# EDGAR Filing Document

**Accession Number:** 0001388141
**File Stem:** 0001410368-25-043335
**Filing Date:** 2025-12
**Character Count:** 274827
**Document Hash:** 3ddec7288ca865d5c39004908839ab96
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043335.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043335

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22011
- **FILM NUMBER:** 251606275

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 1585 Broadway

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $454996867.36

**Total Liabilities:** $86831349.91

**Net Assets:** $368165517.45

**Delayed Delivery Securities:** $3476821.76

**Cash Not Reported:** $11884207.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -82.10000000 | **1-Year:** -568.49000000 | **5-Year:** -322.90000000 | **10-Year:** -346.62000000 | **30-Year:** 0.00000000

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

- **3-Month:** -961.19000000 | **1-Year:** -6437.76000000 | **5-Year:** -8829.39000000 | **10-Year:** -9930.14000000 | **30-Year:** -2237.12000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.11%                | 3.46%                | -0.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $757601.31               | $6914200.57                                |
| Month 2  | $-1976543.40             | $7711872.30                                |
| Month 3  | $1723244.56              | $1734630.21                                |

**Designated Index Information**

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

- **Index Identifier:** JPMGBIEMGDI

### Schedule of Portfolio Investments

| Name                                     | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                   | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $39549.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $265147.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-54802.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-241116.87   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-51845.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-34524.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $362502.66    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $209433.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $17919.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $84515.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $290.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $117573.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $41807.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $155179.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $28214.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $64774.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $336907.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $42142.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $222206.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-121323.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $46891.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $13572.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-33190.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-46931.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $9434.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-47925.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-32858.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $112514.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |            1 | NC      | $-112884.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |            1 | NC      | $-321749.55   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $15095.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $29372.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $17732.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $1454.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-72033.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-428.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-35329.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-26626.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |            1 | NC      | $8622.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |            1 | NC      | $14378.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-10645.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |            1 | NC      | $21264.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |            1 | NC      | $169776.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-31081.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-5136.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-5831.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $4088.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-23324.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $76053.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |            1 | NC      | $-6257.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |            1 | NC      | $-19023.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |            1 | NC      | $-173382.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |            1 | NC      | $-73222.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $15239.51     | 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      | $1447.38      | 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      | $17938.40     | 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      | $30021.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |            1 | NC      | $-24404.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-92406.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |            1 | NC      | $81563.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |            1 | NC      | $-12533.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |            1 | NC      | $-14181.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-336575.02   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-98593.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $22022.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-85397.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $7621.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $60427.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-32474.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $23849.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $230143.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |            1 | NC      | $-548355.60   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |            1 | NC      | $91114.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-246341.57   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PE        |            1 | NC      | $109431.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-882.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-38294.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-16968.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-22785.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-86714.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-12218.96    | -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      | $2266.87      | 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      | $-21936.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-79704.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |            1 | NC      | $-71606.58    | -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      | $88442.77     | 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      | $15865.82     | 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      | $-3204.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-2619.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-1767.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-30995.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-1211.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-7975.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-27963.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $98920.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-37529.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-3066.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $672.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $1244.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $5200.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |            1 | NC      | $-6416.05     | -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      | $-3757.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |            1 | NC      | $-2333.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $77940.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $9958.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-13207.80    | -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      | $-2815.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $20982.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $46022.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |            1 | NC      | $-49948.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $-11165.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $13933.76     | 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      | $26945.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |            1 | NC      | $-191778.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-36743.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $-25364.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |            1 | NC      | $-19140.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |            1 | NC      | $-16832.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $1589.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2463.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |            1 | NC      | $-5386.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |            1 | NC      | $-13040.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |            1 | NC      | $-44958.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |            1 | NC      | $-2007.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-26004.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-6755.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $34403.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $20016.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-2812.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PE        |            1 | NC      | $12312.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-3641.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $13196.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-1945.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |            1 | NC      | $-5511.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | UY        |            1 | NC      | $3063.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $9234.46      | 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      | $-1370.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $4289.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1446.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $3827.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $54109.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $33000.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1075.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |            1 | NC      | $35075.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $49129.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-4764.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $49825.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4436.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1540.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1692.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1771.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-2788.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $86011.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $17285.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $698.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1423.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $25089.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-4477.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $40991.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $33402.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $6086.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $101912.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-270021.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-9558.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-146933.18   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-44776.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-82388.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $49637.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-42066.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-20390.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |            1 | NC      | $12868.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $63450.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $22134.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-1645.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | EG        |            1 | NC      | $5259.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $22338.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $541.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |            1 | NC      | $342723.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $853.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $478.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $4659.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $9707.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-12777.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2143.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4799.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $66903.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $113.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $49.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $135.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $2016.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2497.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $3843.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $6599.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $215.61       | 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      | $155.20       | 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      | $122.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $34993.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $23375.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $26391.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $24166.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $26238.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $94.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-26.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-100.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-2169.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-13793.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5534.43      | 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      | $296.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $7841.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $275.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $817.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5195.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-716.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $984.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-203.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-166.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $12657.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $13334.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2830.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $23643.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $36415.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $3585.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-44481.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-43946.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $82.29        | 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      | $2071.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $1744.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $-1007.76     | -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      | $-130.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-52066.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $38212.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MNT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $2290.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |            1 | NC      | $5343.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $-1268.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $2544.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1512.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $11168.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1355.76      | 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      | $3133.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |            1 | NC      | $-1246.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $2553.63      | 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      | $833.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $536.48       | 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      | $329.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $177.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2806.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       290000 | PA      | $306770.70    | 0.08%             | 2025-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA COSTERA                   | Fideicomiso PA Costera                                                                                                                     | CUSIP: 31574FAB3<br>LEI: 5493002XQPJWQYQDVX07 | Long             | DBT              | CORP              | CO        |   4979414974 | PA      | $1191674.08   | 0.32%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1922000000 | PA      | $3420882.69   | 0.93%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $205312.92    | 0.06%             | 2030-02-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  36978000000 | PA      | $4950333.46   | 1.34%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1652000000 | PA      | $220274.96    | 0.06%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |        18819 | PA      | $18819.00     | 0.01%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       127286 | PA      | $127286.00    | 0.03%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       307600 | PA      | $366044.00    | 0.10%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       108400 | PA      | $128996.00    | 0.04%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       672000 | PA      | $676872.00    | 0.18%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2813000 | PA      | $2900906.25   | 0.79%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      9230000 | PA      | $9213077.72   | 2.50%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      5157853 | PA      | $132785.76    | 0.04%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2137000 | PA      | $660012.45    | 0.18%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       108000 | PA      | $34570.80     | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWAP STATE STREET BANK BOC               | SWAP STATE STREET BANK BOC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -590000 | NS      | $-590000.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds   | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       144000 | PA      | $33052.32     | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       177000 | PA      | $40976.46     | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                 | Europe Asia Investment Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  25786585000 | PA      | $2152292.70   | 0.58%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                 | Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio                                                               | CUSIP: 61747C525<br>LEI: 549300OJY9IZ31SGS926 | Long             | STIV             | RF                | US        |      2221235 | NS      | $2221235.48   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SWAP BNP PARIBAS BOC                     | SWAP BNP PARIBAS BOC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -290000 | NS      | $-290000.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP CITIBANK BOC                        | SWAP CITIBANK BOC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -417193 | NS      | $-417192.83   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP GOLDMAN SACHS BOC                   | SWAP GOLDMAN SACHS BOC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -560000 | NS      | $-560000.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP JP MORGAN BOC                       | SWAP JP MORGAN BOC                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -460000 | NS      | $-460000.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBCD2G9 IRS CNY R F  2.41520 II4158990221101 CCPNDF / Short: SMIBCD2G9 IRS CNY P V 00MCNRR II1754630221101 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    134000000 | OU      | $351776.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC2U4Y9 IRS PLN R F  5.26100 II8535980230607 CCPVANILLA / Short: SMIC2U4Y9 IRS PLN P V 06MWIBOR II0989910230607 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40000000 | OU      | $349900.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3H6U3 IRS CZK R F  3.95500 II0979030230613 CCPVANILLA / Short: SMIC3H6U3 IRS CZK P V 06MPRIBO II1030750230613 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49943085 | OU      | $-14367.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3MUR2 IRS PLN R F  5.16100 II9099980230614 CCPVANILLA / Short: SMIC3MUR2 IRS PLN P V 06MWIBOR II0634960230614 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17000000 | OU      | $138051.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3N8R5 IRS THB R F  2.68100 II8882140230614 CCPNDFOIS / Short: SMIC3N8R5 IRS THB P V 00MTHOR II7343900230614 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000000 | OU      | $330490.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICA0VP5 IRS CZK R F  4.15000 II9561050230802 CCPVANILLA / Short: SMICA0VP5 IRS CZK P V 06MPRIBO II5816920230802 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     37900000 | OU      | $19747.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICA0V83 IRS CZK R F  3.96000 II0125270230802 CCPVANILLA / Short: SMICA0V83 IRS CZK P V 06MPRIBO II3012340230802 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20700000 | OU      | $-5619.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICA0SC8 IRS CNY R F  2.47900 II1769110230802 CCPNDF / Short: SMICA0SC8 IRS CNY P V 00MCNRR II4755710230802 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14400000 | OU      | $53678.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICLB3M7 IRS CZK R F  4.33000 II5201470231012 CCPVANILLA / Short: SMICLB3M7 IRS CZK P V 06MPRIBO II7300180231012 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |        30000 | OU      | $27.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICNN3T4 IRS CNY R F  2.44000 II9341860231030 CCPNDF / Short: SMICNN3T4 IRS CNY P V 00MCNRR II5115910231030 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     89100000 | OU      | $343126.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICS5EB5 IRS CNY R F  2.39250 II0415680231122 CCPNDF / Short: SMICS5EB5 IRS CNY P V 00MCNRR II9872020231122 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17330000 | OU      | $63197.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMICXCRW4 IRS BRL R F  9.69500 II8293490240102 CCPNDFPREDISWA / Short: SMICXCRW4 IRS BRL P V 00MBRCDI II4717140240102 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     20700000 | OU      | $-401201.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMID0D3N2 IRS BRL R F  9.88250 II9865320240123 CCPNDFPREDISWA / Short: SMID0D3N2 IRS BRL P V 00MBRCDI II7570960240123 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15600000 | OU      | $-280253.99   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMID6Q3V9 IRS CLP R F  4.78500 II2941390240312 CCPNDFCAMARAPR / Short: SMID6Q3V9 IRS CLP P V 06MCLICP II9908410240312 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2750000000 | OU      | $5572.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID6N7M2 IRS INR R F  6.25600 II8975710240312 CCPNDFOIS / Short: SMID6N7M2 IRS INR P V 00MMIBOR II0474720240312 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    970400000 | OU      | $247740.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID88R41 IRS CNY R F  2.12250 II3842900240320 CCPNDF / Short: SMID88R41 IRS CNY P V 00MCNRR II1315000240320 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13600000 | OU      | $40884.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDAWFA4 IRS THB R F  2.69500 II2598940240409 CCPNDFOIS / Short: SMIDAWFA4 IRS THB P V 00MTHOR II2022370240409 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68480000 | OU      | $201960.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBS3T4 IRS PLN R F  5.42250 II0312810240416 CCPVANILLA / Short: SMIDBS3T4 IRS PLN P V 06MWIBOR II9702840240416 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13500000 | OU      | $178408.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDC7RT3 IRS HUF R F  6.92000 II8222640240418 CCPVANILLA / Short: SMIDC7RT3 IRS HUF P V 06MBUBOR II3322430240418 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99867000 | OU      | $6252.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDF5EE1 IRS BRL R F 10.77500 II2314850240508 CCPNDFPREDISWA / Short: SMIDF5EE1 IRS BRL P V 00MBRCDI II4303920240508 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7060000 | OU      | $-87210.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDJ6KP3 IRS BRL R F 10.64750 II9659610240528 CCPNDFPREDISWA / Short: SMIDJ6KP3 IRS BRL P V 00MBRCDI II9314970240528 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     51283000 | OU      | $-369097.09   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDJYME5 IRS PLN R F  5.02000 II3258760240603 CCPVANILLA / Short: SMIDJYME5 IRS PLN P V 06MWIBOR II3732740240603 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7600000 | OU      | $76753.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDK1X29 IRS CNY R F  2.02800 II7080430240604 CCPNDF / Short: SMIDK1X29 IRS CNY P V 00MCNRR II2621000240604 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14100000 | OU      | $37590.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | Long: BMIDKJ7G8 IRS MYR R F  3.67500 II6615320240606 NDF / Short: BMIDKJ7G8 IRS MYR P V 03MKLIBO II2537390240606 NDF                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |     45400000 | OU      | $174476.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDL5Z19 IRS BRL R F 11.17500 II5661860240611 CCPNDFPREDISWA / Short: SMIDL5Z19 IRS BRL P V 00MBRCDI II6500670240611 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     47700000 | OU      | $-266787.33   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDPXG31 IRS CZK R F  3.76250 II3853300240709 CCPVANILLA / Short: SMIDPXG31 IRS CZK P V 06MPRIBR II7227720240709 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    259000000 | OU      | $-25477.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDS1J19 IRS BRL R F 11.65000 II7295340240723 CCPNDFPREDISWA / Short: SMIDS1J19 IRS BRL P V 00MBRCDI II7033010240723 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6800000 | OU      | $-55910.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDWWQV2 IRS CNY R F  1.72500 II5220990240904 CCPNDF / Short: SMIDWWQV2 IRS CNY P V 00MCNRR II6033860240904 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9000000 | OU      | $9558.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDXRZ91 IRS INR R F  5.91250 II7818740240911 CCPNDFOIS / Short: SMIDXRZ91 IRS INR P V 00MMIBOR II4342060240911 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000000 | OU      | $57138.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDZXVP4 IRS INR R F  5.93600 II0490560240926 CCPNDFOIS / Short: SMIDZXVP4 IRS INR P V 00MMIBOR II4554010240926 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000000 | OU      | $92018.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE0UJG0 IRS INR R F  6.02550 II9392750241003 CCPNDFOIS / Short: SMIE0UJG0 IRS INR P V 00MMIBOR II3658910241003 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    430000000 | OU      | $83168.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE40BJ4 IRS HUF R F  6.86500 II7821710241028 CCPVANILLA / Short: SMIE40BJ4 IRS HUF P V 06MBUBOR II1554170241028 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    914000000 | OU      | $58338.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIE45WJ0 IRS BRL R F 12.74500 II2392350241029 CCPNDFPREDISWA / Short: SMIE45WJ0 IRS BRL P V 00MBRCDI II0971360241029 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6200000 | OU      | $-21546.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE4XCV4 IRS INR R F  6.28000 II9991010241105 CCPNDFOIS / Short: SMIE4XCV4 IRS INR P V 00MMIBOR II1935740241105 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    312000000 | OU      | $95877.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE8NW57 IRS INR R F  6.00500 II7882860241204 CCPNDFOIS / Short: SMIE8NW57 IRS INR P V 00MMIBOR II0778150241204 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    334000000 | OU      | $61536.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE9ZXF6 IRS CNY R F  1.43500 II8453150241213 CCPNDF / Short: SMIE9ZXF6 IRS CNY P V 00MCNRR II6011370241213 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15550000 | OU      | $-10259.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED1UC6 IRS KRW R V 03MKSDA II1729090250110 CCPVANILLA / Short: BMIED1UC6 IRS KRW P F  2.70000 II6783750250110 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    805000000 | OU      | $9387.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED1R22 IRS KRW R V 03MKSDA II0233650250110 CCPVANILLA / Short: BMIED1R22 IRS KRW P F  2.69000 II5113140250110 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2018000000 | OU      | $24735.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED9T15 IRS KRW R V 03MKSDA II0755040250113 CCPVANILLA / Short: BMIED9T15 IRS KRW P F  2.79200 II4904470250113 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    769000000 | OU      | $4748.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED9UW5 IRS KRW R V 03MKSDA II5533050250113 CCPVANILLA / Short: BMIED9UW5 IRS KRW P F  2.80500 II0104130250113 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2042000000 | OU      | $11025.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEDFPW7 IRS KRW R V 03MKSDA II2534720250114 CCPVANILLA / Short: BMIEDFPW7 IRS KRW P F  2.79250 II1318920250114 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1021000000 | OU      | $6273.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEDMUQ9 IRS BRL R F 15.23000 II6200730250114 CCPNDFPREDISWA / Short: SMIEDMUQ9 IRS BRL P V 00MBRCDI II5662540250114 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16500000 | OU      | $71572.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEEULM9 IRS KRW R V 03MKSDA II8476810250122 CCPVANILLA / Short: BMIEEULM9 IRS KRW P F  2.68500 II8316010250122 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    985000000 | OU      | $12367.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEFTDM0 IRS INR R F  6.07300 II0630370250129 CCPNDFOIS / Short: SMIEFTDM0 IRS INR P V 00MMIBOR II1191710250129 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110500000 | OU      | $22168.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEGHUE4 IRS KRW R V 03MKSDA II4385290250205 CCPVANILLA / Short: BMIEGHUE4 IRS KRW P F  2.63000 II9618390250205 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    546000000 | OU      | $8646.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEGKYP8 IRS CNY R F  1.45800 II2954630250205 CCPNDF / Short: SMIEGKYP8 IRS CNY P V 00MCNRR II6910860250205 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12650000 | OU      | $-6581.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHH9N7 IRS CNY R F  1.50200 II1320420250212 CCPNDF / Short: SMIEHH9N7 IRS CNY P V 00MCNRR II3167640250212 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     24200000 | OU      | $-6135.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIELEXV4 IRS INR R F  5.95300 II8621940250305 CCPNDFOIS / Short: SMIELEXV4 IRS INR P V 00MMIBOR II0565860250305 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    390000000 | OU      | $62142.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIELK0W4 IRS BRL R F 14.78250 II2608560250305 CCPNDFPREDISWA / Short: SMIELK0W4 IRS BRL P V 00MBRCDI II0278900250305 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16670000 | OU      | $36376.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                    | Long: BMIELUM08 IRS MYR R F  3.48000 II5028990250307 NDF / Short: BMIELUM08 IRS MYR P V 03MKLIBO II2546860250307 NDF                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |    105420000 | OU      | $253360.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQQRF4 IRS THB R F  1.40630 II6436970250403 CCPNDFOIS / Short: SMIEQQRF4 IRS THB P V 00MTHOR II8581460250403 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25220000 | OU      | $4355.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIESGWB7 IRS PLN R V 06MWIBOR II1995750250414 CCPVANILLA / Short: BMIESGWB7 IRS PLN P F  4.33500 II2443260250414 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15734800 | OU      | $5663.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEUBRP0 IRS PLN R V 06MWIBOR II6015360250428 CCPVANILLA / Short: BMIEUBRP0 IRS PLN P F  4.30978 II3283260250428 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3054300 | OU      | $2746.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEV0FN1 IRS BRL R F 13.51000 II9621590250502 CCPNDFPREDISWA / Short: SMIEV0FN1 IRS BRL P V 00MBRCDI II0762140250502 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13456000 | OU      | $22217.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEV7Z87 IRS CNY R F  1.39300 II1390310250506 CCPNDF / Short: SMIEV7Z87 IRS CNY P V 00MCNRR II5793480250506 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25942000 | OU      | $-25445.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEVPXL0 IRS CLP R F  4.75000 II2149700250508 CCPNDFCAMARAPR / Short: SMIEVPXL0 IRS CLP P V 06MCLICP II8112760250508 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5150000000 | OU      | $-14804.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEWEFW0 IRS CZK R F  3.49200 II8229490250514 CCPVANILLA / Short: SMIEWEFW0 IRS CZK P V 06MPRIBR II4486710250514 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32140000 | OU      | $-24789.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZ9392 IRS CNY R F  1.48250 II4988280250603 CCPNDF / Short: SMIEZ9392 IRS CNY P V 00MCNRR II8564590250603 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17350000 | OU      | $-7099.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJKF7 IRS KRW R F  2.32750 II7827590250604 CCPVANILLA / Short: SMIEZJKF7 IRS KRW P V 03MKSDA II5238280250604 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  36378000000 | OU      | $-113759.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIF0GQ47 IRS KRW R V 03MKSDA II3228310250610 CCPVANILLA / Short: BMIF0GQ47 IRS KRW P F  2.64450 II1561680250610 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4380000000 | OU      | $71209.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0ES40 IRS KRW R F  2.32450 II8092810250610 CCPVANILLA / Short: SMIF0ES40 IRS KRW P V 03MKSDA II6010840250610 CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19421000000 | OU      | $-72558.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF4EMT7 IRS BRL R F 13.02000 II9227630250701 CCPNDFPREDISWA / Short: SMIF4EMT7 IRS BRL P V 00MBRCDI II9010570250701 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10040000 | OU      | $-11076.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J3A8 IRS MYR R F  3.17500 II4143670250702 CCPNDF / Short: SMIF4J3A8 IRS MYR P V 03MKLIBO II3085590250702 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10100000 | OU      | $-9725.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J5K4 IRS INR R F  5.69000 II2829210250702 CCPNDFOIS / Short: SMIF4J5K4 IRS INR P V 00MMIBOR II2442720250702 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000000 | OU      | $5471.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J1P7 IRS CNY R F  1.46400 II2893220250702 CCPNDF / Short: SMIF4J1P7 IRS CNY P V 00MCNRR II8026840250702 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20210000 | OU      | $-11659.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF5H246 IRS BRL R F 13.17600 II3871450250708 CCPNDFPREDISWA / Short: SMIF5H246 IRS BRL P V 00MBRCDI II6000710250708 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     18380000 | OU      | $-1396.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5NHE5 IRS MYR R F  3.18200 II9583550250709 CCPNDF / Short: SMIF5NHE5 IRS MYR P V 03MKLIBO II0730490250709 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28000000 | OU      | $-24778.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5NGF3 IRS THB R F  1.26400 II9540140250709 CCPNDFOIS / Short: SMIF5NGF3 IRS THB P V 00MTHOR II7184500250709 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    158000000 | OU      | $-8193.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5NGK2 IRS INR R F  5.71000 II1950690250709 CCPNDFOIS / Short: SMIF5NGK2 IRS INR P V 00MMIBOR II1825880250709 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    785000000 | OU      | $22909.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5NG97 IRS CNY R F  1.47900 II4659460250709 CCPNDF / Short: SMIF5NG97 IRS CNY P V 00MCNRR II8750400250709 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23940000 | OU      | $-11401.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5P438 IRS CZK R F  3.65850 II3278790250709 CCPVANILLA / Short: SMIF5P438 IRS CZK P V 06MPRIBR II6254470250709 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49170000 | OU      | $-23309.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF9RCF4 IRS CNY R F  1.55960 II4792570250804 CCPNDF / Short: SMIF9RCF4 IRS CNY P V 00MCNRR II7684600250804 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14400000 | OU      | $930.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFALEL0 IRS INR R F  5.65970 II2606490250808 CCPNDFOIS / Short: SMIFALEL0 IRS INR P V 00MMIBOR II9271530250808 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    215300000 | OU      | $1062.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFASXH3 IRS PLN R V 03MWIBOR II5764080250808 CCPVANILLA / Short: BMIFASXH3 IRS PLN P F  4.48500 II0646530250808 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18919000 | OU      | $-6808.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFARFN2 IRS PLN R F  4.58500 II2095050250808 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR II6340910250808 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18919000 | OU      | $8139.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFC9Q65 IRS BRL R F 13.19680 II8155570250819 CCPNDFPREDISWA / Short: SMIFC9Q65 IRS BRL P V 00MBRCDI II0823830250819 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13712000 | OU      | $5532.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEL1K2 IRS INR R F  5.77000 II4561510250902 CCPNDFOIS / Short: SMIFEL1K2 IRS INR P V 00MMIBOR II8798520250902 CCPNDFOIS           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000000 | OU      | $11621.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFEM5B6 IRS MYR R F  3.09000 II8868890250902 NDF / Short: BMIFEM5B6 IRS MYR P V 03MKLIBO II4597690250902 NDF                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |      5730000 | OU      | $-10942.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEM1H7 IRS CNY R F  1.61450 II3032400250902 CCPNDF / Short: SMIFEM1H7 IRS CNY P V 00MCNRR II3062660250902 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20750000 | OU      | $8985.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFEZ2H7 IRS PLN R V 03MWIBOR II9593710250903 CCPVANILLA / Short: BMIFEZ2H7 IRS PLN P F  4.36153 II2137700250903 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96590000 | OU      | $-52665.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFF6VG0 IRS PLN R F  4.70500 II8637810250904 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR II7570450250904 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     81200000 | OU      | $71380.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFF6V13 IRS PLN R V 03MWIBOR II6770030250904 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 II5507840250904 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     81200000 | OU      | $-67475.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFFPFS0 IRS ZAR R F  7.09000 II5632040250908 CCPVANILLA / Short: SMIFFPFS0 IRS ZAR P V 03MJIBAR II0287050250908 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10220000 | OU      | $4272.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFFX7M5 IRS ZAR R F  7.05110 II3418780250909 CCPVANILLA / Short: SMIFFX7M5 IRS ZAR P V 03MJIBAR II2997090250909 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28000000 | OU      | $9066.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFHRSQ4 IRS CZK R F  3.85200 II6301650250918 CCPVANILLA / Short: SMIFHRSQ4 IRS CZK P V 06MPRIBR II8293170250918 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23820000 | OU      | $-2981.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFJU598 IRS MYR R F  3.18300 II7894960250924 CCPNDF / Short: SMIFJU598 IRS MYR P V 03MKLIBO II8054740250924 CCPNDF                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $-10881.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFL2JB7 IRS BRL R F 13.29680 II6820350251001 CCPNDFPREDISWA / Short: SMIFL2JB7 IRS BRL P V 00MBRCDI II3094940251001 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4982000 | OU      | $3187.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFLBMY3 IRS MXN R F  6.93360 II3852230251002 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 00MTIEF II6968010251002 CCPOIS                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    285000000 | OU      | $-12183.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIFLJWY5 IRS COP R V 00MCPIBR II4875310251003 CCPNDFOIS / Short: BMIFLJWY5 IRS COP P F  8.79570 II6345650251003 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2189000000 | OU      | $9516.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIFLJHV8 IRS COP R V 00MCPIBR II5064980251003 CCPNDFOIS / Short: BMIFLJHV8 IRS COP P F  8.79570 II4512590251003 CCPNDFOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2883000000 | OU      | $12533.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMHMJ2 IRS PLN R F  4.10800 II4909140251009 CCPVANILLA / Short: SMIFMHMJ2 IRS PLN P V 06MWIBOR II6284160251009 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5368000 | OU      | $7141.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMFVP2 IRS CNY R F  1.63550 II0247130251009 CCPNDF / Short: SMIFMFVP2 IRS CNY P V 00MCNRR II8021110251009 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10448000 | OU      | $5696.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMHBM7 IRS ILS R F  3.71000 II8228890251009 CCPOIS / Short: SMIFMHBM7 IRS ILS P V 00MSHIR II6466160251009 CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6925000 | OU      | $12355.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMHLS3 IRS PLN R F  4.10250 II4611840251009 CCPVANILLA / Short: SMIFMHLS3 IRS PLN P V 06MWIBOR II0197220251009 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2722000 | OU      | $3440.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMT8V5 IRS ILS R F  3.90650 II0125770251010 CCPOIS / Short: SMIFMT8V5 IRS ILS P V 00MSHIR II0781250251010 CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3474000 | OU      | $9743.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMT9X0 IRS ILS R F  3.66000 II1401320251010 CCPOIS / Short: SMIFMT9X0 IRS ILS P V 00MSHIR II1955890251010 CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7989000 | OU      | $6414.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFN9806 IRS PLN R F  4.37950 II8245160251014 CCPVANILLA / Short: SMIFN9806 IRS PLN P V 06MWIBOR II6569510251014 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10800000 | OU      | $248.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFNLKR6 IRS ILS R F  3.80250 II8652500251015 CCPOIS / Short: SMIFNLKR6 IRS ILS P V 00MSHIR II1091920251015 CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3480000 | OU      | $656.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFP40W3 IRS ILS R F  3.51500 II7064410251021 CCPOIS / Short: SMIFP40W3 IRS ILS P V 00MSHIR II7522100251021 CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6525000 | OU      | $-5853.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFPQ6J7 IRS CNY R F  1.58275 II3972490251022 CCPNDF / Short: SMIFPQ6J7 IRS CNY P V 00MCNRR II3262610251022 CCPNDF                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4990000 | OU      | $962.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFR6ST3 IRS THB R V 00MTHOR II7864710251030 CCPNDFOIS / Short: BMIFR6ST3 IRS THB P F  1.30000 II9871860251030 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    111900000 | OU      | $532.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFR9JS9 IRS CLP R V 06MCLICP II7587830251030 CCPNDFCAMARAPR / Short: BMIFR9JS9 IRS CLP P F  4.84250 II3223390251030 CCPNDFCAMARAPR | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2427900000 | OU      | $-490.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       189000 | PA      | $43564.50     | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8982000000 | PA      | $2118176.88   | 0.58%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     38328907 | PA      | $2085916.36   | 0.57%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        73000 | PA      | $16762.63     | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     17350000 | PA      | $1010965.37   | 0.27%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    135014500 | PA      | $6855500.21   | 1.86%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  58978000000 | PA      | $4073134.88   | 1.11%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    185655489 | PA      | $10073849.41  | 2.74%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      5678000 | PA      | $4832341.39   | 1.31%             | 2041-08-01      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      5000000 | PA      | $17247.52     | 0.00%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  15440600000 | PA      | $3184497.74   | 0.86%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     94150900 | PA      | $4422739.55   | 1.20%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        98000 | PA      | $22772.85     | 0.01%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     30000000 | PA      | $90827.00     | 0.02%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1780587.29   | 0.48%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20000000000 | PA      | $1409561.03   | 0.38%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |    425000000 | PA      | $112054.21    | 0.03%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     20117000 | PA      | $5810531.18   | 1.58%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  54263000000 | PA      | $3594475.09   | 0.98%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  47240000000 | PA      | $3021030.67   | 0.82%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     30700000 | PA      | $936022.05    | 0.25%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1412916.70   | 0.38%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    535000000 | PA      | $1707970.59   | 0.46%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       531000 | PA      | $446578.49    | 0.12%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11420000 | PA      | $2728286.02   | 0.74%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     23000000 | PA      | $4486042.76   | 1.22%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  24995000000 | PA      | $6041062.80   | 1.64%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     45030000 | PA      | $435878.18    | 0.12%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       341000 | PA      | $78600.50     | 0.02%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    452940000 | PA      | $840481.48    | 0.23%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds   | Ecuador Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1699655 | PA      | $1554759.41   | 0.42%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds   | Ecuador Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       584138 | PA      | $449056.09    | 0.12%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1261030 | PA      | $988332.26    | 0.27%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    158500000 | PA      | $4745786.12   | 1.29%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   6188400000 | PA      | $1734817.25   | 0.47%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       223000 | PA      | $246949.06    | 0.07%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4382700000 | PA      | $771955.91    | 0.21%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                         | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    122555765 | PA      | $6023174.35   | 1.64%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    139450000 | PA      | $260374.01    | 0.07%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8239000000 | PA      | $1775065.25   | 0.48%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8910000 | PA      | $1626633.74   | 0.44%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   6661000000 | PA      | $410354.45    | 0.11%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6060900000 | PA      | $1272640.37   | 0.35%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3900000 | PA      | $1027626.60   | 0.28%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     84047700 | PA      | $3915426.69   | 1.06%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 131564000000 | PA      | $8344780.95   | 2.27%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20182000000 | PA      | $1296720.81   | 0.35%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8253900000 | PA      | $2300309.39   | 0.62%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       938000 | PA      | $59004.07     | 0.02%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7251055 | PA      | $609492.72    | 0.17%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       795168 | PA      | $59838.65     | 0.02%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2865096 | PA      | $206495.39    | 0.06%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1947523 | PA      | $135329.69    | 0.04%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3065761 | PA      | $202069.61    | 0.05%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       659940 | PA      | $42138.30     | 0.01%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2107103 | PA      | $133299.05    | 0.04%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1043000 | PA      | $65431.97     | 0.02%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    393410000 | PA      | $1045567.71   | 0.28%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    363902000 | PA      | $970168.19    | 0.26%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   2602928000 | PA      | $6996348.08   | 1.90%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    786700000 | PA      | $2099966.01   | 0.57%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     99880000 | PA      | $262983.77    | 0.07%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    273000000 | PA      | $3103283.88   | 0.84%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   3190400000 | PA      | $790686.29    | 0.21%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3000000 | PA      | $46458.13     | 0.01%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     50000000 | PA      | $846527.08    | 0.23%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    460322000 | PA      | $765035.26    | 0.21%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  55720000000 | PA      | $4797353.55   | 1.30%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    299481027 | PA      | $6429689.66   | 1.75%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     44730000 | PA      | $492353.29    | 0.13%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                   | Itau BBA International PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |  18493970000 | PA      | $2623554.58   | 0.71%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       559000 | PA      | $583291.63    | 0.16%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    313857000 | PA      | $516828.06    | 0.14%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       424327 | PA      | $442281.03    | 0.12%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1700000 | PA      | $1794095.00   | 0.49%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  15590000000 | PA      | $1346865.91   | 0.37%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                   | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     82000000 | PA      | $967687.06    | 0.26%             | 2034-04-26      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    230500000 | PA      | $2871436.51   | 0.78%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     37000000 | PA      | $446833.19    | 0.12%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  40000000000 | PA      | $3429396.50   | 0.93%             | 2027-05-29      | Fixed         | 16.63%                | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6348000 | PA      | $2056019.52   | 0.56%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  14170000000 | PA      | $1219341.05   | 0.33%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     56754705 | PA      | $13892887.17  | 3.77%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    114500000 | PA      | $1378561.73   | 0.37%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 141910000000 | PA      | $12363386.20  | 3.36%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    353300000 | PA      | $4377153.82   | 1.19%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  31332100000 | PA      | $8286466.84   | 2.25%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  47625000000 | PA      | $3008336.37   | 0.82%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     44155000 | PA      | $967444.57    | 0.26%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      2527061 | PA      | $209215.15    | 0.06%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |       758061 | PA      | $65383.11     | 0.02%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    587636000 | PA      | $12652697.35  | 3.44%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    259552651 | PA      | $5718379.28   | 1.55%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    502000000 | PA      | $772874.02    | 0.21%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     17100000 | PA      | $220022.85    | 0.06%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10000000 | PA      | $34388.33     | 0.01%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     85000000 | PA      | $255932.50    | 0.07%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |      1600000 | PA      | $33068.40     | 0.01%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    413544000 | PA      | $286008.08    | 0.08%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    196225000 | PA      | $4015145.90   | 1.09%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     71300000 | PA      | $1444622.97   | 0.39%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    620316000 | PA      | $419481.02    | 0.11%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    679000000 | PA      | $2337245.35   | 0.63%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    682592000 | PA      | $459736.66    | 0.12%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |      8824000 | PA      | $221156.79    | 0.06%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     75900000 | PA      | $907453.42    | 0.25%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     23600000 | PA      | $290434.58    | 0.08%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    273000000 | PA      | $942842.11    | 0.26%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3151262000 | PA      | $2098651.53   | 0.57%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2883203000 | PA      | $1934338.87   | 0.53%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     43200000 | PA      | $507544.62    | 0.14%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6100000 | PA      | $71939.85     | 0.02%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     39225000 | PA      | $774460.18    | 0.21%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  42000000000 | PA      | $3617346.01   | 0.98%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      1800000 | PA      | $21469.74     | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6000000 | PA      | $20729.48     | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    311000000 | PA      | $1078483.26   | 0.29%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |      9300000 | PA      | $109811.50    | 0.03%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                   | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      1963000 | PA      | $2305741.33   | 0.63%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    868442000 | PA      | $576190.00    | 0.16%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    316000000 | PA      | $1089057.59   | 0.30%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     45475000 | PA      | $848843.08    | 0.23%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    505088000 | PA      | $10669315.86  | 2.90%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    405384000 | PA      | $278934.03    | 0.08%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    966294000 | PA      | $673817.29    | 0.18%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                       | TBC Bank Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  15360000000 | PA      | $1282655.94   | 0.35%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6428000 | PA      | $2016659.89   | 0.55%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     37000000 | PA      | $921636.05    | 0.25%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     31298000 | PA      | $775709.19    | 0.21%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |      8824000 | PA      | $215585.94    | 0.06%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                   | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   7716500000 | PA      | $642968.66    | 0.17%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     29910000 | PA      | $742774.68    | 0.20%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     14000000 | PA      | $47264.40     | 0.01%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    162950000 | PA      | $2941757.42   | 0.80%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    279000000 | PA      | $919695.91    | 0.25%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    310158000 | PA      | $204806.96    | 0.06%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                  | Nigeria Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   3586227000 | PA      | $2733150.39   | 0.74%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    516930000 | PA      | $332370.83    | 0.09%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    137000000 | PA      | $1554481.32   | 0.42%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    516930000 | PA      | $317321.97    | 0.09%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    206772000 | PA      | $140411.92    | 0.04%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3483000000 | PA      | $2265816.58   | 0.62%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    446700000 | PA      | $193158.13    | 0.05%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  10450000000 | PA      | $864056.04    | 0.23%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1264000000 | PA      | $539929.36    | 0.15%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4480497000 | PA      | $2891633.79   | 0.79%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2422000 | PA      | $2347503.11   | 0.64%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       908000 | PA      | $887674.65    | 0.24%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     42625000 | PA      | $863633.30    | 0.23%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1917653000 | PA      | $1224103.02   | 0.33%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4695559000 | PA      | $2916319.49   | 0.79%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5227889000 | PA      | $3315683.63   | 0.90%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    135250000 | PA      | $2558177.51   | 0.69%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    166800000 | PA      | $2852704.84   | 0.77%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5540099000 | PA      | $3402466.91   | 0.92%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      4094000 | PA      | $185269.87    | 0.05%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2558000 | PA      | $120783.04    | 0.03%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       895000 | PA      | $42311.27     | 0.01%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5048000 | PA      | $228334.88    | 0.06%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    172525000 | PA      | $2939983.11   | 0.80%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE DEC25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -21 | NC      | $-10166.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -62 | NC      | $-9421.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUXL 30Y BND DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -2 | NC      | $-9543.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -4 | NC      | $-7125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE DEC25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -1 | NC      | $-1602.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -7 | NC      | $-1437.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -33 | NC      | $-828.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMID0PTA5                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      9800000 | OU      | $32428.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMID18QM9                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     11200000 | OU      | $37251.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | BMIF6EU41                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -6303000 | OU      | $-251357.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIF7XQP6                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      6000000 | OU      | $12468.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIF7XQM3                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -3900000 | OU      | $-1185.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIF7RHH7                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      2900000 | OU      | $6417.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | BMIF86L46                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      7100000 | OU      | $15712.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIF86L61                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -1370000 | OU      | $-464.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | BMIF84RW3                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -2800000 | OU      | $-949.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIF94LC2                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      8060000 | OU      | $19029.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIFA84P1                                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     -8060000 | OU      | $-5182.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFA9D79                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2900000 | OU      | $-582.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFA9D61                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      2900000 | OU      | $3677.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFA9D87                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2900000 | OU      | $-5431.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFAG3B5                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2400000 | OU      | $-4831.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFAGUT6                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      2400000 | OU      | $3230.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFAG3A7                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2400000 | OU      | $-542.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFANN51                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      2500000 | OU      | $3405.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFANN77                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2500000 | OU      | $-5130.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFANN69                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -2500000 | OU      | $-577.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIFANXD3                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -2700000 | OU      | $-5540.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIFANX01                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      2700000 | OU      | $3677.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIFANX84                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -2700000 | OU      | $-623.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1077                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      5640000 | OU      | $8815.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1085                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -5640000 | OU      | $-1720.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD10B8                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -5640000 | OU      | $-14720.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     18639000 | PA      | $5771681.93   | 1.57%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie B                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      6600000 | PA      | $5273487.41   | 1.43%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    209238000 | PA      | $293049.38    | 0.08%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    148388000 | PA      | $213619.77    | 0.06%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       473000 | PA      | $505000.20    | 0.14%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3000000 | PA      | $67203.47     | 0.02%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  14695000000 | PA      | $945940.92    | 0.26%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    106538802 | PA      | $5506590.97   | 1.50%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    309816600 | PA      | $17910681.44  | 4.86%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        54000 | PA      | $12461.58     | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       538000 | PA      | $123764.21    | 0.03%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       704000 | PA      | $161392.00    | 0.04%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       143000 | PA      | $32820.82     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       164000 | PA      | $37638.00     | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       106000 | PA      | $24395.90     | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       123000 | PA      | $28224.66     | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2260000 | PA      | $519800.00    | 0.14%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       123000 | PA      | $28353.84     | 0.01%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       531000 | PA      | $122295.94    | 0.03%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       637000 | PA      | $146052.16    | 0.04%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1267000 | PA      | $291093.25    | 0.08%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        50000 | PA      | $11451.00     | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        80000 | PA      | $18360.00     | 0.00%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       626000 | PA      | $603464.00    | 0.16%             | 2033-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       307200 | PA      | $79518.72     | 0.02%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1693500 | PA      | $485357.10    | 0.13%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       236600 | PA      | $69584.06     | 0.02%             | 2049-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       404500 | PA      | $118963.45    | 0.03%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       365500 | PA      | $109650.00    | 0.03%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     49350000 | PA      | $850663.42    | 0.23%             | 2035-09-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       283000 | PA      | $305640.00    | 0.08%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                      | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       380000 | PA      | $407645.00    | 0.11%             | 2034-11-27      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    329718100 | PA      | $16952966.39  | 4.60%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      1861510 | PA      | $1861510.00   | 0.51%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       956000 | PA      | $1137640.00   | 0.31%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   9444000000 | PA      | $1264290.91   | 0.34%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       413600 | PA      | $92439.60     | 0.03%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1484100 | PA      | $331696.35    | 0.09%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       265600 | PA      | $70649.60     | 0.02%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       306000 | PA      | $69462.00     | 0.02%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       562900 | PA      | $137066.15    | 0.04%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5462722 | PA      | $1220918.37   | 0.33%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2213756 | PA      | $494774.47    | 0.13%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       322000 | PA      | $73770.20     | 0.02%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela Government International Bonds | Venezuela Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       200000 | PA      | $55320.00     | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       710200 | PA      | $169808.82    | 0.05%             | 2049-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1409600 | PA      | $365227.36    | 0.10%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       466000 | PA      | $120740.60    | 0.03%             | 2049-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     51604700 | PA      | $2827116.01   | 0.77%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       721000 | PA      | $619645.39    | 0.17%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      4412000 | PA      | $4676720.00   | 1.27%             | 2024-12-11      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       500000 | PA      | $513282.31    | 0.14%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-21

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

**Signature:** Francis Smith

**Name of Signer:** Francis Smith

**Title:** Principal Financial Officer