# EDGAR Filing Document

**Accession Number:** 0000783740
**File Stem:** 0001752724-23-066027
**Filing Date:** 2023-3
**Character Count:** 154743
**Document Hash:** 3eb676ebcf1e5b4434acef553d5d2ef2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066027.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066027

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST X
- **CENTRAL INDEX KEY:** 0000783740
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04492
- **FILM NUMBER:** 23761543

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT MORTGAGE FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT INCOME PLUS FUND
- **DATE OF NAME CHANGE:** 19930312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASSACHUSETTS MFS GOVERNMENT INCOME PLUS FUND
- **DATE OF NAME CHANGE:** 19921015

## Series and Classes Contracts Data

### MFS Emerging Markets Debt Local Currency Fund (Series ID: S000033795)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000104416 | A            | EMLAX           |
| C000104417 | B            | EMLBX           |
| C000104418 | C            | EMLCX           |
| C000104419 | I            | EMLIX           |
| C000104420 | R1           | EMLJX           |
| C000104421 | R2           | EMLKX           |
| C000104422 | R3           | EMLLX           |
| C000104423 | R4           | EMLMX           |
| C000123138 | R6           | EMLNX           |

## Nport-Ex

![](img7be74f4c1.gif)

### Quarterly Report
January 31, 2023

MFS<sup>®</sup> Emerging Markets Debt Local Currency Fund

![](imgecbf5f9f2.gif)

EML-Q1

------

### Portfolio of Investments
1/31/23 (unaudited)

The Portfolio of Investments is a complete list of all securities owned by your fund. It is categorized by broad-based asset classes.

