# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-25-038395
**Filing Date:** 2025-12
**Character Count:** 263851
**Document Hash:** 54698bcef6e9bfec5d0be2ec487465aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-038395.hdr.sgml**: 20251217

**ACCESSION NUMBER**: 0001410368-25-038395

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251217

**DATE AS OF CHANGE**: 20251217

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 251578842

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### The Hartford Emerging Markets Local Debt Fund (Series ID: S000032809)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000101254 | Class A      | HLDAX           |
| C000101255 | Class C      | HLDCX           |
| C000101256 | Class I      | HLDIX           |
| C000101257 | Class R3     | HLDRX           |
| C000101258 | Class R4     | HLDSX           |
| C000101259 | Class R5     | HLDTX           |
| C000101260 | Class Y      | HLDYX           |
| C000185755 | Class F      | HLDFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** The Hartford Emerging Markets Local Debt Fund

- **b. EDGAR series identifier (if any):** S000032809

- **c. LEI of Series:** CTK6OQ0ECNS76TIBBU69

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $30644351.20

**Total Liabilities:** $641258.76

**Net Assets:** $30003092.44

**Delayed Delivery Securities:** $60036.52

**Cash Not Reported:** $1009551.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12.07000000 | **1-Year:** -301.76000000 | **5-Year:** -1235.80000000 | **10-Year:** -1020.54000000 | **30-Year:** -145.12000000

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

- **3-Month:** -20.52000000 | **1-Year:** -591.31000000 | **5-Year:** -879.33000000 | **10-Year:** -250.07000000 | **30-Year:** -2.96000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000101254 | 2.25%                | 1.63%                | 0.21%                |
| Class ID C000101255 | 2.17%                | 1.34%                | 0.33%                |
| Class ID C000101256 | 2.51%                | 1.46%                | 0.23%                |
| Class ID C000101257 | 2.42%                | 1.38%                | 0.38%                |
| Class ID C000101258 | 2.48%                | 1.43%                | 0.21%                |
| Class ID C000101259 | 2.43%                | 1.32%                | 0.25%                |
| Class ID C000101260 | 2.32%                | 1.48%                | 0.24%                |
| Class ID C000185755 | 2.52%                | 1.47%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $70126.61                | $309913.96                                 |
| Month 2  | $72219.24                | $96974.54                                  |
| Month 3  | $72443.63                | $-163028.78                                |

