# EDGAR Filing Document

**Accession Number:** 0000741350
**File Stem:** 0000940400-25-014481
**Filing Date:** 2025-12
**Character Count:** 288685
**Document Hash:** a380ea0e52d5598d3e797d1149087822
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-014481.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000940400-25-014481

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL WORLD FUND, INC.
- **CENTRAL INDEX KEY:** 0000741350

**ORGANIZATION NAME:**
- **EIN:** 133204887
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03981
- **FILM NUMBER:** 251599215

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL WORLD FUND INC
- **DATE OF NAME CHANGE:** 19960807

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL GLOBAL FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL BACHE GLOBAL FUND INC
- **DATE OF NAME CHANGE:** 19911230

## Series and Classes Contracts Data

### PGIM Emerging Markets Debt Hard Currency Fund (Series ID: S000059803)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000195653 | Class A      | PDHAX           |
| C000195654 | Class C      | PDHCX           |
| C000195655 | Class R6     | PDHQX           |
| C000195656 | Class Z      | PDHVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential World Fund, Inc.

- **b. Investment Company Act file number:** 811-03981

- **c. CIK number of Registrant:** 0000741350

- **d. LEI of Registrant:** 5493003FFF3WYM74WH03

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Emerging Markets Debt Hard Currency Fund

- **b. EDGAR series identifier (if any):** S000059803

- **c. LEI of Series:** 5493008RPBIYQYY8NR30

**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:** $194765972.37

**Total Liabilities:** $9302116.02

**Net Assets:** $185463856.35

**Cash Not Reported:** $2661325.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 50.81605000 | **1-Year:** 200.56134000 | **5-Year:** 16604.05223000 | **10-Year:** 40584.76092000 | **30-Year:** 5678.59772000

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

- **3-Month:** 48.12403000 | **1-Year:** 4975.94015000 | **5-Year:** 20894.86526000 | **10-Year:** 19736.88309000 | **30-Year:** 1104.60319000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195653 | 1.95%                | 1.91%                | 2.17%                |
| Class ID C000195654 | 1.74%                | 1.99%                | 2.11%                |
| Class ID C000195655 | 1.84%                | 2.08%                | 2.21%                |
| Class ID C000195656 | 1.95%                | 1.93%                | 2.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-181383.06              | $3003355.01                                |
| Month 2  | $685304.75               | $2256570.12                                |
| Month 3  | $558048.83               | $2402739.30                                |

**Designated Index Information**

- **Index Name:** J.P. Morgan Government Bond Index Emerging Markets Global Core

- **Index Identifier:** GBIEMCOR Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. MORGAN SECURITIES LLC                        | PLN CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      588000 | NC      | $830.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | PEN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-93803.21    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CNH CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     4190000 | NC      | $522.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7493.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11888.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | EGP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10580.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/PLN FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12455.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -44 | NC      | $-12732.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PHP FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1186.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     3152000 | NC      | $1.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31864.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS CNH PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     4190000 | NC      | $3.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/COP FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2495.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | PHP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6371.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4819.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/ZAR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19159.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -461000 | NC      | $-837.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CLP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6075.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | BRL/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25250.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/CZK FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20724.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND CBT                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          45 | NC      | $18325.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS KRW PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1199000 | NC      | $16.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2542.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS TWD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      456000 | NC      | $0.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS KRW PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1199000 | NC      | $-37679.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -258000 | NC      | $-85.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS HUF PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      390000 | NC      | $10.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/CNH FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-326.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS ZAR PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -456000 | NC      | $-1086.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5549.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/IDR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-398.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      529000 | NC      | $67.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS RON PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      420000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      419000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.39.V1                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $31104.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/IDR FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $125.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CLP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4594.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | EGP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14686.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS TWD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -456000 | NC      | $-7705.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD CALL VERSUS BRL PUT                                               | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |      522000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS REPUBLIC OF ARGENTINA                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1529.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CLP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8224.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1375000 | NC      | $573.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/IDR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $288.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PLN FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4175.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.             | CLP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17102.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | COP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1212.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PURT                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      914000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1876.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | PHP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6413.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7664.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5047.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/EGP FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6004.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -517000 | NC      | $-145.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1674.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/TWD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1203.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      998000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -920000 | NC      | $-9567.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS HUF PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      398000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS HUF PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -398000 | NC      | $-171.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1496000 | NC      | $0.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -914000 | NC      | $-789.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CLP FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10231.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS PETROLEOS MEXICANOS                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $285.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PEN FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24981.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS COP PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      456000 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16068.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -529000 | NC      | $-929.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | COP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6241.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3490.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS COP PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -456000 | NC      | $-1268.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -690000 | NC      | $-1035.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/THB FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $42505.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/ARS FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7129.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6455.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.37.V2                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $66819.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/THB FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3669.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PHP FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1613.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3140.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | PEN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9689.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EGP FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10767.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/KRW FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1038.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -786000 | NC      | $-3807.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/COP FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-600.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | TWD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26353.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TWD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -460000 | NC      | $-8682.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/IDR FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $786.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TWD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      460000 | NC      | $17.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.44.V1                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $157402.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17641.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COTE D'IVOIRE                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-79.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3901.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | EGP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14620.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          38 | NC      | $-11239.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS HUF PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      390000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      790000 | NC      | $263.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS PLN PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      393000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | ARS/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7915.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/MXN FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15909.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      183000 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS CZK PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -571000 | NC      | $-1953.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/CLP FORWARD                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1899.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CNH FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-941.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS HUF PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -390000 | NC      | $-1751.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | COP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35072.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS CZK PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -234000 | NC      | $-268.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -183000 | NC      | $-3792.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/CNH FORWARD                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10186.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS CNH PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -4190000 | NC      | $-709.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | PEN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26799.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS ZAR PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      456000 | NC      | $1.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10842.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | CNH/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-211.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/ZAR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1732.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS RON PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -420000 | NC      | $-298.