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – 84.6% | Bonds – 84.6% | Bonds – 84.6% |
| Bermuda – 0.3% | Bermuda – 0.3% | Bermuda – 0.3% |
| Government of Bermuda, 5%, 7/15/2032 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409000 | &nbsp;&nbsp;&nbsp;$1414682 |
| Brazil – 10.2% | Brazil – 10.2% | Brazil – 10.2% |
| Federative Republic of Brazil, 10%, 1/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191966000 | &nbsp;&nbsp;&nbsp;$36115582 |
| Federative Republic of Brazil, 10%, 1/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13091790 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$49207372 |
| Chile – 4.5% | Chile – 4.5% | Chile – 4.5% |
| AES Gener S.A., 6.35% to 4/07/2025, FLR (CMT - 5yr. + 4.917%) to 4/07/2030, FLR (CMT - 5yr. + 5.167%) to 4/07/2045, FLR (CMT - 5yr. + 5.917%) to 10/07/2079 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;$884520 |
| Republic of Chile, 2.5%, 3/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;8500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9959933 |
| Republic of Chile, 4.7%, 9/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5510000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6573741 |
| Republic of Chile, 7%, 5/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1660000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377299 |
| Republic of Chile, 6%, 1/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680420 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$21475913 |
| China – 6.1% | China – 6.1% | China – 6.1% |
| China Development Bank, 3.45%, 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84810000 | &nbsp;&nbsp;&nbsp;$12837582 |
| People's Republic of China, 2.75%, 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700820 |
| Republic of China, 3.25%, 6/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8063191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$29601593 |
| Colombia – 3.8% | Colombia – 3.8% | Colombia – 3.8% |
| Empresas Publicas de Medellin E.S.P., 8.375%, 11/08/2027 (n) | &nbsp;&nbsp;&nbsp;&nbsp;4009000000 | &nbsp;&nbsp;&nbsp;$650126 |
| Republic of Colombia, 7.5%, 8/26/2026 | &nbsp;&nbsp;21450800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4017772 |
| Republic of Colombia, 5.75%, 11/03/2027 | &nbsp;&nbsp;76766000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12849089 |
| Republic of Colombia, "B", 7.75%, 9/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5896300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992816 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$18509803 |
| Czech Republic – 4.7% | Czech Republic – 4.7% | Czech Republic – 4.7% |
| Czech Republic, 2.4%, 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58200000 | &nbsp;&nbsp;&nbsp;$2460771 |
| Czech Republic, 2%, 10/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19069177 |
| PPF Telecom Group B.V., 3.25%, 9/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994691 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$22524639 |
| Dominican Republic – 0.3% | Dominican Republic – 0.3% | Dominican Republic – 0.3% |
| Dominican Republic, 13.625%, 2/03/2033 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75500000 | &nbsp;&nbsp;&nbsp;$1330397 |
| Egypt – 0.2% | Egypt – 0.2% | Egypt – 0.2% |
| Energean PLC, 6.5%, 4/30/2027 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114000 | &nbsp;&nbsp;&nbsp;$1042481 |
| Guatemala – 0.4% | Guatemala – 0.4% | Guatemala – 0.4% |
| Banco Industrial S.A., 4.875% to 1/29/2026, FLR (CMT - 5yr. + 4.442%) to 1/29/2031 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;$710954 |
| Central America Bottling Co., 5.25%, 4/27/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195561 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1906515 |
| Hungary – 2.4% | Hungary – 2.4% | Hungary – 2.4% |
| Republic of Hungary, 5.5%, 6/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1407570000 | &nbsp;&nbsp;&nbsp;$3459988 |
| Republic of Hungary, 6.25%, 9/22/2032 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958342 |
| Republic of Hungary, 2.25%, 4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4168330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7111071 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$11529401 |
| India – 0.5% | India – 0.5% | India – 0.5% |
| JSW Infrastructure Ltd., 4.95%, 1/21/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794000 | &nbsp;&nbsp;&nbsp;$703371 |
| Shriram Transport Finance Co. Ltd., 4.4%, 3/13/2024 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657650 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2361021 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Indonesia – 6.0% | Indonesia – 6.0% | Indonesia – 6.0% |
| Republic of Indonesia, 9%, 3/15/2029 | &nbsp;&nbsp;30432000000 | &nbsp;&nbsp;&nbsp;$2280593 |
| Republic of Indonesia, 7%, 9/15/2030 | 115476000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7849749 |
| Republic of Indonesia, 6.375%, 4/15/2032 | &nbsp;&nbsp;41065000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676129 |
| Republic of Indonesia, 7.5%, 8/15/2032 | 103331000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7244682 |
| Republic of Indonesia, 7.5%, 5/15/2038 | &nbsp;&nbsp;71483000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001139 |
| Republic of Indonesia, 8.375%, 4/15/2039 | &nbsp;&nbsp;32266000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436933 |
| Republic of Indonesia, 7.125%, 6/15/2042 | &nbsp;&nbsp;19893000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344735 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$28833960 |
| Israel – 0.2% | Israel – 0.2% | Israel – 0.2% |
| Energean Israel Finance Ltd., 4.875%, 3/30/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;$1167188 |
| Malaysia – 4.6% | Malaysia – 4.6% | Malaysia – 4.6% |
| Government of Malaysia, 3.733%, 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985000 | &nbsp;&nbsp;&nbsp;$2371420 |
| Government of Malaysia, 4.232%, 6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8051208 |
| Government of Malaysia, 3.582%, 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4917692 |
| Government of Malaysia, 3.757%, 5/22/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339746 |
| Government of Malaysia, 4.065%, 6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694783 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$22374849 |
| Mexico – 12.0% | Mexico – 12.0% | Mexico – 12.0% |
| Electricidad Firme de Mexico, 4.9%, 11/20/2026 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096000 | &nbsp;&nbsp;&nbsp;$985257 |
| Grupo Axo S.A.P.I. de C.V., 5.75%, 6/08/2026 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675056 |
| Grupo Axo S.A.P.I. de C.V., 5.75%, 6/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353433 |
| Petroleos Mexicanos, 7.47%, 11/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10559900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484954 |
| Red de Carreteras de Occidente SAPIB de C.V., 9%, 6/10/2028 (z) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11047500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547860 |
| United Mexican States, 10%, 12/05/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275837 |
| United Mexican States, 5%, 3/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17437457 |
| United Mexican States, 5.75%, 3/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3407445 |
| United Mexican States, 8.5%, 5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261206 |
| United Mexican States, 7.75%, 5/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8584826 |
| United Mexican States, 7.5%, 5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305655 |
| United Mexican States, 7.75%, 11/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969215 |
| United Mexican States, 8%, 11/07/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9530464 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$57818665 |
| Peru – 2.7% | Peru – 2.7% | Peru – 2.7% |
| Banco de Credito del Peru, 4.65%, 9/17/2024 (z) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10403000 | &nbsp;&nbsp;&nbsp;$2510789 |
| Peru LNG, 5.375%, 3/22/2030 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127766 |
| Republic of Peru, 6.95%, 8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756515 |
| Republic of Peru, 6.15%, 8/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028915 |
| Republic of Peru, 6.9%, 8/12/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703432 |
| San Miguel Industrias PET S.A., 3.5%, 8/02/2028 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$12940467 |
| Poland – 5.4% | Poland – 5.4% | Poland – 5.4% |
| Can-Pack S.A./Eastern PA Land Investment Holding LLC, 3.875%, 11/15/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113000 | &nbsp;&nbsp;&nbsp;$924224 |
| Republic of Poland, 2.75%, 4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032787 |
| Republic of Poland, 1.25%, 10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8115252 |
| Republic of Poland, 1.75%, 4/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91788000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14962141 |
| Synthos S.A., 2.5%, 6/07/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$25824503 |
| Romania – 3.7% | Romania – 3.7% | Romania – 3.7% |
| Republic of Romania, 4.75%, 2/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77235000 | &nbsp;&nbsp;&nbsp;$16312858 |
| Republic of Romania, 7.125%, 1/17/2033 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417920 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$17730778 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Russia – 0.1% | Russia – 0.1% | Russia – 0.1% |
| Russian Federation, 7.75%, 9/16/2026 (a)(u) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354632000 | &nbsp;&nbsp;&nbsp;$643993 |
| Serbia – 0.2% | Serbia – 0.2% | Serbia – 0.2% |
| Republic of Serbia, 6.5%, 9/26/2033 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193000 | &nbsp;&nbsp;&nbsp;$1195267 |
| South Africa – 8.7% | South Africa – 8.7% | South Africa – 8.7% |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 7.85%, 4/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000000 | &nbsp;&nbsp;&nbsp;$1998033 |
| Republic of South Africa, 10.5%, 12/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139009 |
| Republic of South Africa, 8%, 1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348497000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18350170 |
| Republic of South Africa, 7%, 2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4207840 |
| Republic of South Africa, 8.875%, 2/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6597496 |
| Republic of South Africa, 9%, 1/31/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182916000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8667485 |
| Transnet SOC Ltd. (Republic of South Africa), 13.5%, 4/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956982 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$41917015 |
| South Korea – 0.4% | South Korea – 0.4% | South Korea – 0.4% |
| SK Hynix, Inc., 6.25%, 1/17/2026 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;$798350 |
| SK Hynix, Inc., 6.375%, 1/17/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896416 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1694766 |
| Sri Lanka – 0.2% | Sri Lanka – 0.2% | Sri Lanka – 0.2% |
| Republic of Sri Lanka, 6.75%, 4/18/2028 (a) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;$474110 |
| Republic of Sri Lanka, 7.85%, 3/14/2029 (a)(n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329219 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$803329 |
| Thailand – 5.6% | Thailand – 5.6% | Thailand – 5.6% |
| Kingdom of Thailand, 3.775%, 6/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491243000 | &nbsp;&nbsp;&nbsp;$16442780 |
| Kingdom of Thailand, 1.6%, 6/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671661 |
| Kingdom of Thailand, 3.3%, 6/17/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84884000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674613 |
| Kingdom of Thailand, 2%, 6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192332000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4951132 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$26740186 |
| Uruguay – 1.4% | Uruguay – 1.4% | Uruguay – 1.4% |
| Oriental Republic of Uruguay, 8.5%, 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238554000 | &nbsp;&nbsp;&nbsp;$5714008 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055969 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6769977 |
| **Total Bonds** |  | &nbsp;&nbsp;**$407358760** |
| Investment Companies (h) – 12.0% | Investment Companies (h) – 12.0% | Investment Companies (h) – 12.0% |
| Money Market Funds – 12.0% | Money Market Funds – 12.0% |  |
| MFS Institutional Money Market Portfolio, 4.29% (v) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58071351 | &nbsp;&nbsp;&nbsp;&nbsp;$58077158 |
| Other Assets, Less Liabilities – 3.4% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16170766 |
| **Net Assets – 100.0%** |  | &nbsp;&nbsp;**$481606684** |

---

(a) Non-income producing security.

(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of
the fund's investments in affiliated issuers and in unaffiliated issuers were $58,077,158 and $407,358,760, respectively.

(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to
qualified institutional buyers. At period end, the aggregate value of these securities was $19,372,942, representing 4.0% of net assets.

(u) The security was valued using significant unobservable inputs and is considered level 3 under the fair value hierarchy.

(v) Affiliated issuer that is available only to investment companies managed by MFS. The rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of
the fund at period end.

------

Portfolio of Investments (unaudited) – continued

(z) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions
exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult.
The fund holds the following restricted securities:

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | &nbsp;&nbsp;**Acquisition<br> Date** | &nbsp;&nbsp;**Cost** | &nbsp;&nbsp;**Value** |
| Banco de Credito del Peru, 4.65%, 9/17/2024 | &nbsp;&nbsp;9/12/19 | &nbsp;&nbsp;$3112248 | &nbsp;&nbsp;$2510789 |
| Red de Carreteras de Occidente SAPIB de C.V., 9%, 6/10/2028 | &nbsp;&nbsp;12/10/14 | &nbsp;&nbsp;748468 | &nbsp;&nbsp;547860 |
| Total Restricted Securities |  |  | &nbsp;&nbsp;$3058649 |
| % of Net assets |  |  | &nbsp;&nbsp;0.6% |

---

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| BZDIOVRA | Brazil Interbank Deposit Rate |
| CLOIS | Sinacofi Chile Interbank Rate Average |
| CMT | Constant Maturity Treasury |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate reported may not be the current rate. All reference rates are USD unless otherwise noted. |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| THBFIX | Thai Baht Floating Rate Fixed |
| TIIE | Interbank Equilibrium Interest Rate |
| USA-CPI-U | Consumer Price Index - Urban Consumers |

---

---

| | |
|:---|:---|
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise indicated. A list of abbreviations is shown below: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore) |
| CNY | China Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| EUR | Euro |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| PEN | Peruvian Nuevo Sol |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| RUB | Russian Ruble |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | Taiwan Dollar |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** |
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| **Currency<br> Purchased** | **Currency<br> Purchased** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21224000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4162140 | &nbsp;&nbsp;Banco Santander S.A | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$18858 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20930181 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3899528 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223589 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366431 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464070 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** |
| **Currency<br> Purchased** | **Currency<br> Purchased** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35009456 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6647153 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;$249496 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480411 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486422 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21066505 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4131254 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18718 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940496 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958650 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/04/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17048531 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152815 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205641 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;1545832000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863234 | &nbsp;&nbsp;Banco Santander S.A | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68935 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;2998739000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3192695 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555494 |
| CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52283244 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7765338 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11683 |
| CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897796 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430876 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121761408 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5457250 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85195 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845721 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260907 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32661 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839961784 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223220 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54912 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;1047097132 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2412110 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;11/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298465 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;42501948078 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709668 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125166 |
| IDR | &nbsp;&nbsp;232883917782 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14673550 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859552 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;20315779561 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299146 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55895 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11147397 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577567 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6054 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103339096 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22800457 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;1450838 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595936 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670046 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5039 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15953222 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4136275 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12438 |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146619686 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578019 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105368 |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133019050 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392859 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41613 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426991 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97331 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695807 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032215 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15331296 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11625010 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64151 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965622995 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29172900 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;3/13/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197052 |
| TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57928349 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907132 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32162 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286041565 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9518221 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9511 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7351077 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;9047705473 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5968 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7373963 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;9047705473 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522329 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9956054 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041674 | &nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432843 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348281 | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335212 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207520 | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39661488 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;3/13/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9638493 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286041565 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;5/05/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21388 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731518 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29921662 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23149 |
|  |  |  |  |  |  | &nbsp;&nbsp;$4858052 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616001187 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883317 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$(99224) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;9047705473 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7351077 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5968) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;9047705473 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7352869 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7760) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28905883 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520618 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7255) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196348 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751004 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(895) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135459571 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4141355 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;3/13/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21278) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929438 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112081 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1921) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27578667 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586130 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11533) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9695946 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13876064 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(127743) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035218 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21224000 | &nbsp;&nbsp;Banco Santander S.A | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(145781) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057036 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20930181 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66080) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435376 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366431 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30796) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6799828 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35009456 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96820) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461559 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480411 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27066) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984111 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21066505 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(165861) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3343308 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17048531 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15148) |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** |
| **Currency<br> Purchased** | **Currency<br> Purchased** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8263064 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11151294 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;$(123331) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6929011 | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;6589953306 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;(1307916) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351925 | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303095721 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26921) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478735 | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385494447 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3103) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442767 | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403165621 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61159) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440347 | &nbsp;&nbsp;COP | &nbsp;&nbsp;25689318266 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40570) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523394 | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11634535 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6197) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493117 | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10891021 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2631) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863576 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324581255 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16749) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276421 | &nbsp;&nbsp;IDR | &nbsp;&nbsp;19645964378 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33943) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326829 | &nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;5101803012 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;2/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13456) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348911 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;9047705473 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(996199) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298695 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63145586 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7282) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416737 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970121 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(538) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840578 | &nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698543 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27384) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467700 | &nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067916 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17592) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998498 | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15421008 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11809) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465444 | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1792938 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(818) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675320 | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14271635 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;5/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10917) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909370 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180936 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10583) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77275 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366719 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1558) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8571793 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274280218 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(564182) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594811 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78386853 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;3/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23054) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309815 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9394628 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3109) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(4142130) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;**Long/<br> Short** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** |  |  |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;$1638633 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$884 |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;107 | &nbsp;&nbsp;12968734 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;160686 |
| Euro-Bund 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;6247244 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;61060 |
|  |  |  |  |  |  | &nbsp;&nbsp;$222630 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** |
| **Maturity<br> Date** | **Maturity<br> Date** | **Notional<br> Amount** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Cash Flows<br> to Receive/<br> Frequency** | &nbsp;&nbsp;**Cash Flows<br> to Pay/<br> Frequency** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;**Net Unamortized<br> Upfront Payments<br> (Receipts)** | &nbsp;&nbsp;**Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** |  |  |  |
| 1/25/28 | CLP | &nbsp;&nbsp;4864007000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;Daily CLOIS / Daily | &nbsp;&nbsp;5.405% / Semi-annually | &nbsp;&nbsp;&nbsp;$74133 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$74133 |
| 6/18/27 | MXN | &nbsp;&nbsp;52000000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;8.98% / 28 Days | &nbsp;&nbsp;28 day TIIE / 28 days | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36131 |
| 7/27/32 | THB | &nbsp;&nbsp;200000000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;2.47% / Quarterly | &nbsp;&nbsp;6-Month THBFIX / Semi-annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15051 |
| 4/13/32 | USD | &nbsp;&nbsp;2916000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;3.116% / At Maturity | &nbsp;&nbsp;USA-CPI-U / At Maturity | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88060 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements - continued** | **Cleared Swap Agreements - continued** | **Cleared Swap Agreements - continued** | **Cleared Swap Agreements - continued** | **Cleared Swap Agreements - continued** | **Cleared Swap Agreements - continued** | **Cleared Swap Agreements - continued** | **Cleared Swap Agreements - continued** | **Cleared Swap Agreements - continued** |
| **Maturity<br> Date** | **Maturity<br> Date** | **Notional<br> Amount** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Cash Flows<br> to Receive/<br> Frequency** | &nbsp;&nbsp;**Cash Flows<br> to Pay/<br> Frequency** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;**Net Unamortized<br> Upfront Payments<br> (Receipts)** | &nbsp;&nbsp;**Value** |
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |  |  |  |
| ***Interest Rate Swaps - continued*** | ***Interest Rate Swaps - continued*** | ***Interest Rate Swaps - continued*** | ***Interest Rate Swaps - continued*** | ***Interest Rate Swaps - continued*** | ***Interest Rate Swaps - continued*** |  |  |  |
| 5/12/32 | USD | &nbsp;&nbsp;4177000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;2.921% / At Maturity | &nbsp;&nbsp;USA-CPI-U / At Maturity | &nbsp;&nbsp;&nbsp;$70909 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$70909 |
| 3/15/33 | USD | &nbsp;&nbsp;3122000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;3.75% / Annual | &nbsp;&nbsp;Daily SOFR / Daily | &nbsp;&nbsp;&nbsp;&nbsp;(43862) | &nbsp;&nbsp;&nbsp;95911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52049 |
|  |  |  |  |  |  | &nbsp;&nbsp;$240422 | &nbsp;&nbsp;$95911 | &nbsp;&nbsp;$336333 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** |  |  |  |
| 1/02/25 | BRL | &nbsp;&nbsp;38488000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;12.585% / At Maturity | &nbsp;&nbsp;Daily BZDIOVRA / Daily | &nbsp;&nbsp;$(26582) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(26582) |
| 1/02/25 | BRL | &nbsp;&nbsp;78054000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;12.72% / At Maturity | &nbsp;&nbsp;Daily BZDIOVRA / Daily | &nbsp;&nbsp;&nbsp;&nbsp;(20635) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(20635) |
| 3/28/25 | MXN | &nbsp;&nbsp;36098000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;6.24% / 28 Days | &nbsp;&nbsp;28 day TIIE / 28 days | &nbsp;&nbsp;&nbsp;(133215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(133215) |
| 4/09/25 | MXN | &nbsp;&nbsp;144884000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;6.27% / 28 Days | &nbsp;&nbsp;28 day TIIE / 28 days | &nbsp;&nbsp;&nbsp;(520264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(520264) |
| 4/11/25 | MXN | &nbsp;&nbsp;73866000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;5.98% / 28 Days | &nbsp;&nbsp;28 day TIIE / 28 days | &nbsp;&nbsp;&nbsp;(287266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(287266) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(987962) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(987962) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** |
| **Maturity<br> Date** | **Maturity<br> Date** | **Notional<br> Amount** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Cash Flows<br> to Receive/<br> Frequency** | &nbsp;&nbsp;**Cash Flows<br> to Pay/<br> Frequency** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;**Net Unamortized<br> Upfront Payments<br> (Receipts)** | &nbsp;&nbsp;**Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** |  |  |  |
| 7/07/27 | MYR | &nbsp;&nbsp;36564000 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;3.65% / Quarterly | &nbsp;&nbsp;3-Month KLIBOR / Quarterly | &nbsp;&nbsp;$52583 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$52583 |

---

At January 31, 2023, the fund had cash collateral of $3,204,611 to cover any collateral or margin obligations for certain derivative contracts.

See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.

------

### Supplemental Information
1/31/23 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

(1) Investment Valuations

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. Effective September 8, 2022, and in accordance with Rule 2a-5 under the Investment Company Act of 1940, the Board of Trustees designated the adviser as the "valuation designee" of the fund. If the adviser, as valuation designee, determines that reliable market quotations are not readily available for an investment, the investment is valued at fair value as determined in good faith by the adviser in accordance with the adviser's fair valuation policy and procedures.

Under the fund's valuation policy and procedures, debt instruments and floating rate loans, including restricted debt instruments, are generally valued at an evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at issuance of 60 days or less may be valued at amortized cost, which approximates market value. Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular position are generally valued at the closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for proximate time periods. Swap agreements are generally valued using valuations provided by a third-party pricing service, which for cleared swaps includes an evaluation of any trading activity at the clearinghouses. Open-end investment companies are generally valued at net asset value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

Under the fund's valuation policy and procedures, market quotations are not considered to be readily available for debt instruments, floating rate loans, and many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services or otherwise determined by the adviser in accordance with the adviser's fair valuation policy and procedures. Securities and other assets generally valued on the basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation. In determining values, third-party pricing services can utilize both transaction data and market information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, spreads and other market data. An investment may also be valued at fair value if the adviser determines that the investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund's net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an investment. The value of an investment for purposes of calculating the fund's net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment used to determine the fund's net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned to an investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk).

------

Supplemental Information (unaudited) – continued

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of January 31, 2023 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | &nbsp;&nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;**Total** |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$387936052 | &nbsp;&nbsp;&nbsp;$643993 | &nbsp;&nbsp;&nbsp;$388580045 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18778715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18778715 |
| Mutual Funds | &nbsp;&nbsp;&nbsp;&nbsp;58077158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58077158 |
| Total | &nbsp;&nbsp;&nbsp;$58077158 | &nbsp;&nbsp;&nbsp;$406714767 | &nbsp;&nbsp;&nbsp;$643993 | &nbsp;&nbsp;&nbsp;$465435918 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$222630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$222630 |
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858052 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4142130) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4142130) |
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388916 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(987962) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(987962) |

---

For further information regarding security characteristics, see the Portfolio of Investments.

The following is a reconciliation of level 3 assets for which significant unobservable inputs were used to determine fair value. The table presents the activity of level 3 securities held at the beginning and the end of the period.

---

| | |
|:---|:---|
|  | **Fixed Income<br> Securities** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Balance as of 10/31/22 | $2036062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Change in unrealized appreciation or depreciation | (1392069) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Balance as of 1/31/23 | $643993 |

---

The net change in unrealized appreciation or depreciation from investments held as level 3 at January 31, 2023 is $(1,392,069). At January 31, 2023, the fund held one level 3 security.

(2) Investments in Affiliated Issuers

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Beginning<br> Value** | &nbsp;&nbsp;**Purchases** | &nbsp;&nbsp;**Sales<br> Proceeds** | &nbsp;&nbsp;**Realized<br> Gain<br> (Loss)** | &nbsp;&nbsp;**Change in<br> Unrealized<br> Appreciation or<br> Depreciation** | &nbsp;&nbsp;**Ending<br> Value** |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;$75804189 | &nbsp;&nbsp;$55900945 | &nbsp;&nbsp;$73636761 | &nbsp;&nbsp;$2971 | &nbsp;&nbsp;$5814 | &nbsp;&nbsp;$58077158 |

---

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Dividend<br> Income** | &nbsp;&nbsp;**Capital Gain<br> Distributions** |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;$619701 | &nbsp;&nbsp;$— |

---

(3) Issuer Country Weightings

Issuer country weighting percentages of portfolio holdings based on net assets, as of January 31, 2023, are as follows:

---

| | |
|:---|:---|
| Mexico | 15.6% |
| Brazil | 14.2% |
| South Africa | 8.9% |
| Thailand | 6.9% |
| Malaysia | 6.5% |
| China | 6.3% |
| Indonesia | 6.2% |
| United States | 5.7% |
| Poland | 5.5% |
| Other Countries | 24.2% |

---

The issuer country weighting percentages include both accrued interest amounts and the equivalent exposure from any derivative holdings, if applicable.

------

Supplemental Information (unaudited) – continued

(4) Russia and Ukraine Conflict

The fund invests in securities and/or derivative instruments that are economically tied to Russia and/or Ukraine. Escalation of the conflict between Russia and Ukraine in late February 2022 caused market volatility and disruption in the tradability of Russian securities, including closure of the local securities market, temporary restriction on securities sales by non-residents, and disruptions to clearance and payment systems. To the extent that the fund is unable to sell securities, whether due to market constraints or to the sanctions imposed on Russia by the United States and other countries, those securities are considered illiquid and the value of those securities reflects their illiquid classification. Management continues to monitor these events and to evaluate the related impacts on fund performance.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS SERIES TRUST X

- **b. Investment Company Act file number:** 811-04492

- **c. CIK number of Registrant:** 0000783740

- **d. LEI of Registrant:** 5493001MUVNRNUPJY164

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Emerging Markets Debt Local Currency Fund

- **b. EDGAR series identifier (if any):** S000033795

- **c. LEI of Series:** 5493001KPK8UJ27DMD68

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $483955339.66

**Total Liabilities:** $6856642.50

**Net Assets:** $477098697.16

**Cash Not Reported:** $4923962.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14.01000000 | **1-Year:** -722.58000000 | **5-Year:** -1466.14000000 | **10-Year:** -2194.53000000 | **30-Year:** 0.00000000

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

- **3-Month:** -39.71000000 | **1-Year:** -1829.27000000 | **5-Year:** -9566.34000000 | **10-Year:** -3513.67000000 | **30-Year:** -21.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104417 | 7.37%                | 1.56%                | 4.91%                |
| Class ID C000123138 | 7.46%                | 1.64%                | 5.00%                |
| Class ID C000104419 | 7.50%                | 1.64%                | 5.02%                |
| Class ID C000104422 | 7.42%                | 1.80%                | 4.77%                |
| Class ID C000104423 | 7.63%                | 1.63%                | 4.78%                |
| Class ID C000104418 | 7.37%                | 1.55%                | 4.72%                |
| Class ID C000104420 | 7.33%                | 1.55%                | 4.88%                |
| Class ID C000104416 | 7.65%                | 1.62%                | 4.78%                |
| Class ID C000104421 | 7.41%                | 1.60%                | 4.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3723701.65             | $28703517.09                               |
| Month 2  | $-455.70                 | $3713385.73                                |
| Month 3  | $4174174.56              | $18841329.94                               |

**Designated Index Information**

- **Index Name:** JPM GBI EM Global Diversified

- **Index Identifier:** JGENVUUG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BONOS TESORERIA PESOS                    | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1660000000 | PA      | $2377299.40   | 0.50%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  76766000000 | PA      | $12849088.84  | 2.69%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3102.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $-21277.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $218322.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                       | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | N/A              | DFE              |  | US        |            1 | NC      | $-124174.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100400000 | PA      | $4969214.84   | 1.04%             | 2034-11-23      | 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        |     88064000 | PA      | $4207839.63   | 0.88%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                   | China Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     84810000 | PA      | $12837582.24  | 2.69%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ELECTRICIDAD FIRME DE ME                 | Electricidad Firme de Mexico Holdings SA de CV                                                                                             | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |      1096000 | PA      | $985256.63    | 0.21%             | 2026-11-20      | Fixed         | 4.90%                 | Yes           |                  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        |   5510000000 | PA      | $6573741.33   | 1.38%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                    | Canpack SA / Canpack US LLC                                                                                                                | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1113000 | PA      | $924224.07    | 0.19%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $40889.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-98777.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-37437.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | JP        |            1 | NC      | $-99224.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $27748.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $29999.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |            1 | NC      | $41613.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                    | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     53270000 | PA      | $8063190.79   | 1.69%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                              | Long: SM11191   IRS USD R F  2.92100 SM11191_FIX CCPINFLATIONZERO / Short: SM11191   IRS USD P V 12MUSCPI SM11191_FLO CCPINFLATIONZERO     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4177000 | OU      | $70908.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11252   IRS MXN R F  8.98000 SM11252_FIX CCPVANILLA / Short: SM11252   IRS MXN P V 01MTIIE SM11252_FLO CCPVANILLA                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     52000000 | OU      | $39681.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 115476000000 | PA      | $7849748.80   | 1.65%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-564181.67   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          107 | NC      | $160685.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1344000 | PA      | $1417920.00   | 0.30%             | 2033-01-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     14873000 | PA      | $3433588.36   | 0.72%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     19516000 | PA      | $4756514.69   | 1.00%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                  | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      1250000 | PA      | $1167187.50   | 0.24%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                       | JSW Infrastructure Ltd                                                                                                                     | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |       794000 | PA      | $703371.30    | 0.15%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     10520000 | PA      | $2339745.54   | 0.49%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1407570000 | PA      | $3459987.90   | 0.73%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  30432000000 | PA      | $2280593.16   | 0.48%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-11809.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1557.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     21370000 | PA      | $4917692.50   | 1.03%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $14644.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-2630.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-27384.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-1675.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      1245000 | PA      | $1195561.05   | 0.25%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-6197.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     23970000 | PA      | $1275837.16   | 0.27%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  19893000000 | PA      | $1344734.95   | 0.28%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9985000 | PA      | $2371420.43   | 0.50%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $4342.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM10942   IRS MXN R F  6.24000 SM10942_FIX CCPVANILLA / Short: SM10942   IRS MXN P V 01MTIIE SM10942_FLO CCPVANILLA                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     36098000 | OU      | $-126975.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PPF TELECOM GROUP BV                     | PPF Telecom Group BV                                                                                                                       | CUSIP: 000000000<br>LEI: 31570074PLDZISJWNN43 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $994690.36    | 0.21%             | 2027-09-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    194800000 | PA      | $9530463.66   | 2.00%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-537.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-817.89      | -0.00%            |  |  |  | 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        |   8500000000 | PA      | $9959932.43   | 2.09%             | 2025-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                    | Long: SM11163   IRS USD R F  3.11600 SM11163_FIX CCPINFLATIONZERO / Short: SM11163   IRS USD P V 12MUSCPI SM11163_FLO CCPINFLATIONZERO     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |      2916000 | OU      | $88060.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-16748.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                             | SK Hynix Inc                                                                                                                               | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       790000 | PA      | $798350.31    | 0.17%             | 2026-01-17      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AXO SA DE CV                       | Grupo Axo SAPI de CV                                                                                                                       | CUSIP: 40054MAA0<br>LEI: 4469000001BNKIG58H20 | Long             | DBT              | CORP              | MX        |       764000 | PA      | $675056.58    | 0.14%             | 2026-06-08      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |            1 | NC      | $740.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    348497000 | PA      | $18350169.62  | 3.85%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     18488000 | PA      | $1139009.55   | 0.24%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11306   EQT BRL R E SM11306R/01/03/2025/12.585 / Short: SM11306   EQT BRL P E SM11306P/BZDIOVRA                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     38488000 | OU      | $-26582.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     67400000 | PA      | $3305654.75   | 0.69%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                   | Eskom Holdings SOC Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     36000000 | PA      | $1998033.52   | 0.42%             | 2026-04-02      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $18803.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                       | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | N/A              | DFE              |  | US        |            1 | NC      | $-21605.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $20522.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-26920.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $1053.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3762.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-13455.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $32832.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    132897000 | PA      | $6597495.90   | 1.38%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-14381.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-996198.60   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru LNG Srl                             | Peru LNG Srl                                                                                                                               | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      1360000 | PA      | $1127766.40   | 0.24%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                    | Sri Lanka Government International Bond                                                                                                    | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       972000 | PA      | $329218.88    | 0.07%             | 2029-03-14      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  32266000000 | PA      | $2436933.24   | 0.51%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |            1 | NC      | $55894.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AXO SA DE CV                       | Grupo Axo SAPI de CV                                                                                                                       | CUSIP: 000000000<br>LEI: 4469000001BNKIG58H20 | Long             | DBT              | CORP              | MX        |       400000 | PA      | $353432.76    | 0.07%             | 2026-06-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $23148.94     | 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        |    191966000 | PA      | $36115582.01  | 7.57%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $4624.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-7282.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MX        |            1 | NC      | $6053.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-11503.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-10582.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                           | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     58200000 | PA      | $2460771.13   | 0.52%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |            1 | NC      | $197052.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     84884000 | PA      | $2674613.35   | 0.56%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $3560.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     49103000 | PA      | $8115252.14   | 1.70%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | HU        |            1 | NC      | $298465.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-15220.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-27066.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                    | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                                 | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       945000 | PA      | $813049.65    | 0.17%             | 2028-08-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                      | Petroleos Mexicanos                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10559900 | PA      | $484954.30    | 0.10%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| SYNTHOS SA                               | Synthos SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400WX4QZCOHJVWM18 | Long             | DBT              | CORP              | PL        |       921000 | PA      | $790098.56    | 0.17%             | 2028-06-07      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    118970000 | PA      | $6261206.52   | 1.31%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CZ        |            1 | NC      | $85195.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-21377.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-12327.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |            1 | NC      | $5039.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $41702.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  71483000000 | PA      | $5001139.52   | 1.05%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                       | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | N/A              | DFE              |  | CL        |            1 | NC      | $68935.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           15 | NC      | $884.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-52750.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |            1 | NC      | $11696.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    362200000 | PA      | $17437456.89  | 3.65%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 103331000000 | PA      | $7244681.86   | 1.52%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     33424000 | PA      | $8051207.52   | 1.69%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-10916.98    | -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        |     72340000 | PA      | $13091790.03  | 2.74%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    171000000 | PA      | $8584825.68   | 1.80%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     45486000 | PA      | $1055969.10   | 0.22%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $205641.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-71930.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-17852.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5896300000 | PA      | $992816.07    | 0.21%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio | MFS Institutional Money Market Portfolio                                                                                                   | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |     57879468 | NS      | $57885255.77  | 12.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Czech Republic                           | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    535380000 | PA      | $19069177.15  | 4.00%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   4168330000 | PA      | $7111070.78   | 1.49%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                 | Banco de Credito del Peru S.A.                                                                                                             | CUSIP: 05971U2B2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     10403000 | PA      | $2510789.08   | 0.53%             | 2024-09-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    100242000 | PA      | $2671660.78   | 0.56%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                             | SK Hynix Inc                                                                                                                               | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       883000 | PA      | $896415.80    | 0.19%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                      | Shriram Finance Ltd                                                                                                                        | CUSIP: 825547AD4<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      1720000 | PA      | $1657650.00   | 0.35%             | 2024-03-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |            1 | NC      | $555494.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     20945000 | PA      | $4694783.14   | 0.98%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  21450800000 | PA      | $4017771.84   | 0.84%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |            1 | NC      | $661.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ZA        |            1 | NC      | $-11533.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                    | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     59650000 | PA      | $8700819.69   | 1.82%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                    | Long: SM10948   IRS MXN R F  6.27000 SM10948 FIX CCPVANILLA / Short: SM10948   IRS MXN P V 01MTIIE SM10948 FLO CCPVANILLA                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DIR              |  | MX        |    144884000 | OU      | $-506782.69   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                 | Empresas Publicas de Medellin ESP                                                                                                          | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   4009000000 | PA      | $650125.90    | 0.14%             | 2027-11-08      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-127743.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    192332000 | PA      | $4951132.06   | 1.04%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-895.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     77235000 | PA      | $16312858.25  | 3.42%             | 2025-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SM11310   EQT BRL R E CDI/FIXED12.72/MAT 2025/01/02 / Short: SM11310   EQT BRL P E FLOAT/BZDIOVRA/CCP                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     78054000 | OU      | $-20634.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                       | Serbia International Bond                                                                                                                  | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1193000 | PA      | $1195266.70   | 0.25%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |            1 | NC      | $64150.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |            1 | NC      | $-7254.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $1362470.71   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    491243000 | PA      | $16442779.89  | 3.45%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     70850000 | PA      | $3407444.60   | 0.71%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RED CARRETERAS OCCIDE                    | Red de Carreteras de Occidente SAB de CV                                                                                                   | CUSIP: 000000000<br>LEI: 549300L1K86IY3XOY318 | Long             | DBT              | CORP              | MX        |     11047500 | PA      | $547860.32    | 0.11%             | 2028-06-10      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |            1 | NC      | $32660.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5206000 | PA      | $1032787.14   | 0.22%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-123330.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                   | Russian Federal Bond - OFZ                                                                                                                 | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    354632000 | PA      | $643993.38    | 0.13%             | 2026-09-16      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $85839.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-30796.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                          | Bermuda Government International Bond                                                                                                      | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      1409000 | PA      | $1414682.34   | 0.30%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BM11311   IRS CLP R V 06MCLICP SM11311_FLO CCPNDFCAMARAPROMED / Short: BM11311   IRS CLP P F  5.40500 SM11311_FIX CCPNDFCAMARAPROMED | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4864007000 | OU      | $67071.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $35916.31     | 0.01%             |  |  |  | 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        |   1250000000 | PA      | $1680420.27   | 0.35%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                    | Long: SM10956   IRS MXN R F  5.98000 SM10956_FIX CCPVANILLA / Short: SM10956   IRS MXN P V 01MTIIE SM10956_FLO CCPVANILLA                  | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DIR              |  | GB        |     73866000 | OU      | $-280986.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                                                                                      | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       927000 | PA      | $958341.87    | 0.20%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                              | Long: SM11257   IRS THB R F  2.47000 SM11257_FIX CCPVANILLA / Short: SM11257   IRS THB P V 03MTHBXF SM11257_FLO CCPVANILLA                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000000 | OU      | $14201.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $208935.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $-1920.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1295587.70  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-61158.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International              | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | KR        |            1 | NC      | $-7759.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd                         | Transnet SOC Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     14800000 | PA      | $956981.61    | 0.20%             | 2028-04-18      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| AES GENER SA                             | AES Andes SA                                                                                                                               | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       936000 | PA      | $884520.00    | 0.19%             | 2079-10-07      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $11683.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                      | Banco Industrial SA/Guatemala                                                                                                              | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |       760000 | PA      | $710954.05    | 0.15%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     91788000 | PA      | $14962141.15  | 3.14%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-40570.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                  | Long: SM11253   IRS MYR R F  3.65000 SM11253_FIX VANILLA / Short: SM11253   IRS MYR P V 03MKLIBO SM11253_FLO VANILLA                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |     36564000 | OU      | $52238.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-17592.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    238554000 | PA      | $5714008.25   | 1.20%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                              | Long: SM11282   IRS USD R F  3.75000 SM11282_FIX CCPOIS / Short: SM11282   IRS USD P V 12MSOFR SM11282_FLO CCPOIS                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3122000 | OU      | $150153.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                    | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      1400000 | PA      | $474110.49    | 0.10%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TR        |            1 | NC      | $32162.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                             | Energean PLC                                                                                                                               | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      1114000 | PA      | $1042481.20   | 0.22%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     13325000 | PA      | $3028915.63   | 0.63%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $54912.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  41065000000 | PA      | $2676128.52   | 0.56%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -42 | NC      | $61059.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    182916000 | PA      | $8667485.17   | 1.82%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-3109.30     | -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      | $859551.82    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** MFS SERIES TRUST X

**Signature:** Kasey Phillips

**Name of Signer:** Kasey Phillips

**Title:** Assistant Treasurer