Airport Trust                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1439000 | PA      | $1195665.10   | 0.27%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                      | Niagara Energy SAC                                                                                                         | CUSIP: 000000000<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     260000 | PA      | $260169.00    | 0.06%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                 | Paraguay Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     790000 | PA      | $703100.00    | 0.16%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 1417000000 | PA      | $216417.31    | 0.05%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 4442000000 | PA      | $680474.91    | 0.16%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1090000 | PA      | $1132510.00   | 0.26%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    4920000 | PA      | $1630734.00   | 0.37%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      77934 | PA      | $26622.25     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   11510000 | PA      | $3904192.00   | 0.89%             | 2049-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    1196886 | PA      | $1178932.71   | 0.27%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     280000 | PA      | $281120.00    | 0.06%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    2310000 | PA      | $958650.00    | 0.22%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     443000 | PA      | $482267.52    | 0.11%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                                                                     | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     290000 | PA      | $310102.80    | 0.07%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                                                                     | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     310000 | PA      | $308698.00    | 0.07%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     990000 | PA      | $876533.63    | 0.20%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     410000 | PA      | $413280.00    | 0.09%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1320000 | PA      | $1333530.00   | 0.30%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1815000 | PA      | $1824075.00   | 0.42%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                                                           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     420000 | PA      | $363539.40    | 0.08%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     510000 | PA      | $467435.40    | 0.11%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     241454 | PA      | $242902.72    | 0.06%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1000000 | PA      | $939250.00    | 0.21%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     400000 | PA      | $211300.00    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     670000 | PA      | $337512.50    | 0.08%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     926000 | PA      | $1006122.15   | 0.23%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     450000 | PA      | $396900.00    | 0.09%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                    | JSW Hydro Energy Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     639400 | PA      | $585370.70    | 0.13%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     400000 | PA      | $368325.00    | 0.08%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     500000 | PA      | $484500.00    | 0.11%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     930000 | PA      | $969990.00    | 0.22%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     720000 | PA      | $694976.40    | 0.16%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     360000 | PA      | $309877.20    | 0.07%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     860000 | PA      | $878378.20    | 0.20%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     300000 | PA      | $308082.00    | 0.07%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                  | Pertamina Persero PT                                                                                                       | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     330000 | PA      | $337012.50    | 0.08%             | 2041-05-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                    | Pertamina Persero PT                                                                                                       | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     720000 | PA      | $695520.00    | 0.16%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                                 | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT                                                      | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     220000 | PA      | $199197.35    | 0.05%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds              | Republic of Azerbaijan International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    2790000 | PA      | $2555971.45   | 0.58%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                 | Reliance Industries Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     520000 | PA      | $468000.00    | 0.11%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     500000 | PA      | $448125.00    | 0.10%             | 2036-03-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President