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS PLN PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      196000 | NC      | $8.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      522000 | NC      | $8.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -522000 | NC      | $-2876.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      423500 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15552.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-54008.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3017.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8556.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      786000 | NC      | $329.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $37247.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $4519.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $494.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-384.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4702.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-29122.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $412.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-70032.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5734.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5465.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -419000 | NC      | $-9374.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2242.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-18875.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS ZAR                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-48695.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-7319.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-18032.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $28418.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9377.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3106.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2549.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1240.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13254.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-9869.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4712.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $42576.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-23474.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS INR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3756.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8557.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $21325.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-19.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-16386.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21990.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $697.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $13751.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13756.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS PLN                                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $17054.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $28862.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $38399.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32931.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11224.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12474.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $6266.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-27039.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | EGP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63526.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $480.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-10382.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21291.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $248750.00    | 0.13%             | 2033-01-28      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      500000 | PA      | $513750.00    | 0.28%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      180000 | PA      | $149850.00    | 0.08%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      340000 | PA      | $338640.00    | 0.18%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      226338 | PA      | $208796.81    | 0.11%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1177045 | PA      | $800173.79    | 0.43%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      940000 | PA      | $835425.00    | 0.45%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1375000 | NC      | $-9127.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      247279 | PA      | $210681.88    | 0.11%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      400000 | PA      | $343876.00    | 0.19%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                          | GMR Hyderabad International Airport Ltd                               | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $197312.50    | 0.11%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                  | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $183632.00    | 0.10%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1133000 | PA      | $1151128.00   | 0.62%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      226000 | PA      | $250264.49    | 0.13%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                       | CFE Fibra E                                                           | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $201540.00    | 0.11%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $203150.00    | 0.11%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      250000 | PA      | $56875.00     | 0.03%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                             | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      960000 | PA      | $211680.00    | 0.11%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -18 | NC      | $-17261.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1031000 | PA      | $843358.00    | 0.45%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                      | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      930682 | PA      | $637982.37    | 0.34%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| FONDO MIVIVIENDA SA                               | Fondo MIVIVIENDA SA                                                   | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |      150000 | PA      | $150451.50    | 0.08%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                  | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $200630.00    | 0.11%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                             | Jamaica Government International Bond                                 | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      300000 | PA      | $308408.19    | 0.17%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $305655.39    | 0.16%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      630000 | PA      | $692527.50    | 0.37%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                           | Periama Holdings LLC/DE                                               | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401300.00    | 0.22%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      478000 | PA      | $515346.14    | 0.28%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      550000 | PA      | $547250.00    | 0.30%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-SCHATZ                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -4 | NC      | $365.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      880000 | PA      | $902550.00    | 0.49%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                          | Comision Ejecutiva Hidroelectrica del Rio Lempa                       | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      150000 | PA      | $158737.50    | 0.09%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                     | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $193312.00    | 0.10%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      225000 | PA      | $252000.00    | 0.14%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                             | Jamaica Government International Bond                                 | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      200000 | PA      | $241500.00    | 0.13%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                              | Perusahaan Penerbit SBSN Indonesia III                                | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $404200.00    | 0.22%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $416180.00    | 0.22%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1141135 | PA      | $775761.60    | 0.42%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      241050 | PA      | $219958.13    | 0.12%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                 | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      325000 | PA      | $357500.00    | 0.19%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1476.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      865000 | PA      | $806344.35    | 0.43%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                      | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       57000 | PA      | $39650.58     | 0.02%             | 2041-07-09      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                              | Bank Leumi Le-Israel BM                                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      203000 | PA      | $204370.25    | 0.11%             | 2027-07-27      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      720000 | PA      | $663976.80    | 0.36%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                    | Qatar Government International Bond                                   | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      470000 | PA      | $451853.30    | 0.24%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      413494 | PA      | $316246.58    | 0.17%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                | MVM Energetika Zrt                                                    | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      250000 | PA      | $265000.00    | 0.14%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $419000.00    | 0.23%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                           | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      300000 | PA      | $312477.00    | 0.17%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $129300.00    | 0.07%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CDX.NA.HY.43.V1                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3388.27      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | IDR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27719.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $1129524.00   | 0.61%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      800000 | PA      | $818600.00    | 0.44%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      305000 | PA      | $327756.05    | 0.18%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                   | TMS Issuer Sarl                                                       | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $209250.00    | 0.11%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara             | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $413658.42    | 0.22%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      275000 | PA      | $295212.50    | 0.16%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      800000 | PA      | $744248.00    | 0.40%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      505000 | PA      | $439602.50    | 0.24%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $214950.00    | 0.12%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $117075.00    | 0.06%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -529000 | NC      | $-4491.