**Designated Index Information**

- **Index Name:** HFMV Blended Benchmark

- **Index Identifier:** 70% JGENVUUG / 30% JBCDCOMP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEGEA FINANCE SARL                         | Aegea Finance Sarl                                                                                                                         | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $194990.73    | 0.65%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 04522KAN6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    8300000 | PA      | $93072.39     | 0.31%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                   | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201001.20    | 0.67%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                   | Banco de Credito e Inversiones SA                                                                                                          | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $197037.60    | 0.66%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                     | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $217945.00    | 0.73%             | 2039-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                    | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                            | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198982 | PA      | $215093.73    | 0.72%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $149692.50    | 0.50%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $13514.61     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $7910.45      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $4299.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $5639.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $2175.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |          1 | NC      | $5294.17      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |          1 | NC      | $84590.86     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-402.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-197.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $6.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $9470.93      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-15956.89    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |          1 | NC      | $14670.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-17554.24    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-82.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $592.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AR        |          1 | NC      | $-104.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $6060.47      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-221.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-2470.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $-1232.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $34202.73     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $872.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $1552.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $963.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-222.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |          1 | NC      | $1320.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $20303.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-28403.39    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-927.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |          1 | NC      | $-464.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-207.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $11241.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1827.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |          1 | NC      | $-3100.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1664.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UY        |          1 | NC      | $356.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1992.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $-27210.21    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | MX        |          1 | NC      | $2860.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-157.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-11643.58    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | CN        |          1 | NC      | $-5033.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |          1 | NC      | $-5016.08     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-152.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |          1 | NC      | $-16489.68    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED RSD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RS        |          1 | NC      | $-1088.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |          1 | NC      | $11163.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |          1 | NC      | $-725.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $6904.18      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MY        |          1 | NC      | $1261.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |          1 | NC      | $-892.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $-12167.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $4373.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $10649.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |          1 | NC      | $-1238.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $-6160.06     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |          1 | NC      | $3166.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $-6603.82     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $3892.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $-65712.61    | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $77027.03     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $3767.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $2279.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $969.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $861.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1695.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $-115.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $716.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |          1 | NC      | $1431.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-193.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-45.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $4630.82      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $629.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $-163.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1644.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-286.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $-20.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $4946.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $158.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $-363.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $1194.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-995.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $-3775.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $2369.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2710.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1635.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $578.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |          1 | NC      | $-796.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1189.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-4297.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-132.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $817.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-1150.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MY        |          1 | NC      | $-671.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |          1 | NC      | $-578.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $883.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $-1005.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $490.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $295.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $4314.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1894.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $-190.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $85.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $593.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $3757.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1957.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $707.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $283.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $2984.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3818.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1103.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |          1 | NC      | $-4212.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-118.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $5729.38      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2458.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $217.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $488.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $1708.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $774.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $28.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $389.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $-65.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $550.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $12.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $411.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |          1 | NC      | $1107.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $69.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $453.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $-348.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $522.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $167.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1054.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2545.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $3296.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $-32.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $35.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1520.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PE        |          1 | NC      | $4466.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $828.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $288.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $615.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-181.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $-293.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1308.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PL        |          1 | NC      | $-201.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $860.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $171.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |          1 | NC      | $-33.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $-288.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $599.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-1941.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1562.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PE        |          1 | NC      | $5312.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1624.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1279.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $-1854.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2207.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $2989.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $920.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-104.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $40.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-216.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-104.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $101.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |          1 | NC      | $7.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-82.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $42.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $-327.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |          1 | NC      | $60.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3752.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-86.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $-143.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $760.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-56.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $-450.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $3181.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |          1 | NC      | $-1472.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |          1 | NC      | $-1164.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $948.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-31.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $229.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1942.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-669.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-225.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $278.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $-1105.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-179.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-484.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $-95.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1042.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-802.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1434.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $836.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-408.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-50.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $744.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $661.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |          1 | NC      | $-794.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $383.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $970.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-657.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $-337.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $166.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $252.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $121.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1703.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |          1 | NC      | $-9.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-261.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |          1 | NC      | $-122.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $423.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-9.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-597.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |          1 | NC      | $206.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-390.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-345.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2130.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |          1 | NC      | $55.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-120.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |          1 | NC      | $1287.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $264.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-729.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $191.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-519.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $-693.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $530.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $201.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $188.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $786.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |          1 | NC      | $-46.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $-564.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-176.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $881.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |          1 | NC      | $406.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |          1 | NC      | $-30.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-2870.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |          1 | NC      | $2543.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $-876.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $92.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $1044.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-478.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |          1 | NC      | $-108.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1213.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-524.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $-530.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $53.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $-403.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $413.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $-642.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $239.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |          1 | NC      | $679.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-593.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1137.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $468.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $25.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-958.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $93.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $63.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $-804.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-112.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-13.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |          1 | NC      | $907.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $137.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-429.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $10.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |          1 | NC      | $170.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $263.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TH        |          1 | NC      | $1023.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $-341.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |          1 | NC      | $506.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $4.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $555.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $-584.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $1342.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-514.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |          1 | NC      | $-176.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $250.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $264.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-573.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $-832.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $763.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $1825.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $393.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $-138.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1428.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |          1 | NC      | $213.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $-532.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $124.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-17.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $125.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                               | Ecopetrol SA                                                                                                                               | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     176000 | PA      | $157843.05    | 0.53%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                      | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $202439.59    | 0.67%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                          | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $206142.20    | 0.69%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                       | Kallpa Generacion SA                                                                                                                       | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $209520.00    | 0.70%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                | NBK SPC Ltd                                                                                                                                | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $207361.60    | 0.69%             | 2030-06-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                        | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      30000 | PA      | $24844.60     | 0.08%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                        | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      55000 | PA      | $53797.76     | 0.18%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                       | Petronas Capital Ltd                                                                                                                       | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $206662.83    | 0.69%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                   | Uruguay Government International Bond                                                                                                      | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    3222500 | PA      | $89379.61     | 0.30%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                   | Uruguay Government International Bond                                                                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2515000 | PA      | $63351.00     | 0.21%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                    | Silk Road Group Holding LLC                                                                                                                | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     200000 | PA      | $200417.20    | 0.67%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                 | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     127798 | PA      | $127798.00    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                       | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     108000 | PA      | $109881.90    | 0.37%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                    | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $39384.98     | 0.13%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                       | Thaioil Treasury Center Co Ltd                                                                                                             | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $146788.19    | 0.49%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                    | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $198307.58    | 0.66%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1644800 | PA      | $90053.43     | 0.30%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1918800 | PA      | $100698.66    | 0.34%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                       | YPF SA                                                                                                                                     | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      35000 | PA      | $35954.52     | 0.12%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     371770 | PA      | $15897.04     | 0.05%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0W5BH3 IRS BRL R F 10.32500 99D0W5BH3 CCPNDF / Short: S9D0W5BH3 IRS BRL P V 00MBRCDI 99D0W5BG5 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     528733 | OU      | $-8549.18     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0WLPB6 IRS BRL R F 10.46750 99D0WLPB6 CCPNDFPREDISWAP / Short: S9D0WLPB6 IRS BRL P V 00MBRCDI 99D0WLP75 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     197766 | OU      | $-3653.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0WUOD3 IRS BRL R F 10.43500 99D0WUOD3 CCPNDFPREDISWAP / Short: S9D0WUOD3 IRS BRL P V 00MBRCDI 99D0WUOC5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     214602 | OU      | $-3472.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0XROC1 IRS BRL R F 10.19000 99D0XROC1 CCPNDFPREDISWAP / Short: S9D0XROC1 IRS BRL P V 00MBRCDI 99D0XROB3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     754574 | OU      | $-14964.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0ZTSN7 IRS MXN R F  9.02000 99D0ZTSN7 CCPOIS / Short: S9D0ZTSN7 IRS MXN P V 01MTIEF 99D0ZTSM9 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2225000 | OU      | $10794.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11AOP2 IRS BRL R F 13.16800 99D11AOP2 CCPNDF / Short: S9D11AOP2 IRS BRL P V 00MBRCDI 99D11AOO5 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     714650 | OU      | $-217.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11CWK0 IRS BRL R F 13.42000 99D11CWK0 CCPNDFPREDISWAP / Short: S9D11CWK0 IRS BRL P V 00MBRCDI 99D11CWI5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     547888 | OU      | $698.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11HHV2 IRS CZK R F  3.92650 99D11HHV2 CCPVANILLA / Short: S9D11HHV2 IRS CZK P V 06MPRIBO 99D11HHU4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     628000 | OU      | $-591.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D11HI66 IRS CZK R V 06MPRIBO 99D11HI74 CCPVANILLA / Short: B9D11HI66 IRS CZK P F  3.71000 99D11HI66 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2041000 | OU      | $870.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11HSQ1 IRS BRL R F 13.18750 99D11HSQ1 CCPNDFPREDISWAP / Short: S9D11HSQ1 IRS BRL P V 00MBRCDI 99D11HSP3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     433438 | OU      | $-308.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: B9D11I1V7 IRS MXN R V 01MTIEF 99D11I1W5 CCPOIS / Short: B9D11I1V7 IRS MXN P F  7.78000 99D11I1V7 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1336000 | OU      | $-1220.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11IMK8 IRS BRL R F 13.48000 99D11IMK8 CCPNDFPREDISWAP / Short: S9D11IMK8 IRS BRL P V 00MBRCDI 99D11IMI3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     456921 | OU      | $975.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11J3T8 IRS CZK R F  3.93100 99D11J3T8 CCPVANILLA / Short: S9D11J3T8 IRS CZK P V 06MPRIBO 99D11J3S0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1115000 | OU      | $-1030.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D11JT60 IRS CZK R V 06MPRIBO 99D11JT78 CCPVANILLA / Short: B9D11JT60 IRS CZK P F  3.79300 99D11JT60 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4247000 | OU      | $1045.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: B9D11JS12 IRS CLP R V 06MCLICP 99D11JS38 CCPNDFCAMARAPROMEDIO / Short: B9D11JS12 IRS CLP P F  5.24900 99D11JS12 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  303176000 | OU      | $-127.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D11JUI2 IRS HUF R V 06MBUBOR 99D11JUJ0 CCPVANILLA / Short: B9D11JUI2 IRS HUF P F  6.10000 99D11JUI2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  169321000 | OU      | $1316.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11L181 IRS USD R F  3.56000 99D11L181 CCPOIS / Short: S9D11L181 IRS USD P V 12MSOFR 99D11L173 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     535000 | OU      | $-182.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11JQ48 IRS CLP R F  4.50400 99D11JQ48 CCPNDFCAMARAPROMEDIO / Short: S9D11JQ48 IRS CLP P V 12MCLICP 99D11JQ30 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1309056000 | OU      | $-378.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11JYJ6 IRS ZAR R F  6.77000 99D11JYJ6 CCPVANILLA / Short: S9D11JYJ6 IRS ZAR P V 03MJIBAR 99D11JYI8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   31909000 | OU      | $1648.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11JZV8 IRS ZAR R F  7.68000 99D11JZV8 CCPVANILLA / Short: S9D11JZV8 IRS ZAR P V 03MJIBAR 99D11JZU0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2794000 | OU      | $3149.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11K0E1 IRS ZAR R F  8.32150 99D11K0E1 CCPVANILLA / Short: S9D11K0E1 IRS ZAR P V 03MJIBAR 99D11K0C5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6770000 | OU      | $12229.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D11JZN6 IRS ZAR R V 03MJIBAR 99D11JZP1 CCPVANILLA / Short: B9D11JZN6 IRS ZAR P F  7.19200 99D11JZN6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12456000 | OU      | $-8161.51     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11JVJ9 IRS HUF R F  6.44100 99D11JVJ9 CCPVANILLA / Short: S9D11JVJ9 IRS HUF P V 06MBUBOR 99D11JVI1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   29484000 | OU      | $128.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11JVV2 IRS HUF R F  6.68750 99D11JVV2 CCPVANILLA / Short: S9D11JVV2 IRS HUF P V 06MBUBOR 99D11JVU4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   97711000 | OU      | $1829.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D11JV67 IRS HUF R V 06MBUBOR 99D11JV75 CCPVANILLA / Short: B9D11JV67 IRS HUF P F  6.27000 99D11JV67 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   76325000 | OU      | $108.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11JW74 IRS PLN R F  4.10000 99D11JW74 CCPVANILLA / Short: S9D11JW74 IRS PLN P V 03MWIBOR 99D11JW66 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6485000 | OU      | $2676.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D11JX65 IRS PLN R V 06MWIBOR 99D11JX73 CCPVANILLA / Short: B9D11JX65 IRS PLN P F  4.16000 99D11JX65 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3260000 | OU      | $-5967.05     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11JXV0 IRS PLN R F  4.56450 99D11JXV0 CCPVANILLA / Short: S9D11JXV0 IRS PLN P V 06MWIBOR 99D11JXU2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     936000 | OU      | $3639.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: B9D11P0S9 IRS CLP R V 06MCLICP 99D11P0T7 CCPNDFCAMARAPROMEDIO / Short: B9D11P0S9 IRS CLP P F  5.17100 99D11P0S9 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   68890000 | OU      | $426.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11P0H3 IRS CLP R F  4.50000 99D11P0H3 CCPNDFCAMARAPROMEDIO / Short: S9D11P0H3 IRS CLP P V 06MCLICP 99D11P0G5 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  197465000 | OU      | $-908.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11P0P5 IRS CLP R F  4.50500 99D11P0P5 CCPNDFCAMARAPROMEDIO / Short: S9D11P0P5 IRS CLP P V 06MCLICP 99D11P0N0 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  197465000 | OU      | $-878.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: B9D11P0Z3 IRS CLP R V 06MCLICP 99D11P109 CCPNDFCAMARAPROMEDIO / Short: B9D11P0Z3 IRS CLP P F  5.20500 99D11P0Z3 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   68891000 | OU      | $227.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11RDR3 IRS BRL R F 13.90500 99D11RDR3 CCPNDFPREDISWAP / Short: S9D11RDR3 IRS BRL P V 00MBRCDI 99D11RDQ5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6785667 | OU      | $-401.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: B9D11RTD7 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D11RTD7 CDS USD P F  1.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     275000 | OU      | $4159.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11TPT2 IRS ZAR R F  6.68250 99D11TPT2 CCPVANILLA / Short: S9D11TPT2 IRS ZAR P V 03MJIBAR 99D11TPS4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4530000 | OU      | $500.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D11TQ46 IRS ZAR R V 03MJIBAR 99D11TQ53 CCPVANILLA / Short: B9D11TQ46 IRS ZAR P F  7.07000 99D11TQ46 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5311000 | OU      | $-1905.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11W0W5 IRS USD R F  3.97800 99D11W0W5 CCPOIS / Short: S9D11W0W5 IRS USD P V 12MSOFR 99D11W0V7 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12578000 | OU      | $-1659.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11XJC7 IRS BRL R F 13.18750 99D11XJC7 CCPNDFPREDISWAP / Short: S9D11XJC7 IRS BRL P V 00MBRCDI 99D11XJB9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1805028 | OU      | $1655.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11XZZ8 IRS CLP R F  4.59000 99D11XZZ8 CCPNDFCAMARAPROMEDIO / Short: S9D11XZZ8 IRS CLP P V 12MCLICP 99D11XZY1 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  480272000 | OU      | $305.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: B9D11Y0A9 IRS CLP R V 06MCLICP 99D11Y0B7 CCPNDFCAMARAPROMEDIO / Short: B9D11Y0A9 IRS CLP P F  4.51500 99D11Y0A9 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  469141000 | OU      | $448.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D11Y0N1 IRS CLP R F  4.59000 99D11Y0N1 CCPNDFCAMARAPROMEDIO / Short: S9D11Y0N1 IRS CLP P V 06MCLICP 99D11Y0M3 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  163447000 | OU      | $-311.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D11YX88 IRS HUF R F  6.50700 99D11YX88 CCPVANILLA / Short: S9D11YX88 IRS HUF P V 06MBUBOR 99D11YX70 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   47044000 | OU      | $-953.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1051000000 | PA      | $71425.66     | 0.24%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7308900 | PA      | $338941.21    | 1.13%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1660000 | PA      | $85315.16     | 0.28%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond - CPI Linked                                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1615197 | PA      | $70123.76     | 0.23%             | 2038-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  899000000 | PA      | $55869.90     | 0.19%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VTB BANK (VTB CAPITAL SA                   | VTB Bank OJSC Via VTB Capital SA                                                                                                           | CUSIP: 000000000<br>LEI: 529900Z143LRJYE8LK88 | Long             | DBT              | CORP              | LU        |     235000 | PA      | $0.00         | 0.00%             | 2022-10-17      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1106000 | PA      | $60094.48     | 0.20%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1035000000 | PA      | $71447.99     | 0.24%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond - CPI Linked                                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2032203 | PA      | $81049.87     | 0.27%             | 2046-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4551000 | PA      | $261479.75    | 0.87%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  364300000 | PA      | $82506.79     | 0.27%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3402000 | PA      | $184350.59    | 0.61%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1370000 | PA      | $245123.83    | 0.82%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     350000 | PA      | $84459.65     | 0.28%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     735000 | PA      | $24383.09     | 0.08%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2631000 | PA      | $82111.14     | 0.27%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     400000 | PA      | $105560.07    | 0.35%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONTE                                      | Argentina Treasury Bond BONTE                                                                                                              | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    5840763 | PA      | $3571.18      | 0.01%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  656500000 | PA      | $135070.04    | 0.45%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2575500 | PA      | $120763.34    | 0.40%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     402000 | PA      | $105595.24    | 0.35%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| OMGRID FUNDING LTD                         | OmGrid Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201585.20    | 0.67%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  594000000 | PA      | $39147.56     | 0.13%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1389000 | PA      | $238717.73    | 0.80%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     440000 | PA      | $17527.81     | 0.06%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     186000 | PA      | $47790.53     | 0.16%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     660000 | PA      | $175316.70    | 0.58%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  175000000 | PA      | $180897.23    | 0.60%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2065000 | PA      | $66888.20     | 0.22%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3549000 | PA      | $126120.98    | 0.42%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  427000000 | PA      | $30054.33     | 0.10%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     174000 | PA      | $42830.18     | 0.14%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2231000 | PA      | $536749.36    | 1.79%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   44650000 | PA      | $88574.31     | 0.30%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     455000 | PA      | $109007.99    | 0.36%             | 2026-03-31      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  420000000 | PA      | $27768.49     | 0.09%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     823000 | PA      | $200317.45    | 0.67%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     310000 | PA      | $44137.22     | 0.15%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2362000 | PA      | $71920.03     | 0.24%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                 | MHP Lux SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $161000.00    | 0.54%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3018000 | PA      | $94021.22     | 0.31%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     255000 | PA      | $60879.16     | 0.20%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     187000 | PA      | $49052.28     | 0.16%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     810000 | PA      | $157533.08    | 0.53%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                       | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     205000 | PA      | $19311.00     | 0.06%             | 2030-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1476000 | PA      | $241176.64    | 0.80%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     680000 | PA      | $27803.32     | 0.09%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     385000 | PA      | $92798.37     | 0.31%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2480000 | PA      | $77870.13     | 0.26%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     198000 | PA      | $45487.24     | 0.15%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                           | Champion MTN Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     200000 | PA      | $172635.82    | 0.58%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1267000000 | PA      | $78968.46     | 0.26%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2722000 | PA      | $82911.49     | 0.28%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     250000 | PA      | $45822.89     | 0.15%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     218000 | PA      | $50126.25     | 0.17%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                     | Galaxy Pipeline Assets Bidco Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $176625.08    | 0.59%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1166000 | PA      | $34814.51     | 0.12%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                    | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      70000 | PA      | $53340.37     | 0.18%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     340000 | PA      | $49835.30     | 0.17%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                      | Indonesia Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     110000 | PA      | $106674.36    | 0.36%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PT TOWER BERSAMA INFRAST                   | PT Tower Bersama Infrastructure Tbk                                                                                                        | CUSIP: 000000000<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $198667.34    | 0.66%             | 2026-01-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1331400000 | PA      | $233722.60    | 0.78%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                           | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7048371 | PA      | $345921.60    | 1.15%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                    | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      90000 | PA      | $88537.50     | 0.30%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                    | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      57000 | PA      | $53237.54     | 0.18%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1102000 | PA      | $34941.24     | 0.12%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     290000 | PA      | $42461.09     | 0.14%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                       | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     100000 | PA      | $114500.18    | 0.38%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1078000 | PA      | $241133.64    | 0.80%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   35000000 | PA      | $37163.75     | 0.12%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1341000000 | PA      | $82451.74     | 0.27%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                       | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     100000 | PA      | $111159.93    | 0.37%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                     | Pingan Real Estate Capital Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $195877.60    | 0.65%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MBANK SA                                   | mBank SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |     100000 | PA      | $113116.50    | 0.38%             | 2027-09-21      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                          | Globe Telecom Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $198472.46    | 0.66%             | 2026-08-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      30000 | PA      | $6340.15      | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $32206.71     | 0.11%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     257000 | PA      | $40300.18     | 0.13%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1295300000 | PA      | $270971.69    | 0.90%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2480000 | PA      | $108668.58    | 0.36%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     310000 | PA      | $69216.69     | 0.23%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     225000 | PA      | $59244.26     | 0.20%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2871000 | PA      | $133633.20    | 0.45%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    4360000 | PA      | $215157.08    | 0.72%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2400000 | PA      | $86760.07     | 0.29%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2743000000 | PA      | $173602.38    | 0.58%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2599000000 | PA      | $166520.41    | 0.56%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    6326000 | PA      | $219270.11    | 0.73%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   30000000 | PA      | $34965.65     | 0.12%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                    | Sasol Financing USA LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192000.00    | 0.64%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     425000 | PA      | $100924.58    | 0.34%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     315000 | PA      | $74098.92     | 0.25%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                   | Greensaif Pipelines Bidco Sarl                                                                                                             | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $214869.57    | 0.72%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     390000 | PA      | $59391.42     | 0.20%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1200000 | PA      | $177860.81    | 0.59%             | 2030-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     178000 | PA      | $45370.59     | 0.15%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     649000 | PA      | $43545.08     | 0.15%             | 2053-03-31      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     700000 | PA      | $101307.43    | 0.34%             | 2028-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   11300000 | PA      | $125829.59    | 0.42%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     590000 | PA      | $86883.12     | 0.29%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   31150000 | PA      | $351899.51    | 1.17%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2220000 | PA      | $70893.21     | 0.24%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     447800 | PA      | $22822.82     | 0.08%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    3480000 | PA      | $40477.51     | 0.13%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2600000 | PA      | $124730.47    | 0.42%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    6473712 | PA      | $138782.23    | 0.46%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   65000000 | PA      | $70263.51     | 0.23%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1140000000 | PA      | $71806.98     | 0.24%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     118000 | PA      | $17941.27     | 0.06%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                      | Nova Ljubljanska Banka dd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     100000 | PA      | $125336.10    | 0.42%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ERSTE&STEIERMAR BANK DD                    | Erste&Steiermaerkische Banka dd                                                                                                            | CUSIP: 000000000<br>LEI: 549300A2F46GR0UOM390 | Long             | DBT              | CORP              | HR        |     100000 | PA      | $120001.31    | 0.40%             | 2029-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     960000 | PA      | $32258.16     | 0.11%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    4500000 | PA      | $51188.87     | 0.17%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     230000 | PA      | $33805.19     | 0.11%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     476000 | PA      | $129914.84    | 0.43%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $22597.74     | 0.08%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OTP BANKA DD                               | OTP Banka dd                                                                                                                               | CUSIP: 000000000<br>LEI: 549300J0GSZ83GTKBZ89 | Long             | DBT              | CORP              | SI        |     100000 | PA      | $118108.10    | 0.39%             | 2028-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     840000 | PA      | $36479.86     | 0.12%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     888000 | PA      | $236583.59    | 0.79%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                              | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $187286.80    | 0.62%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $87659.78     | 0.29%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   35000000 | PA      | $39437.89     | 0.13%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     201000 | PA      | $64987.49     | 0.22%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |          0 | PA      | $0.00         | 0.00%             | 2030-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                           | Zhongsheng Group Holdings Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $202533.15    | 0.68%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   23700000 | PA      | $268277.26    | 0.89%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     430000 | PA      | $61337.57     | 0.20%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1424000000 | PA      | $89736.83     | 0.30%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      30000 | PA      | $4334.77      | 0.01%             | 2044-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     310000 | PA      | $44149.18     | 0.15%             | 2031-09-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    4435000 | PA      | $97038.83     | 0.32%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                         | Banca Transilvania SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     130000 | PA      | $153524.48    | 0.51%             | 2030-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     685000 | PA      | $152928.07    | 0.51%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    5420000 | PA      | $119215.77    | 0.40%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    3100000 | PA      | $35231.18     | 0.12%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $60553.12     | 0.20%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BANK KB INDONESIA TBK PT                   | Bank KB Indonesia Tbk PT                                                                                                                   | CUSIP: 000000000<br>LEI: 254900AMT6QDVD6GO926 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $200734.70    | 0.67%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    5180000 | PA      | $58766.82     | 0.20%             | 2034-12-02      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                   | Trade & Development Bank of Mongolia LLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |     125000 | PA      | $123543.62    | 0.41%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   14000000 | PA      | $157426.42    | 0.52%             | 2035-01-21      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $61222.00     | 0.20%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      90000 | PA      | $12025.76     | 0.04%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2905000 | PA      | $95149.23     | 0.32%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      70000 | PA      | $9698.36      | 0.03%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1490000 | PA      | $346966.31    | 1.16%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                   | OCP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $215278.02    | 0.72%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   51350000 | PA      | $570065.48    | 1.90%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                     | Eastern European Electric Co BV                                                                                                            | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120544.14    | 0.40%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                              | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $122137.13    | 0.41%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     680000 | PA      | $31659.85     | 0.11%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     290000 | PA      | $39657.86     | 0.13%             | 2045-04-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     980000 | PA      | $136731.88    | 0.46%             | 2035-05-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BONTE                                      | Argentina Treasury Bond BONTE                                                                                                              | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   83764000 | PA      | $60153.62     | 0.20%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     182000 | PA      | $43300.62     | 0.14%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                               | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   14434770 | PA      | $685827.28    | 2.29%             | 2027-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     690000 | PA      | $97013.12     | 0.32%             | 2030-07-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  335500000 | PA      | $85894.92     | 0.29%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     400000 | PA      | $56077.54     | 0.19%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     410000 | PA      | $57740.48     | 0.19%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                        | Ceska sporitelna AS                                                                                                                        | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $115804.28    | 0.39%             | 2032-09-09      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                               | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   17027850 | PA      | $801601.72    | 2.67%             | 2027-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                       | Colombia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $225528.66    | 0.75%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1732000 | PA      | $101873.26    | 0.34%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                    | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      35000 | PA      | $40705.05     | 0.14%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                     | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   23106000 | PA      | $31759.36     | 0.11%             | 2036-08-25      | Fixed         | 10.78%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                     | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   34098000 | PA      | $56984.25     | 0.19%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                     | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   15994000 | PA      | $17721.13     | 0.06%             | 2036-07-30      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     200000 | PA      | $23368.54     | 0.08%             | 2040-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1284200 | PA      | $59543.86     | 0.20%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-BOBL FUTURE DEC25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -5 | NC      | $-1941.47     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR NOTE (CBT)DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -18 | NC      | $-1697.41     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR ULTRA FUT DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $1400.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                          | EURO-BUND FUTURE DEC25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $218.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                     | US ULTRA BOND CBT DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          2 | NC      | $6184.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                     | US LONG BOND(CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $9228.41      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                     | US 2YR NOTE (CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -1 | NC      | $420.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                     | US 5YR NOTE (CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         25 | NC      | $-6742.69     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | 99D116AW USD CALL PLN PUT                                                                                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     253000 | OU      | $741.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | 99D116B2 USD PUT PLN CALL                                                                                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     253000 | OU      | $5350.70      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D116B8 USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -304000 | OU      | $-3101.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D116BE USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -304000 | OU      | $-2000.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D11FCN USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     272000 | OU      | $349.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | 99D11HLA USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     554000 | OU      | $944.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D11Q6I USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -447000 | OU      | $-14573.54    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D11Q6O USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -447000 | OU      | $-3480.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | 99D11Q73 USD PUT BRL CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -596000 | OU      | $-1445.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | 99D11Q6X USD PUT BRL CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     596000 | OU      | $6788.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D11Q69 USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     223000 | OU      | $6612.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D11Q63 USD CALL ZAR PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     223000 | OU      | $4449.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | 99D11YHG USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     150000 | OU      | $845.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    4210000 | PA      | $192593.25    | 0.64%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1611000 | PA      | $75195.94     | 0.25%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     839000 | PA      | $201715.99    | 0.67%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     197000 | PA      | $60903.87     | 0.20%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     667000 | PA      | $22992.99     | 0.08%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     162000 | PA      | $52745.74     | 0.18%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3690000 | PA      | $129686.24    | 0.43%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     446000 | PA      | $108938.37    | 0.36%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     220000 | PA      | $8950.99      | 0.03%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     560000 | PA      | $20107.10     | 0.07%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  185000000 | PA      | $11786.38     | 0.04%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  651000000 | PA      | $41788.48     | 0.14%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3315000 | PA      | $171053.11    | 0.57%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1458000000 | PA      | $93765.27     | 0.31%             | 2040-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2904000000 | PA      | $186386.86    | 0.62%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     442000 | PA      | $116697.01    | 0.39%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5276000 | PA      | $304552.22    | 1.02%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  135000000 | PA      | $138134.91    | 0.46%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                      | Termocandelaria Power SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $207606.20    | 0.69%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio                                                                | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |      67677 | NS      | $67676.70     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                     | Anglo American Capital PLC                                                                                                                 | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $183795.29    | 0.61%             | 2030-09-10      | Fixed         | 2.63%                 | 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        |     120000 | PA      | $117622.00    | 0.39%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207970.06    | 0.69%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                    | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $191504.62    | 0.64%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                     | Millicom International Cellular SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $186815.90    | 0.62%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                       | Rumo Luxembourg Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $184584.00    | 0.62%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                           | Greenko Dutch BV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |     173000 | PA      | $171044.06    | 0.57%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                   | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     188168 | PA      | $175748.55    | 0.59%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds     | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     110000 | PA      | $111408.00    | 0.37%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                      | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     200000 | PA      | $191008.00    | 0.64%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                       | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     169000 | PA      | $168686.78    | 0.56%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                        | GENM Capital Labuan Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $181152.06    | 0.60%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELHI INTL AIRPORT                         | Delhi International Airport Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $202123.73    | 0.67%             | 2026-10-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                              | JSW Steel Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $196458.11    | 0.65%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     210000 | PA      | $52349.78     | 0.17%             | 2030-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     683000 | PA      | $172493.71    | 0.57%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                        | Shriram Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $204923.80    | 0.68%             | 2028-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer