0001752724-23-141631.txt : 20230626 0001752724-23-141631.hdr.sgml : 20230626 20230626083143 ACCESSION NUMBER: 0001752724-23-141631 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230430 FILED AS OF DATE: 20230626 DATE AS OF CHANGE: 20230626 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MFS SERIES TRUST X CENTRAL INDEX KEY: 0000783740 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04492 FILM NUMBER: 231039488 BUSINESS ADDRESS: STREET 1: 111 HUNTINGTON AVENUE STREET 2: 21ST FLOOR CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 18006372929 MAIL ADDRESS: STREET 1: 111 HUNTINGTON AVENUE STREET 2: 21ST FLOOR CITY: BOSTON STATE: MA ZIP: 02199 FORMER COMPANY: FORMER CONFORMED NAME: MFS GOVERNMENT MORTGAGE FUND DATE OF NAME CHANGE: 19930408 FORMER COMPANY: FORMER CONFORMED NAME: MFS GOVERNMENT INCOME PLUS FUND DATE OF NAME CHANGE: 19930312 FORMER COMPANY: FORMER CONFORMED NAME: MASSACHUSETTS MFS GOVERNMENT INCOME PLUS FUND DATE OF NAME CHANGE: 19921015 0000783740 S000033795 MFS Emerging Markets Debt Local Currency Fund C000104416 A EMLAX C000104417 B EMLBX C000104418 C EMLCX C000104419 I EMLIX C000104420 R1 EMLJX C000104421 R2 EMLKX C000104422 R3 EMLLX C000104423 R4 EMLMX C000123138 R6 EMLNX NPORT-P 1 primary_doc.xml NPORT-P false 0000783740 XXXXXXXX S000033795 C000104417 C000123138 C000104419 C000104422 C000104423 C000104418 C000104420 C000104416 C000104421 MFS SERIES TRUST X 811-04492 0000783740 5493001MUVNRNUPJY164 111 HUNTINGTON AVENUE BOSTON 02199 617-954-5000 MFS Emerging Markets Debt Local Currency Fund S000033795 5493001KPK8UJ27DMD68 2023-10-31 2023-04-30 N 506709168.93 18022978.99 488686189.94 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3623512.05000000 0.00000000 0.00000000 2679357.32000000 BRL CLP CNY COP CZK HUF IDR MXN MYR PEN PLN RON THB USD UYU ZAR N JPM GBI EM Global Diversified JGENVUUG UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 15818.40000000 0.003236923884 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2893490.60000000 USD 2628653.74000000 EUR 2023-07-21 15818.40000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 Bonos de la Tesoreria de la Republica en pesos 000000000 1660000000.00000000 PA 2333274.00000000 0.477458550708 Long DBT NUSS CL N 2 2034-05-01 Fixed 7.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 Colombian TES 000000000 82350600000.00000000 PA 14151729.05000000 2.895872513143 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Letras do Tesouro Nacional 000000000 66378000.00000000 PA 9852005.40000000 2.016018787273 Long DBT NUSS BR N 2 2026-01-01 None 0.00000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD THB 000000000 1.00000000 NC 2530.12000000 0.000517739206 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 36038000.00000000 THB 1062127.91000000 USD 2023-06-13 2530.12000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 288200000.00000000 PA 14722492.51000000 3.012668009261 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 16325.58000000 0.003340708277 N/A DFE PE N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 2274718.12000000 USD 8491295.28000000 PEN 2023-05-02 16325.58000000 N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 104607000.00000000 PA 4636047.28000000 0.948675730036 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 China Development Bank 000000000 32000000.00000000 PA 4755520.91000000 0.973123654381 Long DBT NUSS CN N 2 2029-09-20 Fixed 3.45000000 N N N N N N ELECTRICIDAD FIRME DE ME 549300B9KK10OSYRIY06 Electricidad Firme de Mexico Holdings SA de CV 28504MAA1 1096000.00000000 PA USD 964479.36000000 0.197361697517 Long DBT CORP MX Y 2 2026-11-20 Fixed 4.90000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 Bonos de la Tesoreria de la Republica en pesos 000000000 4110000000.00000000 PA 4847371.93000000 0.991919155848 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.70000000 N N N N N N CANPACK SA/CANPACK US N/A Canpack SA / Canpack US LLC 13806CAA0 1113000.00000000 PA USD 891594.56000000 0.182447259274 Long DBT CORP N/A Y 2 2029-11-15 Fixed 3.88000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC 11488.11000000 0.002350815356 N/A DFE ID N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 585207.56000000 USD 8755524448.00000000 IDR 2023-05-10 11488.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC -429382.07000000 -0.08786458034 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 22374052.35000000 USD 97568767.48000000 MYR 2023-06-20 -429382.07000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PES3 159700000.00000000 PA 3433213.02000000 0.702539398631 Long DBT NUSS DO Y 2 2033-02-03 Fixed 13.63000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD COP 000000000 1.00000000 NC 293283.99000000 0.060014789866 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 28307138414.00000000 COP 6214015.20000000 USD 2023-07-21 293283.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC 331966.06000000 0.067930313324 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 286041565.00000000 TWD 9638493.28000000 USD 2023-05-05 331966.06000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED THB / SOLD USD 000000000 1.00000000 NC -6839.33000000 -0.00139953412 N/A DFE TH N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2555660.38000000 USD 86688000.00000000 THB 2023-06-13 -6839.33000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -21015.42000000 -0.00430039162 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 5365000.00000000 PEN 1425875.72000000 USD 2023-05-10 -21015.42000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond 000000000 94960000.00000000 PA 14039364.91000000 2.872879405846 Long DBT NUSS CN N 2 2026-06-06 Fixed 3.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SM11191 IRS USD R F 2.92100 SM11191_FIX CCPINFLATIONZERO / Short: SM11191 IRS USD P V 12MUSCPI SM11191_FLO CCPINFLATIONZERO 000000000 4177000.00000000 OU Notional Amount USD 53347.60000000 0.010916535211 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2032-05-12 0.00000000 USD 0.00000000 USD 4177000.00000000 USD 53347.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC -17833.52000000 -0.00364927848 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 2432650.49000000 USD 44497011.38000000 ZAR 2023-07-21 -17833.52000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 123476000000.00000000 PA 8638269.86000000 1.767651723708 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 Bonos de la Tesoreria de la Republica en pesos 000000000 1390000000.00000000 PA 1677890.27000000 0.343347183640 Long DBT NUSS CL N 2 2035-03-01 Fixed 5.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 77586RAR1 1344000.00000000 PA USD 1436668.80000000 0.293985962684 Long DBT NUSS RO Y 2 2033-01-17 Fixed 7.13000000 N N N N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC 87948.41000000 0.017996909225 N/A DFE US N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 13170178.37000000 CAD 9824063.16000000 USD 2023-07-21 87948.41000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 Peru Government Bond 000000000 38661000.00000000 PA 10161686.53000000 2.079388928761 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N JSW INFRASTRUCTURE 3358003E3YFK92C9WX80 JSW Infrastructure Ltd 46654XAA7 794000.00000000 PA USD 687430.15000000 0.140669035497 Long DBT CORP IN Y 2 2029-01-21 Fixed 4.95000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 10520000.00000000 PA 2259219.49000000 0.462304754361 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.76000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 Hungary Government Bond 000000000 1407570000.00000000 PA 3702555.86000000 0.757655103872 Long DBT NUSS HU N 2 2025-06-24 Fixed 5.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 30432000000.00000000 PA 2329551.97000000 0.476696910605 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC 23642.62000000 0.004837996343 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1534010.11000000 USD 22855983700.00000000 IDR 2023-05-10 23642.62000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 Romania Government Bond 000000000 8770000.00000000 PA 1435499.12000000 0.293746610718 Long DBT NUSS RO N 2 2036-04-28 Fixed 4.25000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 249401000000.00000000 PA 17052262.10000000 3.489409451511 Long DBT NUSS ID N 2 2028-08-15 Fixed 6.38000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -124290.20000000 -0.02543354049 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 53123620279.00000000 IDR 3496125.06000000 USD 2023-05-10 -124290.20000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 27887000.00000000 PA 6173027.06000000 1.263188358311 Long DBT NUSS MY N 2 2032-07-15 Fixed 3.58000000 N N N N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD HUF 000000000 1.00000000 NC -19652.24000000 -0.00402144370 N/A DFE US N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 390822157.70000000 HUF 1108146.02000000 USD 2023-07-21 -19652.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -2556.96000000 -0.00052323148 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1329929.95000000 PEN 356272.59000000 USD 2023-05-02 -2556.96000000 N N N CNTL AMR BOTTLING CORP N/A Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL 15239XAA6 1245000.00000000 PA USD 1160998.65000000 0.237575498121 Long DBT CORP VG Y 2 2029-04-27 Fixed 5.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD HUF 000000000 1.00000000 NC -17954.42000000 -0.00367401829 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1022440398.52000000 HUF 2932509.06000000 USD 2023-07-21 -17954.42000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 23970000.00000000 PA 1317346.78000000 0.269569062338 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD AUD 000000000 1.00000000 NC 164583.33000000 0.033678735636 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 14422984.28000000 AUD 9740503.30000000 USD 2023-07-21 164583.33000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 9985000.00000000 PA 2256945.18000000 0.461839361631 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC 22671.32000000 0.004639238936 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9047705473.00000000 KRW 6810056.96000000 USD 2023-07-10 22671.32000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) JUN23 000000000 300.00000000 NC USD 6432.68000000 0.001316321216 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM3 Comdty 2023-06-30 32916223.72000000 USD 6432.68000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SM10942 IRS MXN R F 6.24000 SM10942_FIX CCPVANILLA / Short: SM10942 IRS MXN P V 01MTIIE SM10942_FLO CCPVANILLA 000000000 36098000.00000000 OU Notional Amount -133840.79000000 -0.02738788055 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-03-28 0.00000000 MXN 0.00000000 MXN 36098000.00000000 MXN -133840.79000000 N N N PPF TELECOM GROUP BV 31570074PLDZISJWNN43 PPF Telecom Group BV 000000000 1000000.00000000 PA 1013748.41000000 0.207443637833 Long DBT CORP NL N 2 2027-09-29 Fixed 3.25000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC -8363.37000000 -0.00171139888 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 29936108.71000000 ZAR 1616245.14000000 USD 2023-07-21 -8363.37000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 133900000.00000000 PA 6618999.58000000 1.354447847362 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 Bonos de la Tesoreria de la Republica en pesos 000000000 8500000000.00000000 PA 9723451.41000000 1.989712746168 Long DBT NUSS CL N 2 2025-03-01 Fixed 2.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SM11163 IRS USD R F 3.11600 SM11163_FIX CCPINFLATIONZERO / Short: SM11163 IRS USD P V 12MUSCPI SM11163_FLO CCPINFLATIONZERO 000000000 2916000.00000000 OU Notional Amount USD 76058.93000000 0.015563961406 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2032-04-13 0.00000000 USD 0.00000000 USD 2916000.00000000 USD 76058.93000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED PHP / SOLD USD 000000000 1.00000000 NC -2201.18000000 -0.00045042811 N/A DFE PH N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 5049271.19000000 USD 279638737.22000000 PHP 2023-05-16 -2201.18000000 N N N SK HYNIX INC 988400XAIK6XISWQV045 SK Hynix Inc 78392BAD9 790000.00000000 PA USD 791689.71000000 0.162003700185 Long DBT CORP KR Y 2 2026-01-17 Fixed 6.25000000 N N N N N N GRUPO AXO SA DE CV 4469000001BNKIG58H20 Grupo Axo SAPI de CV 40054MAA0 764000.00000000 PA USD 670952.06000000 0.137297119053 Long DBT CORP MX Y 2 2026-06-08 Fixed 5.75000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 207930000.00000000 PA 10177401.97000000 2.082604783910 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 18488000.00000000 PA 1061343.09000000 0.217182951318 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SM11306 EQT BRL R E SM11306R/01/03/2025/12.585 / Short: SM11306 EQT BRL P E SM11306P/BZDIOVRA 000000000 38488000.00000000 OU Notional Amount 36768.78000000 0.007524006357 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BMF Ibovespa Index Futures BZG2 Index Y 2025-03-01 0.00000000 BRL 0.00000000 BRL 38488000.00000000 BRL 36768.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SM11353 IRS CZK R F 5.48000 SM11353_FIX CCPVANILLA / Short: SM11353 IRS CZK P V 06MPRIBR SM11353_FLO CCPVANILLA 000000000 155000000.00000000 OU Notional Amount 25502.59000000 0.005218602556 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-09-20 0.00000000 CZK 0.00000000 CZK 155000000.00000000 CZK 25502.59000000 N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 PURCHASED HUF / SOLD USD 000000000 1.00000000 NC 254398.26000000 0.052057591402 N/A DFE HU N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 2106087.71000000 USD 811260771.86000000 HUF 2023-06-21 254398.26000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC 21207.14000000 0.004339623348 N/A DFE ID N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1363328.74000000 USD 20315779561.00000000 IDR 2023-05-10 21207.14000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 86400000.00000000 PA 4381774.35000000 0.896643784948 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 Eskom Holdings SOC Ltd 000000000 36000000.00000000 PA 1876602.27000000 0.384009679142 Long DBT CORP ZA N 2 2026-04-02 Fixed 7.85000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 Hungary Government Bond 000000000 3778290000.00000000 PA 6771984.04000000 1.385753102790 Long DBT NUSS HU N 2 2034-06-22 Fixed 2.25000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC 861.52000000 0.000176293093 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 3542325.37000000 ZAR 193100.67000000 USD 2023-07-21 861.52000000 N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 132897000.00000000 PA 6094699.65000000 1.247160197170 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.88000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 PURCHASED CZK / SOLD USD 000000000 1.00000000 NC -4448.20000000 -0.00091023648 N/A DFE CZ N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 3900791.26000000 USD 83500064.58000000 CZK 2023-07-21 -4448.20000000 N N N Peru LNG Srl 254900F70J1LOALV5K70 Peru LNG Srl 000000000 1360000.00000000 PA USD 1098200.00000000 0.224724991744 Long DBT CORP PE N 2 2030-03-22 Fixed 5.38000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 85227SAZ9 972000.00000000 PA USD 318831.58000000 0.065242600786 Long DBT NUSS LK Y 2 2029-03-14 Fixed 7.85000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 32266000000.00000000 PA 2489848.67000000 0.509498471873 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED CNH / SOLD USD 000000000 1.00000000 NC -59585.50000000 -0.01219299853 N/A DFE CN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6894503.32000000 USD 47055219.58000000 CNY 2023-07-21 -59585.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED PLN / SOLD USD 000000000 1.00000000 NC 74618.34000000 0.015269173047 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4323727.25000000 USD 18386550.69000000 PLN 2023-07-21 74618.34000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC 53595.71000000 0.010967306034 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 156485733.00000000 TWD 5155188.04000000 USD 2023-05-23 53595.71000000 N N N GRUPO AXO SA DE CV 4469000001BNKIG58H20 Grupo Axo SAPI de CV 000000000 400000.00000000 PA USD 351283.80000000 0.071883308190 Long DBT CORP MX N 2 2026-06-08 Fixed 5.75000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 113633000.00000000 PA 22089085.79000000 4.520096177203 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED PLN / SOLD USD 000000000 1.00000000 NC 15782.67000000 0.003229612443 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2084729.57000000 USD 8780841.35000000 PLN 2023-07-21 15782.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 Long: SM11343 IRS MXN R F 9.06500 SM11343_FIX VANILLA / Short: SM11343 IRS MXN P V 01MTIIE SM11343_FLO VANILLA 000000000 221400000.00000000 OU Notional Amount -11204.17000000 -0.00229271263 N/A DIR US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 N/A N/A Y 2025-09-17 0.00000000 MXN 0.00000000 MXN 221400000.00000000 MXN -11204.17000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -89692.00000000 -0.01835370056 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5056349.44000000 USD 668517555.00000000 JPY 2023-07-21 -89692.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 27439.01000000 0.005614852755 N/A DFE PE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3823203.05000000 USD 14271634.67000000 PEN 2023-05-02 27439.01000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED MXN / SOLD USD 000000000 1.00000000 NC 19663.69000000 0.004023786717 N/A DFE MX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 4717870.90000000 USD 86553419.82000000 MXN 2023-07-21 19663.69000000 N N N Czech Republic 3157007EFDLQABN47912 Czech Republic Government Bond 000000000 58200000.00000000 PA 2545383.79000000 0.520862639951 Long DBT NUSS CZ N 2 2025-09-17 Fixed 2.40000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 27971.02000000 0.005723718119 N/A DFE PE N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 2262053.19000000 USD 8491295.28000000 PEN 2023-05-10 27971.02000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 84884000.00000000 PA 2608429.92000000 0.533763788233 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 Republic of Poland Government Bond 000000000 12687000.00000000 PA 2212215.80000000 0.452686375334 Long DBT NUSS PL N 2 2030-10-25 Fixed 1.25000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 617726AP9 1445000.00000000 PA USD 1496826.37000000 0.306296024077 Long DBT NUSS MA Y 2 2033-09-08 Fixed 6.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BM11359 IRS CLP R V 06MCLICP SM11359_FLO CCPNDFCAMARAPROMED / Short: BM11359 IRS CLP P F 5.17000 SM11359_FIX CCPNDFCAMARAPROMED 000000000 3953502000.00000000 OU Notional Amount 8054.57000000 0.001648209048 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-04-28 0.00000000 CLP 0.00000000 CLP 3953502000.00000000 CLP 8054.57000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED CNH / SOLD USD 000000000 1.00000000 NC -4957.99000000 -0.00101455496 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 487115.72000000 USD 3319430.96000000 CNY 2023-07-21 -4957.99000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED HUF / SOLD USD 000000000 1.00000000 NC 526122.06000000 0.107660513194 N/A DFE HU N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2412110.42000000 USD 1047097131.86000000 HUF 2023-11-21 526122.06000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -41732.52000000 -0.00853973794 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 9127000.00000000 PEN 2419735.41000000 USD 2023-05-10 -41732.52000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -27664.00000000 -0.00566089252 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 8491295.28000000 PEN 2263379.70000000 USD 2023-05-02 -27664.00000000 N N N SAN MIGUEL INDUSTRIAS N/A SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA 79911QAA2 945000.00000000 PA USD 803250.00000000 0.164369285757 Long DBT CORP PE Y 2 2028-08-02 Fixed 3.50000000 N N N N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -71484.24000000 -0.01462784123 N/A DFE US N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 1985512.17000000 EUR 2122472.80000000 USD 2023-06-21 -71484.24000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 000000000 10559900.00000000 PA 498053.77000000 0.101916890686 Long DBT CORP MX N 2 2026-11-12 Fixed 7.47000000 N N N N N N SYNTHOS SA 259400WX4QZCOHJVWM18 Synthos SA 000000000 921000.00000000 PA 795622.35000000 0.162808437475 Long DBT CORP PL Y 2 2028-06-07 Fixed 2.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 147734.57000000 0.030230968879 N/A DFE PE N 2 Banco Santander SA 5493006QMFDDMYWIAM13 3891603.85000000 USD 14971000.00000000 PEN 2023-05-02 147734.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -174287.89000000 -0.03566458262 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 7322577.64000000 USD 962167663.00000000 JPY 2023-07-21 -174287.89000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 374200000.00000000 PA 18930301.29000000 3.873713168019 Long DBT NUSS MX N 2 2025-03-06 Fixed 5.00000000 N N N N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC 8366.65000000 0.001712070071 N/A DFE ZA N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 988481.95000000 USD 18368590.33000000 ZAR 2023-07-21 8366.65000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 103331000000.00000000 PA 7439620.69000000 1.522371788511 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 34844000.00000000 PA 8016660.36000000 1.640451587343 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD RON 000000000 1.00000000 NC -16901.99000000 -0.00345865922 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8142180.18000000 RON 1800634.69000000 USD 2023-07-21 -16901.99000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -175322.17000000 -0.03587622765 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14271634.67000000 PEN 3675319.89000000 USD 2023-05-02 -175322.17000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 97504000.00000000 PA 18539999.52000000 3.793845601054 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED THB / SOLD USD 000000000 1.00000000 NC 696229.66000000 0.142469681839 N/A DFE TH N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 31615574.72000000 USD 1098957377.27000000 THB 2023-06-13 696229.66000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 171000000.00000000 PA 8922491.73000000 1.825812129271 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BM3 86623000.00000000 PA 2005254.98000000 0.410335921349 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD COP 000000000 1.00000000 NC 18856.54000000 0.003858619373 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 6634658823.00000000 COP 1410129.40000000 USD 2023-07-10 18856.54000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 Colombian TES 000000000 23683100000.00000000 PA 4091485.55000000 0.837241901700 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 MFS Institutional Money Market Portfolio 55291X109 46594262.80000000 NS USD 46603581.65000000 9.536504736448 Long STIV RF US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED THB / SOLD USD 000000000 1.00000000 NC 8350.89000000 0.001708845097 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1568754.76000000 USD 53447474.53000000 THB 2023-07-19 8350.89000000 N N N Czech Republic 3157007EFDLQABN47912 Czech Republic Government Bond 000000000 548800000.00000000 PA 20157015.58000000 4.124736077046 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 Hungary Government Bond 000000000 4168330000.00000000 PA 7828123.76000000 1.601871286962 Long DBT NUSS HU N 2 2033-04-20 Fixed 2.25000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC -18276.75000000 -0.00373997677 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 4554718.70000000 BRL 889350.31000000 USD 2023-06-02 -18276.75000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 124104.20000000 0.025395479257 N/A DFE PE N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2809819.12000000 USD 10874000.00000000 PEN 2023-05-02 124104.20000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAS0 1411000.00000000 PA USD 1477542.76000000 0.302350013242 Long DBT CORP NL N 2 2029-09-15 Fixed 7.88000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 8482.63000000 0.001735803092 N/A DFE PE N 2 Banco Santander SA 5493006QMFDDMYWIAM13 1181922.90000000 USD 4412000.00000000 PEN 2023-05-02 8482.63000000 N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 Banco de Credito del Peru S.A. 05971U2B2 10403000.00000000 PA 2617380.54000000 0.535595356259 Long DBT CORP PE Y 2 2024-09-17 Fixed 4.65000000 N N N N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -29592.65000000 -0.00605555274 N/A DFE US N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 69926505.23000000 MXN 3797861.40000000 USD 2023-07-21 -29592.65000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 100242000.00000000 PA 2624006.69000000 0.536951267299 Long DBT NUSS TH N 2 2035-06-17 Fixed 1.60000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -5314.16000000 -0.00108743813 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5101803012.00000000 IDR 342377.61000000 USD 2023-05-10 -5314.16000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC 40633.87000000 0.008314920870 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 78386853.00000000 TWD 2596124.14000000 USD 2023-05-23 40633.87000000 N N N SK HYNIX INC 988400XAIK6XISWQV045 SK Hynix Inc 78392BAE7 883000.00000000 PA USD 887935.39000000 0.181698482232 Long DBT CORP KR Y 2 2028-01-17 Fixed 6.38000000 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 Shriram Finance Ltd 825547AD4 1720000.00000000 PA USD 1666939.51000000 0.341106326373 Long DBT CORP IN Y 2 2024-03-13 Fixed 4.40000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 20945000.00000000 PA 4522903.82000000 0.925523150256 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.07000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD HUF 000000000 1.00000000 NC -2541.70000000 -0.00052010882 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 432184428.04000000 HUF 1244615.96000000 USD 2023-07-21 -2541.70000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SM11319 IRS CLP R F 8.23000 SM11319_FIX CCPNDFCAMARAPROMED / Short: SM11319 IRS CLP P V 06MCLICP SM11319_FLO CCPNDFCAMARAPROMED 000000000 5267142000.00000000 OU Notional Amount 23187.30000000 0.004744824076 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-03-13 0.00000000 CLP 0.00000000 CLP 5267142000.00000000 CLP 23187.30000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 Colombian TES 000000000 21450800000.00000000 PA 4094795.40000000 0.837919197287 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SM11320 EQT BRL R E CDI/FIXED 12.195/MAT01/02/2026 / Short: SM11320 EQT BRL P E FLOAT/BZDIOVRA/CCP 000000000 84992000.00000000 OU Notional Amount 142045.26000000 0.029066763686 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BMF Ibovespa Index Futures BZG6 Index Y 2026-02-01 0.00000000 BRL 0.00000000 BRL 84992000.00000000 BRL 142045.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC 11991.67000000 0.002453858989 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 29478457.72000000 ZAR 1611763.83000000 USD 2023-07-21 11991.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 5388.86000000 0.001102724020 N/A DFE N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 2444104.22000000 USD 2213195.35000000 EUR 2023-07-21 5388.86000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond 000000000 33410000.00000000 PA 4794352.89000000 0.981069853966 Long DBT NUSS CN N 2 2032-02-17 Fixed 2.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 15377.19000000 0.003146638950 N/A DFE PE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 343452.36000000 USD 1329929.95000000 PEN 2023-05-02 15377.19000000 N N N BofA Securities, Inc. 8NAV47T0Y26Q87Y0QP81 Long: SM10948 IRS MXN R F 6.27000 SM10948 FIX CCPVANILLA / Short: SM10948 IRS MXN P V 01MTIIE SM10948 FLO CCPVANILLA 000000000 144884000.00000000 OU Notional Amount -536370.65000000 -0.10975768520 N/A DIR MX N 2 BofA Securities, Inc. 8NAV47T0Y26Q87Y0QP81 N/A N/A Y 2025-04-09 0.00000000 MXN 0.00000000 MXN 144884000.00000000 MXN -536370.65000000 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 Empresas Publicas de Medellin ESP 29246BAD0 4009000000.00000000 PA 671480.51000000 0.137405255933 Long DBT CORP CO Y 2 2027-11-08 Fixed 8.38000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -5922.31000000 -0.00121188405 N/A DFE N/A N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1390995.67000000 USD 1251458.09000000 EUR 2023-07-21 -5922.31000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 94013000.00000000 PA 2352844.79000000 0.481463327271 Long DBT NUSS TH N 2 2042-06-17 Fixed 2.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -32768.09000000 -0.00670534397 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 10870634520.00000000 IDR 708073.95000000 USD 2023-05-10 -32768.09000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 Romania Government Bond 000000000 81445000.00000000 PA 17611772.20000000 3.603902169235 Long DBT NUSS RO N 2 2025-02-24 Fixed 4.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SM11310 EQT BRL R E CDI/FIXED12.72/MAT 2025/01/02 / Short: SM11310 EQT BRL P E FLOAT/BZDIOVRA/CCP 000000000 78054000.00000000 OU Notional Amount 109355.09000000 0.022377364503 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BMF Ibovespa Index Futures BZG2 Index Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 78054000.00000000 BRL 109355.09000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC 229876.27000000 0.047039649315 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 15641340.44000000 USD 232883917782.00000000 IDR 2023-05-10 229876.27000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia International Bond 817477AH5 1193000.00000000 PA USD 1209465.79000000 0.247493343355 Long DBT NUSS RS Y 2 2033-09-26 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT JUN23 000000000 96.00000000 NC USD 445896.77000000 0.091243988305 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYM3 Comdty 2023-06-21 11213603.23000000 USD 445896.77000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -20906.63000000 -0.00427812989 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 10874000.00000000 PEN 2913016.69000000 USD 2023-05-02 -20906.63000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 531243000.00000000 PA 17211916.16000000 3.522079509165 Long DBT NUSS TH N 2 2032-06-25 Fixed 3.78000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED TRY / SOLD USD 000000000 1.00000000 NC -18066.07000000 -0.00369686526 N/A DFE TR N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1792489.15000000 USD 36569551.68000000 TRY 2023-05-24 -18066.07000000 N N N RED CARRETERAS OCCIDE 549300L1K86IY3XOY318 Red de Carreteras de Occidente SAB de CV 000000000 11047500.00000000 PA 576046.68000000 0.117876602993 Long DBT CORP MX Y 2 2028-06-10 Fixed 9.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 354632000.00000000 PA 188457.14000000 0.038564040457 Long DBT NUSS RU N 3 2026-09-16 Fixed 7.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD CLP 000000000 1.00000000 NC -130061.74000000 -0.02661457243 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3403167318.00000000 CLP 4068584.28000000 USD 2023-06-02 -130061.74000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -28783.62000000 -0.00589000069 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 14971000.00000000 PEN 4010554.80000000 USD 2023-05-02 -28783.62000000 N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AJ3 1409000.00000000 PA USD 1412339.12000000 0.289007373049 Long DBT NUSS BM Y 2 2032-07-15 Fixed 5.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED SGD / SOLD USD 000000000 1.00000000 NC -3851.48000000 -0.00078812949 N/A DFE SG N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12069390.54000000 USD 16051845.27000000 SGD 2023-07-21 -3851.48000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BM11311 IRS CLP R V 06MCLICP SM11311_FLO CCPNDFCAMARAPROMED / Short: BM11311 IRS CLP P F 5.40500 SM11311_FIX CCPNDFCAMARAPROMED 000000000 4864007000.00000000 OU Notional Amount 94701.09000000 0.019378712136 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-25 0.00000000 CLP 0.00000000 CLP 4864007000.00000000 CLP 94701.09000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 Bonos de la Tesoreria de la Republica en pesos 000000000 1250000000.00000000 PA 1661838.03000000 0.340062409008 Long DBT NUSS CL N 2 2043-01-01 Fixed 6.00000000 N N N N N N BofA Securities, Inc. 8NAV47T0Y26Q87Y0QP81 Long: SM10956 IRS MXN R F 5.98000 SM10956_FIX CCPVANILLA / Short: SM10956 IRS MXN P V 01MTIIE SM10956_FLO CCPVANILLA 000000000 73866000.00000000 OU Notional Amount -294873.88000000 -0.06034012952 N/A DIR GB N 2 BofA Securities, Inc. 8NAV47T0Y26Q87Y0QP81 N/A N/A Y 2025-04-11 0.00000000 MXN 0.00000000 MXN 73866000.00000000 MXN -294873.88000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -5380.09000000 -0.00110092941 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 15991897.22000000 MXN 869942.53000000 USD 2023-07-21 -5380.09000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SM11257 IRS THB R F 2.47000 SM11257_FIX CCPVANILLA / Short: SM11257 IRS THB P V 03MTHBXF SM11257_FLO CCPVANILLA 000000000 200000000.00000000 OU Notional Amount -11209.84000000 -0.00229387288 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-07-27 0.00000000 THB 0.00000000 THB 200000000.00000000 THB -11209.84000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 40210.58000000 0.008228302912 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1129015.16000000 USD 5867491.80000000 BRL 2023-06-02 40210.58000000 N N N Transnet SOC Ltd 378900B07CD6F01EA796 Transnet SOC Ltd 000000000 14800000.00000000 PA 878493.37000000 0.179766358879 Long DBT CORP ZA N 2 2028-04-18 Fixed 13.50000000 N N N N N N AES GENER SA 549300IF4IFG0FS0RM26 AES Andes SA 00105DAG0 936000.00000000 PA USD 868503.29000000 0.177722085845 Long DBT CORP CL Y 2 2079-10-07 Fixed 6.35000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 3383.02000000 0.000692268386 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2452355.22000000 USD 2218838.05000000 EUR 2023-07-21 3383.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC 676.43000000 0.000138418071 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 290999304.00000000 KRW 218977.58000000 USD 2023-07-10 676.43000000 N N N BANCO INDUSTRIAL SA 529900GF99QF67JEQU85 Banco Industrial SA/Guatemala 05991CAA1 760000.00000000 PA USD 709984.40000000 0.145284318365 Long DBT CORP GT Y 2 2031-01-29 Fixed 4.88000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 Republic of Poland Government Bond 000000000 91788000.00000000 PA 15869547.78000000 3.247390269397 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Long: SM11253 IRS MYR R F 3.65000 SM11253_FIX VANILLA / Short: SM11253 IRS MYR P V 03MKLIBO SM11253_FLO VANILLA 000000000 36564000.00000000 OU Notional Amount 73615.57000000 0.015063975924 N/A DIR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 N/A N/A Y 2027-07-07 0.00000000 MYR 0.00000000 MYR 36564000.00000000 MYR 73615.57000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 000000000 238554000.00000000 PA 5758987.86000000 1.178463394004 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SM11282 IRS USD R F 3.75000 SM11282_FIX CCPOIS / Short: SM11282 IRS USD P V 12MSOFR SM11282_FLO CCPOIS 000000000 3122000.00000000 OU Notional Amount USD 156224.63000000 0.031968292375 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-03-15 95910.76000000 USD 0.00000000 USD 3122000.00000000 USD 60313.87000000 N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 000000000 1400000.00000000 PA USD 459301.57000000 0.093987016505 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD MYR 000000000 1.00000000 NC 22477.96000000 0.004599671622 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7873820.23000000 MYR 1793417.51000000 USD 2023-06-20 22477.96000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC 11616.62000000 0.002377112396 N/A DFE ZA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2431117.27000000 USD 45011426.91000000 ZAR 2023-07-21 11616.62000000 N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 Energean PLC 29280EAA7 1114000.00000000 PA USD 1008615.60000000 0.206393309400 Long DBT CORP GB Y 2 2027-04-30 Fixed 6.50000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -16728.83000000 -0.00342322544 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 6963980040.00000000 KRW 5207492.74000000 USD 2023-07-10 -16728.83000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED PLN / SOLD USD 000000000 1.00000000 NC 2344.15000000 0.000479684109 N/A DFE PL N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 434392.01000000 USD 1825702.72000000 PLN 2023-07-21 2344.15000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SM11360 IRS USD R F 3.14900 SM11360_FIX CCPOIS / Short: SM11360 IRS USD P V 00MSOFR SM11360_FLO CCPOIS 000000000 4867000.00000000 OU Notional Amount USD -2209.96000000 -0.00045222477 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-04-28 0.00000000 USD 0.00000000 USD 4867000.00000000 USD -2209.96000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -21632.85000000 -0.00442673651 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 4412000.00000000 PEN 1168772.68000000 USD 2023-05-02 -21632.85000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 41065000000.00000000 PA 2764231.55000000 0.565645521994 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.38000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 Long: SM11331 IRS MXN R F 8.94000 SM11331_FIX VANILLA / Short: SM11331 IRS MXN P V 01MTIIE SM11331_FLO VANILLA 000000000 105000000.00000000 OU Notional Amount -17976.58000000 -0.00367855289 N/A DIR US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 N/A N/A Y 2025-09-17 0.00000000 MXN 0.00000000 MXN 105000000.00000000 MXN -17976.58000000 N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 288005000.00000000 PA 12497929.15000000 2.557454949061 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N 2023-05-16 MFS SERIES TRUST X Kasey Phillips Kasey Phillips Assistant Treasurer