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      300000 | PA      | $310097.76    | 0.17%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                 | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $203800.00    | 0.11%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                | Zambia Government International Bond                                  | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      459589 | PA      | $441157.18    | 0.24%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      435000 | PA      | $477003.60    | 0.26%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                           | Aeropuerto Internacional de Tocumen SA                                | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $166066.00    | 0.09%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $216375.00    | 0.12%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      255000 | PA      | $269104.05    | 0.15%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                | MVM Energetika Zrt                                                    | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      208000 | PA      | $220415.52    | 0.12%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      750000 | PA      | $717959.70    | 0.39%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      940000 | PA      | $1004860.00   | 0.54%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1814.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                           | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      600000 | PA      | $620310.00    | 0.33%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                   | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      890840 | PA      | $868569.00    | 0.47%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      376750 | PA      | $291231.22    | 0.16%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                        | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $99936.00     | 0.05%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $514000.00    | 0.28%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      250000 | PA      | $231250.00    | 0.12%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                      | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      710000 | PA      | $698995.00    | 0.38%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      200000 | PA      | $216746.00    | 0.12%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      450000 | PA      | $569250.00    | 0.31%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      500000 | PA      | $468905.00    | 0.25%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3275.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                             | Southern Gas Corridor CJSC                                            | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      400000 | PA      | $403076.00    | 0.22%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      750000 | PA      | $864045.00    | 0.47%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      378000 | PA      | $414265.32    | 0.22%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $185376.00    | 0.10%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                          | AES Panama Generation Holdings SRL                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      376335 | PA      | $350085.84    | 0.19%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      550000 | PA      | $575850.00    | 0.31%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      515000 | PA      | $331788.75    | 0.18%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      870992 | PA      | $666147.71    | 0.36%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $213500.00    | 0.12%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                     | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      410000 | PA      | $433624.20    | 0.23%             | 2034-06-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          16 | NC      | $-3022.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      520000 | PA      | $532313.60    | 0.29%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                             | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      350000 | PA      | $85050.00     | 0.05%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                              | CUSIP: 38381CAE2<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      355000 | PA      | $385508.70    | 0.21%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                  | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $216250.00    | 0.12%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                    | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $224062.00    | 0.12%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                        | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      240000 | PA      | $257700.00    | 0.14%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      300000 | PA      | $256875.00    | 0.14%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      651985 | PA      | $567878.94    | 0.31%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                | Mongolia Government International Bond                                | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $212750.00    | 0.11%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1440000 | PA      | $1264204.80   | 0.68%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | IDR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4642.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      115000 | PA      | $26162.50     | 0.01%             | 2031-04-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                     | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      240000 | PA      | $187874.40    | 0.10%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                  | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $195250.00    | 0.11%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       55000 | PA      | $12567.50     | 0.01%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                      | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      380000 | PA      | $379925.78    | 0.20%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1245000 | PA      | $1412166.15   | 0.76%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $113400.00    | 0.06%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENE                          | Pertamina Geothermal Energy PT                                        | CUSIP: 69379VAA7<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $203187.50    | 0.11%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| EIG PEARL HOLDINGS SARL                           | EIG Pearl Holdings Sarl                                               | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      531063 | PA      | $492726.77    | 0.27%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      280000 | PA      | $63420.00     | 0.03%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | ZAR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3481.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $200150.00    | 0.11%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      300000 | PA      | $298800.00    | 0.16%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      380863 | PA      | $358772.95    | 0.19%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                  | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1492000 | PA      | $1138890.90   | 0.61%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $195392.00    | 0.11%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                               | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $147941.00    | 0.08%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                  | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       65000 | PA      | $74161.10     | 0.04%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $449100.00    | 0.24%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      445000 | PA      | $391395.30    | 0.21%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      400000 | PA      | $416944.00    | 0.22%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | INR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $402.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                          | MFB Magyar Fejlesztesi Bank Zrt                                       | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      215000 | PA      | $225885.45    | 0.12%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1681099.68   | 0.91%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      570000 | PA      | $600210.00    | 0.32%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      392000 | PA      | $431282.48    | 0.23%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                  | CUSIP: 69370RAE7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $172800.00    | 0.09%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HERITAGE PETROL CO LTD                            | Heritage Petroleum Co Ltd                                             | CUSIP: 42727GAA6<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | CORP              | TT        |      200000 | PA      | $205400.00    | 0.11%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      110000 | PA      | $62590.00     | 0.03%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      203000 | PA      | $222589.50    | 0.12%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $415124.00    | 0.22%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                 | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      660000 | PA      | $805976.62    | 0.43%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/PEN FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $114154.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                               | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203100.00    | 0.11%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      100000 | PA      | $106550.00    | 0.06%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      400000 | PA      | $405067.56    | 0.22%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                             | Petroleos del Peru SA                                                 | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      225000 | PA      | $191812.50    | 0.10%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                             | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1280000 | PA      | $282240.00    | 0.15%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      145000 | PA      | $149575.13    | 0.08%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      230000 | PA      | $290493.73    | 0.16%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                   | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $549441.24    | 0.30%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $187750.00    | 0.10%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      400000 | PA      | $433600.00    | 0.23%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13075.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      220000 | PA      | $227810.00    | 0.12%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                | Mongolia Government International Bond                                | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $205000.00    | 0.11%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $314475.00    | 0.17%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      180000 | PA      | $179823.74    | 0.10%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                          | Development Bank of Kazakhstan JSC                                    | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      200000 | PA      | $205000.00    | 0.11%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      220000 | PA      | $236500.00    | 0.13%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                               | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      559000 | PA      | $467125.56    | 0.25%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      670000 | PA      | $698140.00    | 0.38%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $185775.00    | 0.10%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      810000 | PA      | $871454.70    | 0.47%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CNH FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1923.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | EGP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60850.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                  | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      780000 | PA      | $730286.70    | 0.39%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      281521 | PA      | $269837.73    | 0.15%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $224500.00    | 0.12%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      380000 | PA      | $453065.68    | 0.24%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                              | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      797000 | PA      | $890894.57    | 0.48%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      172000 | PA      | $39130.00     | 0.02%             | 2024-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      255000 | PA      | $58012.50     | 0.03%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $146750.00    | 0.08%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      250000 | PA      | $171500.00    | 0.09%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      314850 | PA      | $290449.13    | 0.16%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $737.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                             | Jamaica Government International Bond                                 | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      120000 | PA      | $144900.00    | 0.08%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      500000 | PA      | $544065.00    | 0.29%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                   | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      410000 | PA      | $382197.90    | 0.21%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: —       |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                           | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      290000 | PA      | $279212.00    | 0.15%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      810000 | PA      | $822960.00    | 0.44%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $219500.00    | 0.12%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17073500 | PA      | $865895.30    | 0.47%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                             | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      315000 | PA      | $331301.25    | 0.18%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                        | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      600000 | PA      | $617925.00    | 0.33%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      160000 | PA      | $89760.00     | 0.05%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/PHP FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-663.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                     | Uzbekneftegaz JSC                                                     | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |      400000 | PA      | $426000.00    | 0.23%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      420000 | PA      | $437640.00    | 0.24%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                 | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      395000 | PA      | $433512.50    | 0.23%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $214750.00    | 0.12%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                  | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      500000 | PA      | $445725.00    | 0.24%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                             | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      410000 | PA      | $444030.00    | 0.24%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                          | Indofood CBP Sukses Makmur Tbk PT                                     | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $186410.00    | 0.10%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $213312.00    | 0.12%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                               | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      545000 | PA      | $142702.58    | 0.08%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                 | Republic of Kenya Government International Bond                       | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      290000 | PA      | $297250.00    | 0.16%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS PLN PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -393000 | NC      | $-1726.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      850000 | PA      | $894200.00    | 0.48%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $240450.00    | 0.13%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                               | Bapco Energies BSC Closed                                             | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |      500000 | PA      | $541345.00    | 0.29%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                 | Republic of Kenya Government International Bond                       | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      265000 | PA      | $284294.65    | 0.15%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      800000 | PA      | $787960.00    | 0.42%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      115000 | PA      | $26277.50     | 0.01%             | 2033-05-17      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                               | Senegal Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      700000 | PA      | $526876.32    | 0.28%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      504000 | PA      | $114660.00    | 0.06%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                          | MTN Mauritius Investments Ltd                                         | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $202040.00    | 0.11%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      440000 | PA      | $448800.00    | 0.24%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4506.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      495000 | PA      | $112612.50    | 0.06%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                  | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      205000 | PA      | $216531.25    | 0.12%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      315000 | PA      | $352532.60    | 0.19%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      128675 | PA      | $100250.69    | 0.05%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                 | Republic of Kenya Government International Bond                       | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      240000 | PA      | $234000.00    | 0.13%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      291030 | PA      | $265564.88    | 0.14%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $197000.00    | 0.11%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                               | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      290000 | PA      | $331325.00    | 0.18%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                 | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      545000 | PA      | $531375.00    | 0.29%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                     | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      195501 | PA      | $201717.93    | 0.11%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      912000 | NC      | $109.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      760000 | PA      | $914135.60    | 0.49%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1000000 | PA      | $810750.00    | 0.44%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      260000 | PA      | $242748.09    | 0.13%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      255414 | PA      | $197437.37    | 0.11%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      501000 | PA      | $520539.00    | 0.28%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D          | PGIM Institutional Money Market Fund - D                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     6465586 | NS      | $6461706.68   | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $134250.00    | 0.07%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      400000 | PA      | $415600.00    | 0.22%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1090000 | PA      | $249065.00    | 0.13%             | 2037-03-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      280000 | PA      | $63980.00     | 0.03%             | 2035-11-02      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      461000 | NC      | $0.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      705000 | PA      | $687375.00    | 0.37%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                            | Galaxy Pipeline Assets Bidco Ltd                                      | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      693104 | PA      | $590787.99    | 0.32%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      800000 | PA      | $799504.00    | 0.43%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                          | State Oil Co of the Azerbaijan Republic                               | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |      200000 | PA      | $215128.00    | 0.12%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                   | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      280000 | PA      | $251300.00    | 0.14%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       40000 | PA      | $21940.00     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                      | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      440000 | PA      | $478885.00    | 0.26%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                           | Mong Duong Finance Holdings BV                                        | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      169400 | PA      | $167350.42    | 0.09%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $203669.50    | 0.11%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      345000 | PA      | $354573.75    | 0.19%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2051.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $305400.00    | 0.16%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                      | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      505000 | PA      | $503836.13    | 0.27%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                           | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $180910.00    | 0.10%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      906000 | PA      | $206115.00    | 0.11%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                              | Adnoc Murban Rsc Ltd                                                  | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      352000 | PA      | $339302.94    | 0.18%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                           | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      530000 | PA      | $558143.00    | 0.30%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      750000 | PA      | $798984.38    | 0.43%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                             | Transnet/South Africa                                                 | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      200000 | PA      | $211188.00    | 0.11%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                          | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      360000 | PA      | $388350.00    | 0.21%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $191860.00    | 0.10%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS PLN PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -196000 | NC      | $-1462.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1115000 | PA      | $940502.50    | 0.51%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      495000 | PA      | $505642.50    | 0.27%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      130000 | PA      | $54145.00     | 0.03%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1100000 | PA      | $969650.00    | 0.52%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                          | Colombia Telecomunicaciones SA ESP                                    | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $181188.00    | 0.10%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1205000 | PA      | $996414.50    | 0.54%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $225687.50    | 0.12%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $210050.00    | 0.11%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                      | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    10952225 | PA      | $1052217.25   | 0.57%             | 2035-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                             | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      280000 | PA      | $304690.51    | 0.16%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | IDR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3513.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      230000 | PA      | $249205.00    | 0.13%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                             | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      655000 | PA      | $712758.16    | 0.38%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      570000 | PA      | $570570.00    | 0.31%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       57000 | PA      | $59175.98     | 0.03%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $136800.00    | 0.07%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       60000 | PA      | $31650.00     | 0.02%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                               | Honduras Government International Bond                                | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      200000 | PA      | $200438.00    | 0.11%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      225000 | PA      | $185287.50    | 0.10%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      240000 | PA      | $234888.00    | 0.13%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $200250.00    | 0.11%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      690000 | NC      | $7.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5287.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      480000 | PA      | $479040.00    | 0.26%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      529000 | PA      | $555714.50    | 0.30%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       64851 | PA      | $44487.79     | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                   | CUSIP: 80413TAL3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      400000 | PA      | $388876.00    | 0.21%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      250000 | PA      | $208500.00    | 0.11%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                          | NAK Naftogaz Ukraine via Kondor Finance PLC                           | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      358896 | PA      | $355145.74    | 0.19%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                             | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $208376.00    | 0.11%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                          | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      122000 | PA      | $124604.70    | 0.07%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      596000 | PA      | $698512.00    | 0.38%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $129400.00    | 0.07%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $116997.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       67042 | PA      | $67167.12     | 0.04%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      195000 | PA      | $99157.50     | 0.05%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      330000 | PA      | $355080.00    | 0.19%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                   | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      385000 | PA      | $394727.03    | 0.21%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $351400.00    | 0.19%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $213206.00    | 0.11%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                               | Alfa Desarrollo SpA                                                   | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      196896 | PA      | $161332.33    | 0.09%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                               | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      400000 | PA      | $295882.00    | 0.16%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                | Mongolia Government International Bond                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $212250.00    | 0.11%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $170250.00    | 0.09%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | USD/THB FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6133.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      576000 | PA      | $522460.80    | 0.28%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                 | Gabon Government International Bond                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      515000 | PA      | $402215.00    | 0.22%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                      | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      306000 | PA      | $300874.50    | 0.16%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                           | Instituto Costarricense de Electricidad                               | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |      200000 | PA      | $210562.00    | 0.11%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                                  | ENN Clean Energy International Investment Ltd                         | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $198725.00    | 0.11%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                               | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $167129.00    | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Oriental Republic of Uruguay                                          | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      130000 | PA      | $124605.00    | 0.07%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                   | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      365000 | PA      | $373714.38    | 0.20%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      600000 | PA      | $698814.00    | 0.38%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| MAGYAR EXPORT-IMPORT BAN                          | Magyar Export-Import Bank Zrt                                         | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      400000 | PA      | $413752.00    | 0.22%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.36.V1                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $64154.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      187000 | PA      | $167252.80    | 0.09%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $149250.00    | 0.08%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      285000 | PA      | $306303.75    | 0.17%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      370000 | PA      | $363895.00    | 0.20%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       55000 | PA      | $30525.00     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      250000 | PA      | $187250.00    | 0.10%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                               | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1090000 | PA      | $337900.00    | 0.18%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                               | Abu Dhabi Crude Oil Pipeline LLC                                      | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $187890.34    | 0.10%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                          | Empresa Nacional del Petroleo                                         | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $183560.00    | 0.10%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      300000 | PA      | $277650.00    | 0.15%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CNH/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2303.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                      | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      785000 | PA      | $770548.15    | 0.42%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                      | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $527296.38    | 0.28%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      500000 | PA      | $578774.38    | 0.31%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                           | Aeropuerto Internacional de Tocumen SA                                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $160370.00    | 0.09%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNG GOVT INTL BOND                                | Papua New Guinea Government International Bond                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PG        |      220000 | PA      | $226463.60    | 0.12%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                            | MGM China Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      330000 | PA      | $328350.00    | 0.18%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $199800.00    | 0.11%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                             | Transnet/South Africa                                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      420000 | PA      | $443494.80    | 0.24%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      520000 | PA      | $585650.00    | 0.32%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      480000 | PA      | $482138.40    | 0.26%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2147.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                  | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      750000 | PA      | $832875.00    | 0.45%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      220000 | PA      | $200007.50    | 0.11%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1251000 | PA      | $1401908.13   | 0.76%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                          | Empresa Nacional del Petroleo                                         | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $211562.00    | 0.11%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                      | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      375000 | PA      | $391968.75    | 0.21%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                               | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      315000 | PA      | $302006.25    | 0.16%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1030000 | PA      | $1098010.90   | 0.59%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                              | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      265000 | PA      | $285140.00    | 0.15%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      394000 | PA      | $421327.37    | 0.23%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                   | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      235000 | PA      | $188940.00    | 0.10%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/BRL FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $462.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1318000 | PA      | $1193449.00   | 0.64%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                  | Gohl Capital Ltd                                                      | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |      250000 | PA      | $247125.00    | 0.13%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                          | CT Trust                                                              | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      200000 | PA      | $189100.00    | 0.10%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                  | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      796000 | PA      | $862981.09    | 0.47%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      460000 | PA      | $393875.00    | 0.21%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                              | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8226943 | PA      | $422515.53    | 0.23%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                  | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $183632.00    | 0.10%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $625000.00    | 0.34%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      390453 | PA      | $355233.67    | 0.19%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                      | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1200000 | PA      | $1206609.38   | 0.65%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | INR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $311.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      150000 | PA      | $171375.00    | 0.09%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                             | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      900000 | PA      | $975357.00    | 0.53%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                  | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      550000 | PA      | $576812.50    | 0.31%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                          | Corp Financiera de Desarrollo SA                                      | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $193122.00    | 0.10%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      430000 | PA      | $434635.40    | 0.23%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                      | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      360000 | PA      | $300376.80    | 0.16%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                           | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $129974.19    | 0.07%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      300000 | PA      | $331500.00    | 0.18%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $202625.00    | 0.11%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      170000 | PA      | $174930.00    | 0.09%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/MXN FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7583.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                            | Emirate of Dubai Government International Bonds                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      390000 | PA      | $388122.15    | 0.21%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                             | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      205000 | PA      | $45715.00     | 0.02%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                   | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1140960 | PA      | $976947.00    | 0.53%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                        | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      260000 | PA      | $277814.19    | 0.15%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                      | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      914000 | PA      | $923354.22    | 0.50%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                             | Petroleos del Peru SA                                                 | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      300000 | PA      | $217125.00    | 0.12%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      109000 | PA      | $127573.60    | 0.07%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                             | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      930000 | PA      | $21390.00     | 0.01%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                               | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      235000 | PA      | $74612.50     | 0.04%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                             | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1265000 | PA      | $1363923.43   | 0.74%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      258000 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                  | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $201500.00    | 0.11%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $217626.00    | 0.12%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      400000 | PA      | $364800.00    | 0.20%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                            | Montenegro Government International Bond                              | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      200000 | PA      | $214700.00    | 0.12%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                  | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      400000 | PA      | $356580.00    | 0.19%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      475000 | PA      | $514721.07    | 0.28%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                | Zambia Government International Bond                                  | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      226179 | PA      | $157291.10    | 0.08%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $164200.00    | 0.09%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      345000 | PA      | $349312.50    | 0.19%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      140000 | PA      | $118300.00    | 0.06%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7000.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PEN FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15045.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      420000 | PA      | $432062.40    | 0.23%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      672091 | PA      | $377043.05    | 0.20%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1080000 | PA      | $1158300.00   | 0.62%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                             | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      600000 | PA      | $674622.00    | 0.36%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: —       |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                             | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      400000 | PA      | $351168.00    | 0.19%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      440000 | PA      | $439809.28    | 0.24%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      325000 | PA      | $336233.63    | 0.18%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                                 | Globe Telecom Inc                                                     | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $169500.00    | 0.09%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                               | Senegal Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      185000 | PA      | $179388.36    | 0.10%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                       | MEGlobal BV                                                           | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $286794.00    | 0.15%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | PHP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15006.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      330000 | PA      | $320265.00    | 0.17%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                               | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304650.00    | 0.16%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                 | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      810000 | PA      | $799672.50    | 0.43%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      245000 | PA      | $55737.50     | 0.03%             | 2022-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                   | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      171772 | PA      | $148153.08    | 0.08%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                 | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      650000 | PA      | $605475.00    | 0.33%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      857390 | PA      | $475851.45    | 0.26%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1755000 | PA      | $1995146.55   | 1.08%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      482927 | PA      | $439366.41    | 0.24%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      253000 | PA      | $202362.05    | 0.11%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      529000 | NC      | $273.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                               | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      260000 | PA      | $66690.00     | 0.04%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $174550.00    | 0.09%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      165000 | PA      | $140145.18    | 0.08%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      702367 | PA      | $385248.30    | 0.21%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                             | DP World Crescent Ltd                                                 | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $293667.00    | 0.16%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      480000 | PA      | $466651.20    | 0.25%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                               | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      840000 | PA      | $246540.00    | 0.13%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      191000 | PA      | $43452.50     | 0.02%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                           | Adani Ports & Special Economic Zone Ltd                               | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $171000.00    | 0.09%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                     | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $1150000.00   | 0.62%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | INR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-134.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                          | Fermaca Enterprises S de RL de CV                                     | CUSIP: 000000000<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |      502957 | PA      | $509243.81    | 0.27%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                             | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $201025.00    | 0.11%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                  | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      270000 | PA      | $206820.00    | 0.11%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                 | Republic of Kenya Government International Bond                       | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      600000 | PA      | $615000.00    | 0.33%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                 | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      375000 | PA      | $450093.75    | 0.24%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      400000 | PA      | $420100.00    | 0.23%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                           | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      400000 | PA      | $416636.00    | 0.22%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      452000 | PA      | $453695.00    | 0.24%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $197000.00    | 0.11%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                | Zambia Government International Bond                                  | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      145000 | PA      | $100836.99    | 0.05%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/COP FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24892.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      350000 | PA      | $343679.00    | 0.19%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       80000 | PA      | $80300.00     | 0.04%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      600000 | PA      | $604687.50    | 0.33%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      178985 | PA      | $94414.59     | 0.05%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      670000 | PA      | $722971.88    | 0.39%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                  | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $206750.00    | 0.11%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                             | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      400000 | PA      | $351824.00    | 0.19%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2286850 | PA      | $1603081.85   | 0.86%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     2723000 | PA      | $619482.50    | 0.33%             | 2021-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                           | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      415000 | PA      | $392253.85    | 0.21%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | USD/CNH FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1158.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      240000 | PA      | $259176.00    | 0.14%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1442000 | PA      | $1440558.00   | 0.78%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      630000 | PA      | $724500.00    | 0.39%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                      | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $201338.00    | 0.11%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      810000 | PA      | $805950.00    | 0.43%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      120000 | PA      | $136420.28    | 0.07%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                         | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 13697100000 | PA      | $3098101.54   | 1.67%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $180000.00    | 0.10%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara             | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $411000.00    | 0.22%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                           | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      400000 | PA      | $410036.00    | 0.22%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      920000 | NC      | $0.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1035000 | PA      | $1112625.00   | 0.60%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co                                                  | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $182223.00    | 0.10%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $160403.82    | 0.09%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      348853 | PA      | $145297.27    | 0.08%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1296689 | PA      | $1061340.21   | 0.57%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                               | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      445000 | PA      | $133500.00    | 0.07%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                | CA Magnum Holdings                                                    | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      400000 | PA      | $398000.00    | 0.21%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      500000 | PA      | $557500.00    | 0.30%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                      | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $802937.50    | 0.43%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                  | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      290000 | PA      | $287970.00    | 0.16%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US LONG BOND(CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          24 | NC      | $-26057.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      485000 | PA      | $110337.50    | 0.06%             | 2031-11-20      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                | Zambia Government International Bond                                  | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      603098 | PA      | $578910.89    | 0.31%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $148288.50    | 0.08%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      385000 | PA      | $391160.00    | 0.21%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                      | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      585000 | PA      | $585959.77    | 0.32%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      650000 | PA      | $751095.56    | 0.40%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      320000 | PA      | $72800.00     | 0.04%             | 2024-11-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1021000 | PA      | $998538.00    | 0.54%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1485842 | PA      | $1090607.84   | 0.59%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                     | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $161976.00    | 0.09%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/MYR FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5088.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                             | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $336658.00    | 0.18%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      360000 | PA      | $358988.40    | 0.19%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund  | (PIPA070) PGIM Core Government Money Market Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     4201367 | NS      | $4201367.27   | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      345229 | PA      | $175548.95    | 0.09%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      240000 | PA      | $270342.53    | 0.15%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      315000 | PA      | $341775.00    | 0.18%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTR                           | Summit Digitel Infrastructure Ltd                                     | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |      435000 | PA      | $391834.95    | 0.21%             | 2031-08-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                 | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $205504.58    | 0.11%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      445000 | PA      | $457905.00    | 0.25%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                      | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1244185 | PA      | $809964.44    | 0.44%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS CZK PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      234000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                               | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      590000 | PA      | $594425.00    | 0.32%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      600000 | PA      | $627000.00    | 0.34%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                 | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      475000 | PA      | $533306.25    | 0.29%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                 | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      500000 | PA      | $482750.00    | 0.26%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                              | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      450000 | PA      | $403875.00    | 0.22%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                    | Qatar Government International Bond                                   | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      222000 | PA      | $221937.84    | 0.12%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      285000 | PA      | $239400.00    | 0.13%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                           | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $201270.00    | 0.11%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                  | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      320000 | PA      | $341166.40    | 0.18%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $208554.00    | 0.11%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           3 | NC      | $-1378.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                | PLN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3449.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      400000 | PA      | $400520.00    | 0.22%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      390000 | PA      | $373558.26    | 0.20%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      170000 | PA      | $174760.00    | 0.09%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                 | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      391025 | PA      | $198445.19    | 0.11%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                        | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $83280.00     | 0.04%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $215000.00    | 0.12%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      780000 | PA      | $177450.00    | 0.10%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                             | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      565000 | PA      | $558248.25    | 0.30%             | 2020-10-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      208000 | PA      | $224224.00    | 0.12%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -423500 | NC      | $-3470.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PHP FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74444.27    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS PETROLEOS MEXICANOS                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6298.75      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UBS Securities LLC                                | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24306.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | CZK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5918.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -790000 | NC      | $-3236.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | PHP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5517.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15516.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CLP CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      461000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29607.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2385.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24101.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | USD/PEN FORWARD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18099.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS CZK PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      571000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          23 | NC      | $-15798.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9589.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21246.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3595.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CLP CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -461000 | NC      | $-3049.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CNH/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $460.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/KRW FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1419.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/EGP FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24005.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      517000 | NC      | $0.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -2328000 | NC      | $-2082.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | COP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4975.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1592.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -998000 | NC      | $-48.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -912000 | NC      | $-1604.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/COP FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62978.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/THB FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4309.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | ZAR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5891.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-23

**Name of Applicant:** Prudential World Fund, Inc.

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer